CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 31-Aug-2018

Day Change Summary
	Previous	Current
	30-Aug-2018	31-Aug-2018	Change	Change %	Previous Week
Open	0.7310	0.7264	-0.0046	-0.6%	0.7334
High	0.7313	0.7267	-0.0046	-0.6%	0.7363
Low	0.7249	0.7176	-0.0073	-1.0%	0.7176
Close	0.7257	0.7180	-0.0077	-1.1%	0.7180
Range	0.0064	0.0091	0.0027	42.2%	0.0187
ATR	0.0064	0.0066	0.0002	3.0%	0.0000
Volume	109,213	132,516	23,303	21.3%	513,078

Daily Pivots for day following 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7421	0.7230
R3	0.7390	0.7330	0.7205
R2	0.7299	0.7299	0.7197
R1	0.7239	0.7239	0.7188	0.7224
PP	0.7208	0.7208	0.7208	0.7200
S1	0.7148	0.7148	0.7172	0.7133
S2	0.7117	0.7117	0.7163
S3	0.7026	0.7057	0.7155
S4	0.6935	0.6966	0.7130

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7801	0.7677	0.7283
R3	0.7614	0.7490	0.7231
R2	0.7427	0.7427	0.7214
R1	0.7303	0.7303	0.7197	0.7272
PP	0.7240	0.7240	0.7240	0.7224
S1	0.7116	0.7116	0.7163	0.7085
S2	0.7053	0.7053	0.7146
S3	0.6866	0.6929	0.7129
S4	0.6679	0.6742	0.7077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7363	0.7176	0.0187	2.6%	0.0064	0.9%	2%	False	True	102,615
10	0.7382	0.7176	0.0206	2.9%	0.0068	0.9%	2%	False	True	104,394
20	0.7454	0.7176	0.0278	3.9%	0.0064	0.9%	1%	False	True	106,394
40	0.7484	0.7176	0.0308	4.3%	0.0064	0.9%	1%	False	True	98,410
60	0.7632	0.7176	0.0456	6.4%	0.0064	0.9%	1%	False	True	94,709
80	0.7682	0.7176	0.0506	7.0%	0.0063	0.9%	1%	False	True	71,303
100	0.7814	0.7176	0.0638	8.9%	0.0061	0.8%	1%	False	True	57,067
120	0.7905	0.7176	0.0729	10.2%	0.0058	0.8%	1%	False	True	47,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7654
2.618	0.7505
1.618	0.7414
1.000	0.7358
0.618	0.7323
HIGH	0.7267
0.618	0.7232
0.500	0.7222
0.382	0.7211
LOW	0.7176
0.618	0.7120
1.000	0.7085
1.618	0.7029
2.618	0.6938
4.250	0.6789

Fisher Pivots for day following 31-Aug-2018
Pivot	1 day	3 day
R1	0.7222	0.7263
PP	0.7208	0.7235
S1	0.7194	0.7208

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

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