CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Aug-2018

Day Change Summary
	Previous	Current
	10-Aug-2018	13-Aug-2018	Change	Change %	Previous Week
Open	0.7371	0.7298	-0.0073	-1.0%	0.7399
High	0.7377	0.7298	-0.0079	-1.1%	0.7453
Low	0.7288	0.7261	-0.0027	-0.4%	0.7288
Close	0.7293	0.7264	-0.0029	-0.4%	0.7293
Range	0.0089	0.0037	-0.0052	-58.4%	0.0165
ATR	0.0058	0.0056	-0.0001	-2.6%	0.0000
Volume	355	738	383	107.9%	651

Daily Pivots for day following 13-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7385	0.7362	0.7284
R3	0.7348	0.7325	0.7274
R2	0.7311	0.7311	0.7271
R1	0.7288	0.7288	0.7267	0.7281
PP	0.7274	0.7274	0.7274	0.7271
S1	0.7251	0.7251	0.7261	0.7244
S2	0.7237	0.7237	0.7257
S3	0.7200	0.7214	0.7254
S4	0.7163	0.7177	0.7244

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7840	0.7731	0.7384
R3	0.7675	0.7566	0.7338
R2	0.7510	0.7510	0.7323
R1	0.7401	0.7401	0.7308	0.7373
PP	0.7345	0.7345	0.7345	0.7331
S1	0.7236	0.7236	0.7278	0.7208
S2	0.7180	0.7180	0.7263
S3	0.7015	0.7071	0.7248
S4	0.6850	0.6906	0.7202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7453	0.7261	0.0192	2.6%	0.0062	0.8%	2%	False	True	273
10	0.7453	0.7261	0.0192	2.6%	0.0049	0.7%	2%	False	True	167
20	0.7465	0.7261	0.0204	2.8%	0.0058	0.8%	1%	False	True	107
40	0.7485	0.7261	0.0224	3.1%	0.0053	0.7%	1%	False	True	64
60	0.7680	0.7261	0.0419	5.8%	0.0046	0.6%	1%	False	True	46
80	0.7680	0.7261	0.0419	5.8%	0.0039	0.5%	1%	False	True	35
100	0.7800	0.7261	0.0539	7.4%	0.0033	0.5%	1%	False	True	29
120	0.7902	0.7261	0.0641	8.8%	0.0032	0.4%	0%	False	True	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7455
2.618	0.7395
1.618	0.7358
1.000	0.7335
0.618	0.7321
HIGH	0.7298
0.618	0.7284
0.500	0.7280
0.382	0.7275
LOW	0.7261
0.618	0.7238
1.000	0.7224
1.618	0.7201
2.618	0.7164
4.250	0.7104

Fisher Pivots for day following 13-Aug-2018
Pivot	1 day	3 day
R1	0.7280	0.7357
PP	0.7274	0.7326
S1	0.7269	0.7295

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

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