CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 13-Sep-2018

Day Change Summary
	Previous	Current
	12-Sep-2018	13-Sep-2018	Change	Change %	Previous Week
Open	0.7116	0.7174	0.0058	0.8%	0.7190
High	0.7183	0.7229	0.0046	0.6%	0.7236
Low	0.7093	0.7168	0.0075	1.1%	0.7098
Close	0.7178	0.7195	0.0017	0.2%	0.7110
Range	0.0090	0.0061	-0.0029	-32.2%	0.0138
ATR	0.0066	0.0066	0.0000	-0.6%	0.0000
Volume	155,787	146,760	-9,027	-5.8%	557,565

Daily Pivots for day following 13-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7380	0.7349	0.7229
R3	0.7319	0.7288	0.7212
R2	0.7258	0.7258	0.7206
R1	0.7227	0.7227	0.7201	0.7243
PP	0.7197	0.7197	0.7197	0.7205
S1	0.7166	0.7166	0.7189	0.7182
S2	0.7136	0.7136	0.7184
S3	0.7075	0.7105	0.7178
S4	0.7014	0.7044	0.7161

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	0.7229	0.7085	0.0144	2.0%	0.0066	0.9%	76%	True	False	137,219
10	0.7313	0.7085	0.0228	3.2%	0.0068	0.9%	48%	False	False	133,120
20	0.7382	0.7085	0.0297	4.1%	0.0067	0.9%	37%	False	False	117,418
40	0.7466	0.7085	0.0381	5.3%	0.0066	0.9%	29%	False	False	109,520
60	0.7484	0.7085	0.0399	5.5%	0.0064	0.9%	28%	False	False	104,525
80	0.7682	0.7085	0.0597	8.3%	0.0064	0.9%	18%	False	False	84,899
100	0.7682	0.7085	0.0597	8.3%	0.0062	0.9%	18%	False	False	67,955
120	0.7814	0.7085	0.0729	10.1%	0.0059	0.8%	15%	False	False	56,641

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7488
2.618	0.7389
1.618	0.7328
1.000	0.7290
0.618	0.7267
HIGH	0.7229
0.618	0.7206
0.500	0.7199
0.382	0.7191
LOW	0.7168
0.618	0.7130
1.000	0.7107
1.618	0.7069
2.618	0.7008
4.250	0.6909

Fisher Pivots for day following 13-Sep-2018
Pivot	1 day	3 day
R1	0.7199	0.7182
PP	0.7197	0.7170
S1	0.7196	0.7157

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

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