CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	0.7280	0.7235	-0.0045	-0.6%	0.7399
High	0.7285	0.7250	-0.0035	-0.5%	0.7453
Low	0.7231	0.7207	-0.0024	-0.3%	0.7288
Close	0.7239	0.7241	0.0002	0.0%	0.7293
Range	0.0054	0.0043	-0.0011	-20.4%	0.0165
ATR	0.0056	0.0055	-0.0001	-1.7%	0.0000
Volume	609	609	0	0.0%	651

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7362	0.7344	0.7265
R3	0.7319	0.7301	0.7253
R2	0.7276	0.7276	0.7249
R1	0.7258	0.7258	0.7245	0.7267
PP	0.7233	0.7233	0.7233	0.7237
S1	0.7215	0.7215	0.7237	0.7224
S2	0.7190	0.7190	0.7233
S3	0.7147	0.7172	0.7229
S4	0.7104	0.7129	0.7217

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	0.7207	0.0246	3.4%	0.0060	0.8%	14%	False	True	500
10	0.7453	0.7207	0.0246	3.4%	0.0054	0.7%	14%	False	True	272
20	0.7465	0.7207	0.0258	3.6%	0.0057	0.8%	13%	False	True	163
40	0.7485	0.7207	0.0278	3.8%	0.0053	0.7%	12%	False	True	93
60	0.7680	0.7207	0.0473	6.5%	0.0048	0.7%	7%	False	True	66
80	0.7680	0.7207	0.0473	6.5%	0.0040	0.5%	7%	False	True	50
100	0.7800	0.7207	0.0593	8.2%	0.0034	0.5%	6%	False	True	41
120	0.7902	0.7207	0.0695	9.6%	0.0032	0.4%	5%	False	True	35

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7433
2.618	0.7363
1.618	0.7320
1.000	0.7293
0.618	0.7277
HIGH	0.7250
0.618	0.7234
0.500	0.7229
0.382	0.7223
LOW	0.7207
0.618	0.7180
1.000	0.7164
1.618	0.7137
2.618	0.7094
4.250	0.7024

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	0.7237	0.7253
PP	0.7233	0.7249
S1	0.7229	0.7245

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

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