CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 22-Aug-2018

Day Change Summary
	Previous	Current
	21-Aug-2018	22-Aug-2018	Change	Change %	Previous Week
Open	0.7342	0.7366	0.0024	0.3%	0.7292
High	0.7382	0.7375	-0.0007	-0.1%	0.7320
Low	0.7334	0.7335	0.0001	0.0%	0.7203
Close	0.7366	0.7346	-0.0020	-0.3%	0.7318
Range	0.0048	0.0040	-0.0008	-16.7%	0.0117
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	95,658	113,559	17,901	18.7%	554,646

Daily Pivots for day following 22-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7472	0.7449	0.7368
R3	0.7432	0.7409	0.7357
R2	0.7392	0.7392	0.7353
R1	0.7369	0.7369	0.7350	0.7361
PP	0.7352	0.7352	0.7352	0.7348
S1	0.7329	0.7329	0.7342	0.7321
S2	0.7312	0.7312	0.7339
S3	0.7272	0.7289	0.7335
S4	0.7232	0.7249	0.7324

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	0.7214	0.0168	2.3%	0.0055	0.8%	79%	False	False	99,055
10	0.7454	0.7203	0.0251	3.4%	0.0060	0.8%	57%	False	False	111,714
20	0.7466	0.7203	0.0263	3.6%	0.0056	0.8%	54%	False	False	98,908
40	0.7484	0.7203	0.0281	3.8%	0.0063	0.9%	51%	False	False	97,983
60	0.7682	0.7203	0.0479	6.5%	0.0063	0.9%	30%	False	False	82,248
80	0.7682	0.7203	0.0479	6.5%	0.0061	0.8%	30%	False	False	61,767
100	0.7814	0.7203	0.0611	8.3%	0.0058	0.8%	23%	False	False	49,435
120	0.7905	0.7203	0.0702	9.6%	0.0056	0.8%	20%	False	False	41,202

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7545
2.618	0.7480
1.618	0.7440
1.000	0.7415
0.618	0.7400
HIGH	0.7375
0.618	0.7360
0.500	0.7355
0.382	0.7350
LOW	0.7335
0.618	0.7310
1.000	0.7295
1.618	0.7270
2.618	0.7230
4.250	0.7165

Fisher Pivots for day following 22-Aug-2018
Pivot	1 day	3 day
R1	0.7355	0.7344
PP	0.7352	0.7341
S1	0.7349	0.7339

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

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