CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	0.7174	0.7191	0.0017	0.2%	0.7105
High	0.7229	0.7216	-0.0013	-0.2%	0.7229
Low	0.7168	0.7151	-0.0017	-0.2%	0.7085
Close	0.7195	0.7166	-0.0029	-0.4%	0.7166
Range	0.0061	0.0065	0.0004	6.6%	0.0144
ATR	0.0066	0.0066	0.0000	-0.1%	0.0000
Volume	146,760	35,037	-111,723	-76.1%	566,947

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7373	0.7334	0.7202
R3	0.7308	0.7269	0.7184
R2	0.7243	0.7243	0.7178
R1	0.7204	0.7204	0.7172	0.7191
PP	0.7178	0.7178	0.7178	0.7171
S1	0.7139	0.7139	0.7160	0.7126
S2	0.7113	0.7113	0.7154
S3	0.7048	0.7074	0.7148
S4	0.6983	0.7009	0.7130

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7523	0.7245
R3	0.7448	0.7379	0.7206
R2	0.7304	0.7304	0.7192
R1	0.7235	0.7235	0.7179	0.7270
PP	0.7160	0.7160	0.7160	0.7177
S1	0.7091	0.7091	0.7153	0.7126
S2	0.7016	0.7016	0.7140
S3	0.6872	0.6947	0.7126
S4	0.6728	0.6803	0.7087

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%	0.0058	0.8%	56%	False	False	113,389
10	0.7267	0.7085	0.0182	2.5%	0.0068	1.0%	45%	False	False	125,702
20	0.7382	0.7085	0.0297	4.1%	0.0067	0.9%	27%	False	False	113,332
40	0.7466	0.7085	0.0381	5.3%	0.0064	0.9%	21%	False	False	106,898
60	0.7484	0.7085	0.0399	5.6%	0.0064	0.9%	20%	False	False	103,319
80	0.7682	0.7085	0.0597	8.3%	0.0064	0.9%	14%	False	False	85,333
100	0.7682	0.7085	0.0597	8.3%	0.0062	0.9%	14%	False	False	68,303
120	0.7814	0.7085	0.0729	10.2%	0.0060	0.8%	11%	False	False	56,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7492
2.618	0.7386
1.618	0.7321
1.000	0.7281
0.618	0.7256
HIGH	0.7216
0.618	0.7191
0.500	0.7184
0.382	0.7176
LOW	0.7151
0.618	0.7111
1.000	0.7086
1.618	0.7046
2.618	0.6981
4.250	0.6875

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	0.7184	0.7164
PP	0.7178	0.7163
S1	0.7172	0.7161

Download as Excel Spreadsheet

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

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