CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	0.7402	0.7415	0.0013	0.2%	0.7435
High	0.7416	0.7443	0.0027	0.4%	0.7465
Low	0.7394	0.7415	0.0021	0.3%	0.7370
Close	0.7416	0.7443	0.0027	0.4%	0.7410
Range	0.0022	0.0028	0.0006	27.3%	0.0095
ATR	0.0058	0.0056	-0.0002	-3.7%	0.0000
Volume	35	40	5	14.3%	219

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7508	0.7458
R3	0.7490	0.7480	0.7451
R2	0.7462	0.7462	0.7448
R1	0.7452	0.7452	0.7446	0.7457
PP	0.7434	0.7434	0.7434	0.7436
S1	0.7424	0.7424	0.7440	0.7429
S2	0.7406	0.7406	0.7438
S3	0.7378	0.7396	0.7435
S4	0.7350	0.7368	0.7428

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	0.7377	0.0088	1.2%	0.0048	0.6%	75%	False	False	46
10	0.7465	0.7322	0.0143	1.9%	0.0064	0.9%	85%	False	False	49
20	0.7485	0.7322	0.0163	2.2%	0.0056	0.8%	74%	False	False	37
40	0.7680	0.7322	0.0358	4.8%	0.0051	0.7%	34%	False	False	27
60	0.7680	0.7322	0.0358	4.8%	0.0040	0.5%	34%	False	False	19
80	0.7800	0.7322	0.0478	6.4%	0.0034	0.5%	25%	False	False	15
100	0.7902	0.7322	0.0580	7.8%	0.0031	0.4%	21%	False	False	13
120	0.7961	0.7322	0.0639	8.6%	0.0030	0.4%	19%	False	False	11

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	0.7562
2.618	0.7516
1.618	0.7488
1.000	0.7471
0.618	0.7460
HIGH	0.7443
0.618	0.7432
0.500	0.7429
0.382	0.7426
LOW	0.7415
0.618	0.7398
1.000	0.7387
1.618	0.7370
2.618	0.7342
4.250	0.7296

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	0.7438	0.7432
PP	0.7434	0.7421
S1	0.7429	0.7410

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

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