CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	0.7260	0.7316	0.0056	0.8%	0.7292
High	0.7320	0.7344	0.0024	0.3%	0.7320
Low	0.7253	0.7296	0.0043	0.6%	0.7203
Close	0.7318	0.7328	0.0010	0.1%	0.7318
Range	0.0067	0.0048	-0.0019	-28.4%	0.0117
ATR	0.0063	0.0062	-0.0001	-1.7%	0.0000
Volume	98,203	71,101	-27,102	-27.6%	554,646

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7467	0.7445	0.7354
R3	0.7419	0.7397	0.7341
R2	0.7371	0.7371	0.7337
R1	0.7349	0.7349	0.7332	0.7360
PP	0.7323	0.7323	0.7323	0.7328
S1	0.7301	0.7301	0.7324	0.7312
S2	0.7275	0.7275	0.7319
S3	0.7227	0.7253	0.7315
S4	0.7179	0.7205	0.7302

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7592	0.7382
R3	0.7514	0.7475	0.7350
R2	0.7397	0.7397	0.7339
R1	0.7358	0.7358	0.7329	0.7378
PP	0.7280	0.7280	0.7280	0.7290
S1	0.7241	0.7241	0.7307	0.7261
S2	0.7163	0.7163	0.7297
S3	0.7046	0.7124	0.7286
S4	0.6929	0.7007	0.7254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7344	0.7203	0.0141	1.9%	0.0058	0.8%	89%	True	False	99,902
10	0.7454	0.7203	0.0251	3.4%	0.0063	0.9%	50%	False	False	109,098
20	0.7466	0.7203	0.0263	3.6%	0.0058	0.8%	48%	False	False	98,228
40	0.7484	0.7203	0.0281	3.8%	0.0063	0.9%	44%	False	False	97,439
60	0.7682	0.7203	0.0479	6.5%	0.0063	0.9%	26%	False	False	78,781
80	0.7682	0.7203	0.0479	6.5%	0.0062	0.8%	26%	False	False	59,157
100	0.7814	0.7203	0.0611	8.3%	0.0058	0.8%	20%	False	False	47,343
120	0.7905	0.7203	0.0702	9.6%	0.0055	0.8%	18%	False	False	39,458

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7548
2.618	0.7470
1.618	0.7422
1.000	0.7392
0.618	0.7374
HIGH	0.7344
0.618	0.7326
0.500	0.7320
0.382	0.7314
LOW	0.7296
0.618	0.7266
1.000	0.7248
1.618	0.7218
2.618	0.7170
4.250	0.7092

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	0.7325	0.7312
PP	0.7323	0.7295
S1	0.7320	0.7279

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These figures are updated between 7pm and 10pm EST after a trading day.

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