CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Aug-2018

Day Change Summary
	Previous	Current
	02-Aug-2018	03-Aug-2018	Change	Change %	Previous Week
Open	0.7415	0.7363	-0.0052	-0.7%	0.7402
High	0.7415	0.7413	-0.0002	0.0%	0.7443
Low	0.7361	0.7358	-0.0003	0.0%	0.7358
Close	0.7368	0.7409	0.0041	0.6%	0.7409
Range	0.0054	0.0055	0.0001	1.9%	0.0085
ATR	0.0055	0.0055	0.0000	0.0%	0.0000
Volume	64	58	-6	-9.4%	320

Daily Pivots for day following 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7539	0.7439
R3	0.7503	0.7484	0.7424
R2	0.7448	0.7448	0.7419
R1	0.7429	0.7429	0.7414	0.7439
PP	0.7393	0.7393	0.7393	0.7398
S1	0.7374	0.7374	0.7404	0.7384
S2	0.7338	0.7338	0.7399
S3	0.7283	0.7319	0.7394
S4	0.7228	0.7264	0.7379

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7658	0.7619	0.7456
R3	0.7573	0.7534	0.7432
R2	0.7488	0.7488	0.7425
R1	0.7449	0.7449	0.7417	0.7469
PP	0.7403	0.7403	0.7403	0.7413
S1	0.7364	0.7364	0.7401	0.7384
S2	0.7318	0.7318	0.7393
S3	0.7233	0.7279	0.7386
S4	0.7148	0.7194	0.7362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7443	0.7358	0.0085	1.1%	0.0036	0.5%	60%	False	True	64
10	0.7465	0.7358	0.0107	1.4%	0.0049	0.7%	48%	False	True	53
20	0.7485	0.7322	0.0163	2.2%	0.0053	0.7%	53%	False	False	48
40	0.7630	0.7322	0.0308	4.2%	0.0051	0.7%	28%	False	False	31
60	0.7680	0.7322	0.0358	4.8%	0.0042	0.6%	24%	False	False	23
80	0.7800	0.7322	0.0478	6.5%	0.0035	0.5%	18%	False	False	18
100	0.7902	0.7322	0.0580	7.8%	0.0032	0.4%	15%	False	False	16
120	0.7961	0.7322	0.0639	8.6%	0.0031	0.4%	14%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7647
2.618	0.7557
1.618	0.7502
1.000	0.7468
0.618	0.7447
HIGH	0.7413
0.618	0.7392
0.500	0.7386
0.382	0.7379
LOW	0.7358
0.618	0.7324
1.000	0.7303
1.618	0.7269
2.618	0.7214
4.250	0.7124

Fisher Pivots for day following 03-Aug-2018
Pivot	1 day	3 day
R1	0.7401	0.7403
PP	0.7393	0.7396
S1	0.7386	0.7390

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

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