CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 28-Aug-2018

Day Change Summary
	Previous	Current
	27-Aug-2018	28-Aug-2018	Change	Change %	Previous Week
Open	0.7334	0.7349	0.0015	0.2%	0.7316
High	0.7358	0.7363	0.0005	0.1%	0.7382
Low	0.7308	0.7323	0.0015	0.2%	0.7239
Close	0.7348	0.7335	-0.0013	-0.2%	0.7327
Range	0.0050	0.0040	-0.0010	-20.0%	0.0143
ATR	0.0065	0.0064	-0.0002	-2.8%	0.0000
Volume	78,436	85,529	7,093	9.0%	530,865

Daily Pivots for day following 28-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7460	0.7438	0.7357
R3	0.7420	0.7398	0.7346
R2	0.7380	0.7380	0.7342
R1	0.7358	0.7358	0.7339	0.7349
PP	0.7340	0.7340	0.7340	0.7336
S1	0.7318	0.7318	0.7331	0.7309
S2	0.7300	0.7300	0.7328
S3	0.7260	0.7278	0.7324
S4	0.7220	0.7238	0.7313

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	0.7375	0.7239	0.0136	1.9%	0.0070	1.0%	71%	False	False	105,614
10	0.7382	0.7203	0.0179	2.4%	0.0063	0.9%	74%	False	False	102,003
20	0.7454	0.7203	0.0251	3.4%	0.0061	0.8%	53%	False	False	102,728
40	0.7484	0.7203	0.0281	3.8%	0.0064	0.9%	47%	False	False	97,361
60	0.7682	0.7203	0.0479	6.5%	0.0063	0.9%	28%	False	False	89,061
80	0.7682	0.7203	0.0479	6.5%	0.0062	0.8%	28%	False	False	66,943
100	0.7814	0.7203	0.0611	8.3%	0.0060	0.8%	22%	False	False	53,577
120	0.7905	0.7203	0.0702	9.6%	0.0057	0.8%	19%	False	False	44,656

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7533
2.618	0.7468
1.618	0.7428
1.000	0.7403
0.618	0.7388
HIGH	0.7363
0.618	0.7348
0.500	0.7343
0.382	0.7338
LOW	0.7323
0.618	0.7298
1.000	0.7283
1.618	0.7258
2.618	0.7218
4.250	0.7153

Fisher Pivots for day following 28-Aug-2018
Pivot	1 day	3 day
R1	0.7343	0.7324
PP	0.7340	0.7312
S1	0.7338	0.7301

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

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