CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 23-Aug-2018

Day Change Summary
	Previous	Current
	22-Aug-2018	23-Aug-2018	Change	Change %	Previous Week
Open	0.7367	0.7353	-0.0014	-0.2%	0.7298
High	0.7371	0.7353	-0.0018	-0.2%	0.7321
Low	0.7338	0.7244	-0.0094	-1.3%	0.7207
Close	0.7348	0.7249	-0.0099	-1.3%	0.7321
Range	0.0033	0.0109	0.0076	230.3%	0.0114
ATR	0.0054	0.0058	0.0004	7.3%	0.0000
Volume	337	1,738	1,401	415.7%	3,198

Daily Pivots for day following 23-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7609	0.7538	0.7309
R3	0.7500	0.7429	0.7279
R2	0.7391	0.7391	0.7269
R1	0.7320	0.7320	0.7259	0.7301
PP	0.7282	0.7282	0.7282	0.7273
S1	0.7211	0.7211	0.7239	0.7192
S2	0.7173	0.7173	0.7229
S3	0.7064	0.7102	0.7219
S4	0.6955	0.6993	0.7189

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	0.7383	0.7244	0.0139	1.9%	0.0059	0.8%	4%	False	True	783
10	0.7383	0.7207	0.0176	2.4%	0.0058	0.8%	24%	False	False	681
20	0.7453	0.7207	0.0246	3.4%	0.0051	0.7%	17%	False	False	374
40	0.7485	0.7207	0.0278	3.8%	0.0055	0.8%	15%	False	False	203
60	0.7680	0.7207	0.0473	6.5%	0.0050	0.7%	9%	False	False	141
80	0.7680	0.7207	0.0473	6.5%	0.0043	0.6%	9%	False	False	106
100	0.7800	0.7207	0.0593	8.2%	0.0037	0.5%	7%	False	False	86
120	0.7902	0.7207	0.0695	9.6%	0.0034	0.5%	6%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 140 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7638
1.618	0.7529
1.000	0.7462
0.618	0.7420
HIGH	0.7353
0.618	0.7311
0.500	0.7299
0.382	0.7286
LOW	0.7244
0.618	0.7177
1.000	0.7135
1.618	0.7068
2.618	0.6959
4.250	0.6781

Fisher Pivots for day following 23-Aug-2018
Pivot	1 day	3 day
R1	0.7299	0.7314
PP	0.7282	0.7292
S1	0.7266	0.7271

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

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