CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	0.7199	0.7105	-0.0094	-1.3%	0.7190
High	0.7201	0.7131	-0.0070	-1.0%	0.7236
Low	0.7098	0.7099	0.0001	0.0%	0.7098
Close	0.7110	0.7110	0.0000	0.0%	0.7110
Range	0.0103	0.0032	-0.0071	-68.9%	0.0138
ATR	0.0069	0.0066	-0.0003	-3.8%	0.0000
Volume	154,188	85,532	-68,656	-44.5%	557,565

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7209	0.7192	0.7128
R3	0.7177	0.7160	0.7119
R2	0.7145	0.7145	0.7116
R1	0.7128	0.7128	0.7113	0.7136
PP	0.7113	0.7113	0.7113	0.7118
S1	0.7096	0.7096	0.7107	0.7105
S2	0.7081	0.7081	0.7104
S3	0.7049	0.7064	0.7101
S4	0.7017	0.7032	0.7092

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7562	0.7474	0.7186
R3	0.7424	0.7336	0.7148
R2	0.7286	0.7286	0.7135
R1	0.7198	0.7198	0.7123	0.7173
PP	0.7148	0.7148	0.7148	0.7136
S1	0.7060	0.7060	0.7097	0.7035
S2	0.7010	0.7010	0.7085
S3	0.6872	0.6922	0.7072
S4	0.6734	0.6784	0.7034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7236	0.7098	0.0138	1.9%	0.0067	0.9%	9%	False	False	128,619
10	0.7363	0.7098	0.0265	3.7%	0.0065	0.9%	5%	False	False	115,617
20	0.7382	0.7098	0.0284	4.0%	0.0065	0.9%	4%	False	False	112,084
40	0.7466	0.7098	0.0368	5.2%	0.0065	0.9%	3%	False	False	104,062
60	0.7484	0.7098	0.0386	5.4%	0.0064	0.9%	3%	False	False	102,384
80	0.7682	0.7098	0.0584	8.2%	0.0063	0.9%	2%	False	False	79,333
100	0.7814	0.7098	0.0716	10.1%	0.0062	0.9%	2%	False	False	63,497
120	0.7814	0.7098	0.0716	10.1%	0.0060	0.8%	2%	False	False	52,923

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.7267
2.618	0.7215
1.618	0.7183
1.000	0.7163
0.618	0.7151
HIGH	0.7131
0.618	0.7119
0.500	0.7115
0.382	0.7111
LOW	0.7099
0.618	0.7079
1.000	0.7067
1.618	0.7047
2.618	0.7015
4.250	0.6963

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	0.7115	0.7155
PP	0.7113	0.7140
S1	0.7112	0.7125

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

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