CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	0.7190	0.7179	-0.0011	-0.2%	0.7334
High	0.7236	0.7220	-0.0016	-0.2%	0.7363
Low	0.7158	0.7145	-0.0013	-0.2%	0.7176
Close	0.7180	0.7185	0.0005	0.1%	0.7180
Range	0.0078	0.0075	-0.0003	-3.8%	0.0187
ATR	0.0067	0.0068	0.0001	0.8%	0.0000
Volume	179,509	121,228	-58,281	-32.5%	513,078

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7408	0.7372	0.7226
R3	0.7333	0.7297	0.7206
R2	0.7258	0.7258	0.7199
R1	0.7222	0.7222	0.7192	0.7240
PP	0.7183	0.7183	0.7183	0.7193
S1	0.7147	0.7147	0.7178	0.7165
S2	0.7108	0.7108	0.7171
S3	0.7033	0.7072	0.7164
S4	0.6958	0.6997	0.7144

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	0.7350	0.7145	0.0205	2.9%	0.0077	1.1%	20%	False	True	129,970
10	0.7375	0.7145	0.0230	3.2%	0.0073	1.0%	17%	False	True	117,792
20	0.7454	0.7145	0.0309	4.3%	0.0067	0.9%	13%	False	True	113,670
40	0.7466	0.7145	0.0321	4.5%	0.0065	0.9%	12%	False	True	102,176
60	0.7628	0.7145	0.0483	6.7%	0.0065	0.9%	8%	False	True	99,379
80	0.7682	0.7145	0.0537	7.5%	0.0063	0.9%	7%	False	True	75,060
100	0.7814	0.7145	0.0669	9.3%	0.0062	0.9%	6%	False	True	60,074
120	0.7814	0.7145	0.0669	9.3%	0.0059	0.8%	6%	False	True	50,070

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7416
1.618	0.7341
1.000	0.7295
0.618	0.7266
HIGH	0.7220
0.618	0.7191
0.500	0.7183
0.382	0.7174
LOW	0.7145
0.618	0.7099
1.000	0.7070
1.618	0.7024
2.618	0.6949
4.250	0.6826

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	0.7184	0.7206
PP	0.7183	0.7199
S1	0.7183	0.7192

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

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