CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	0.7454	0.7384	-0.0070	-0.9%	0.7435
High	0.7465	0.7418	-0.0047	-0.6%	0.7465
Low	0.7381	0.7377	-0.0004	-0.1%	0.7370
Close	0.7384	0.7410	0.0026	0.4%	0.7410
Range	0.0084	0.0041	-0.0043	-51.2%	0.0095
ATR	0.0062	0.0061	-0.0002	-2.4%	0.0000
Volume	59	56	-3	-5.1%	219

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7508	0.7433
R3	0.7484	0.7467	0.7421
R2	0.7443	0.7443	0.7418
R1	0.7426	0.7426	0.7414	0.7435
PP	0.7402	0.7402	0.7402	0.7406
S1	0.7385	0.7385	0.7406	0.7394
S2	0.7361	0.7361	0.7402
S3	0.7320	0.7344	0.7399
S4	0.7279	0.7303	0.7387

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7650	0.7462
R3	0.7605	0.7555	0.7436
R2	0.7510	0.7510	0.7427
R1	0.7460	0.7460	0.7419	0.7438
PP	0.7415	0.7415	0.7415	0.7404
S1	0.7365	0.7365	0.7401	0.7343
S2	0.7320	0.7320	0.7393
S3	0.7225	0.7270	0.7384
S4	0.7130	0.7175	0.7358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7465	0.7370	0.0095	1.3%	0.0063	0.8%	42%	False	False	43
10	0.7465	0.7322	0.0143	1.9%	0.0067	0.9%	62%	False	False	45
20	0.7485	0.7322	0.0163	2.2%	0.0061	0.8%	54%	False	False	36
40	0.7680	0.7322	0.0358	4.8%	0.0051	0.7%	25%	False	False	26
60	0.7680	0.7322	0.0358	4.8%	0.0040	0.5%	25%	False	False	18
80	0.7800	0.7322	0.0478	6.5%	0.0034	0.5%	18%	False	False	14
100	0.7902	0.7322	0.0580	7.8%	0.0031	0.4%	15%	False	False	13
120	0.7961	0.7322	0.0639	8.6%	0.0030	0.4%	14%	False	False	11

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7592
2.618	0.7525
1.618	0.7484
1.000	0.7459
0.618	0.7443
HIGH	0.7418
0.618	0.7402
0.500	0.7398
0.382	0.7393
LOW	0.7377
0.618	0.7352
1.000	0.7336
1.618	0.7311
2.618	0.7270
4.250	0.7203

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	0.7406	0.7421
PP	0.7402	0.7417
S1	0.7398	0.7414

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

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