CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	0.7316	0.7342	0.0026	0.4%	0.7292
High	0.7344	0.7382	0.0038	0.5%	0.7320
Low	0.7296	0.7334	0.0038	0.5%	0.7203
Close	0.7328	0.7366	0.0038	0.5%	0.7318
Range	0.0048	0.0048	0.0000	0.0%	0.0117
ATR	0.0062	0.0061	-0.0001	-0.9%	0.0000
Volume	71,101	95,658	24,557	34.5%	554,646

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7483	0.7392
R3	0.7457	0.7435	0.7379
R2	0.7409	0.7409	0.7375
R1	0.7387	0.7387	0.7370	0.7398
PP	0.7361	0.7361	0.7361	0.7366
S1	0.7339	0.7339	0.7362	0.7350
S2	0.7313	0.7313	0.7357
S3	0.7265	0.7291	0.7353
S4	0.7217	0.7243	0.7340

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	0.7382	0.7203	0.0179	2.4%	0.0056	0.8%	91%	True	False	98,393
10	0.7454	0.7203	0.0251	3.4%	0.0062	0.8%	65%	False	False	109,548
20	0.7466	0.7203	0.0263	3.6%	0.0057	0.8%	62%	False	False	98,633
40	0.7484	0.7203	0.0281	3.8%	0.0063	0.9%	58%	False	False	97,431
60	0.7682	0.7203	0.0479	6.5%	0.0063	0.9%	34%	False	False	80,371
80	0.7682	0.7203	0.0479	6.5%	0.0062	0.8%	34%	False	False	60,352
100	0.7814	0.7203	0.0611	8.3%	0.0058	0.8%	27%	False	False	48,300
120	0.7905	0.7203	0.0702	9.5%	0.0055	0.8%	23%	False	False	40,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7586
2.618	0.7508
1.618	0.7460
1.000	0.7430
0.618	0.7412
HIGH	0.7382
0.618	0.7364
0.500	0.7358
0.382	0.7352
LOW	0.7334
0.618	0.7304
1.000	0.7286
1.618	0.7256
2.618	0.7208
4.250	0.7130

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	0.7363	0.7350
PP	0.7361	0.7334
S1	0.7358	0.7318

Download as Excel Spreadsheet

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

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