CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	0.7415	0.7420	0.0005	0.1%	0.7435
High	0.7443	0.7421	-0.0022	-0.3%	0.7465
Low	0.7415	0.7399	-0.0016	-0.2%	0.7370
Close	0.7443	0.7407	-0.0036	-0.5%	0.7410
Range	0.0028	0.0022	-0.0006	-21.4%	0.0095
ATR	0.0056	0.0055	-0.0001	-1.5%	0.0000
Volume	40	123	83	207.5%	219

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7475	0.7463	0.7419
R3	0.7453	0.7441	0.7413
R2	0.7431	0.7431	0.7411
R1	0.7419	0.7419	0.7409	0.7414
PP	0.7409	0.7409	0.7409	0.7407
S1	0.7397	0.7397	0.7405	0.7392
S2	0.7387	0.7387	0.7403
S3	0.7365	0.7375	0.7401
S4	0.7343	0.7353	0.7395

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%	0.0039	0.5%	34%	False	False	62
10	0.7465	0.7322	0.0143	1.9%	0.0060	0.8%	59%	False	False	54
20	0.7485	0.7322	0.0163	2.2%	0.0053	0.7%	52%	False	False	43
40	0.7680	0.7322	0.0358	4.8%	0.0051	0.7%	24%	False	False	30
60	0.7680	0.7322	0.0358	4.8%	0.0041	0.5%	24%	False	False	21
80	0.7800	0.7322	0.0478	6.5%	0.0034	0.5%	18%	False	False	17
100	0.7902	0.7322	0.0580	7.8%	0.0031	0.4%	15%	False	False	15
120	0.7961	0.7322	0.0639	8.6%	0.0030	0.4%	13%	False	False	13

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7514
2.618	0.7479
1.618	0.7457
1.000	0.7443
0.618	0.7435
HIGH	0.7421
0.618	0.7413
0.500	0.7410
0.382	0.7407
LOW	0.7399
0.618	0.7385
1.000	0.7377
1.618	0.7363
2.618	0.7341
4.250	0.7306

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	0.7410	0.7419
PP	0.7409	0.7415
S1	0.7408	0.7411

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

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