CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	0.7264	0.7190	-0.0074	-1.0%	0.7334
High	0.7267	0.7236	-0.0031	-0.4%	0.7363
Low	0.7176	0.7158	-0.0018	-0.3%	0.7176
Close	0.7180	0.7180	0.0000	0.0%	0.7180
Range	0.0091	0.0078	-0.0013	-14.3%	0.0187
ATR	0.0066	0.0067	0.0001	1.3%	0.0000
Volume	132,516	179,509	46,993	35.5%	513,078

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7381	0.7223
R3	0.7347	0.7303	0.7201
R2	0.7269	0.7269	0.7194
R1	0.7225	0.7225	0.7187	0.7208
PP	0.7191	0.7191	0.7191	0.7183
S1	0.7147	0.7147	0.7173	0.7130
S2	0.7113	0.7113	0.7166
S3	0.7035	0.7069	0.7159
S4	0.6957	0.6991	0.7137

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	0.7158	0.0205	2.9%	0.0070	1.0%	11%	False	True	122,830
10	0.7382	0.7158	0.0224	3.1%	0.0071	1.0%	10%	False	True	115,235
20	0.7454	0.7158	0.0296	4.1%	0.0067	0.9%	7%	False	True	112,166
40	0.7482	0.7158	0.0324	4.5%	0.0064	0.9%	7%	False	True	100,977
60	0.7628	0.7158	0.0470	6.5%	0.0064	0.9%	5%	False	True	97,596
80	0.7682	0.7158	0.0524	7.3%	0.0063	0.9%	4%	False	True	73,546
100	0.7814	0.7158	0.0656	9.1%	0.0061	0.9%	3%	False	True	58,862
120	0.7820	0.7158	0.0662	9.2%	0.0059	0.8%	3%	False	True	49,060

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7440
1.618	0.7362
1.000	0.7314
0.618	0.7284
HIGH	0.7236
0.618	0.7206
0.500	0.7197
0.382	0.7188
LOW	0.7158
0.618	0.7110
1.000	0.7080
1.618	0.7032
2.618	0.6954
4.250	0.6827

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	0.7197	0.7236
PP	0.7191	0.7217
S1	0.7186	0.7199

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

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