CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	0.7252	0.7334	0.0082	1.1%	0.7316
High	0.7346	0.7358	0.0012	0.2%	0.7382
Low	0.7239	0.7308	0.0069	1.0%	0.7239
Close	0.7327	0.7348	0.0021	0.3%	0.7327
Range	0.0107	0.0050	-0.0057	-53.3%	0.0143
ATR	0.0067	0.0065	-0.0001	-1.8%	0.0000
Volume	133,525	78,436	-55,089	-41.3%	530,865

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7488	0.7468	0.7376
R3	0.7438	0.7418	0.7362
R2	0.7388	0.7388	0.7357
R1	0.7368	0.7368	0.7353	0.7378
PP	0.7338	0.7338	0.7338	0.7343
S1	0.7318	0.7318	0.7343	0.7328
S2	0.7288	0.7288	0.7339
S3	0.7238	0.7268	0.7334
S4	0.7188	0.7218	0.7321

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7679	0.7406
R3	0.7602	0.7536	0.7366
R2	0.7459	0.7459	0.7353
R1	0.7393	0.7393	0.7340	0.7426
PP	0.7316	0.7316	0.7316	0.7333
S1	0.7250	0.7250	0.7314	0.7283
S2	0.7173	0.7173	0.7301
S3	0.7030	0.7107	0.7288
S4	0.6887	0.6964	0.7248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7382	0.7239	0.0143	1.9%	0.0071	1.0%	76%	False	False	107,640
10	0.7382	0.7203	0.0179	2.4%	0.0065	0.9%	81%	False	False	103,771
20	0.7454	0.7203	0.0251	3.4%	0.0061	0.8%	58%	False	False	103,655
40	0.7484	0.7203	0.0281	3.8%	0.0065	0.9%	52%	False	False	97,522
60	0.7682	0.7203	0.0479	6.5%	0.0064	0.9%	30%	False	False	87,671
80	0.7682	0.7203	0.0479	6.5%	0.0063	0.9%	30%	False	False	65,875
100	0.7814	0.7203	0.0611	8.3%	0.0060	0.8%	24%	False	False	52,723
120	0.7905	0.7203	0.0702	9.6%	0.0057	0.8%	21%	False	False	43,943

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7571
2.618	0.7489
1.618	0.7439
1.000	0.7408
0.618	0.7389
HIGH	0.7358
0.618	0.7339
0.500	0.7333
0.382	0.7327
LOW	0.7308
0.618	0.7277
1.000	0.7258
1.618	0.7227
2.618	0.7177
4.250	0.7096

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	0.7343	0.7332
PP	0.7338	0.7315
S1	0.7333	0.7299

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

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