CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	0.7264	0.7316	0.0052	0.7%	0.7298
High	0.7321	0.7345	0.0024	0.3%	0.7321
Low	0.7259	0.7300	0.0041	0.6%	0.7207
Close	0.7321	0.7330	0.0009	0.1%	0.7321
Range	0.0062	0.0045	-0.0017	-27.4%	0.0114
ATR	0.0056	0.0056	-0.0001	-1.4%	0.0000
Volume	659	113	-546	-82.9%	3,198

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7460	0.7440	0.7355
R3	0.7415	0.7395	0.7342
R2	0.7370	0.7370	0.7338
R1	0.7350	0.7350	0.7334	0.7360
PP	0.7325	0.7325	0.7325	0.7330
S1	0.7305	0.7305	0.7326	0.7315
S2	0.7280	0.7280	0.7322
S3	0.7235	0.7260	0.7318
S4	0.7190	0.7215	0.7305

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7625	0.7587	0.7384
R3	0.7511	0.7473	0.7352
R2	0.7397	0.7397	0.7342
R1	0.7359	0.7359	0.7331	0.7378
PP	0.7283	0.7283	0.7283	0.7293
S1	0.7245	0.7245	0.7311	0.7264
S2	0.7169	0.7169	0.7300
S3	0.7055	0.7131	0.7290
S4	0.6941	0.7017	0.7258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7345	0.7207	0.0138	1.9%	0.0054	0.7%	89%	True	False	514
10	0.7453	0.7207	0.0246	3.4%	0.0058	0.8%	50%	False	False	394
20	0.7465	0.7207	0.0258	3.5%	0.0052	0.7%	48%	False	False	223
40	0.7485	0.7207	0.0278	3.8%	0.0054	0.7%	44%	False	False	125
60	0.7680	0.7207	0.0473	6.5%	0.0049	0.7%	26%	False	False	88
80	0.7680	0.7207	0.0473	6.5%	0.0041	0.6%	26%	False	False	67
100	0.7800	0.7207	0.0593	8.1%	0.0035	0.5%	21%	False	False	54
120	0.7902	0.7207	0.0695	9.5%	0.0033	0.4%	18%	False	False	46

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7536
2.618	0.7463
1.618	0.7418
1.000	0.7390
0.618	0.7373
HIGH	0.7345
0.618	0.7328
0.500	0.7323
0.382	0.7317
LOW	0.7300
0.618	0.7272
1.000	0.7255
1.618	0.7227
2.618	0.7182
4.250	0.7109

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	0.7328	0.7315
PP	0.7325	0.7299
S1	0.7323	0.7284

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

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