CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	0.7253	0.7338	0.0085	1.2%	0.7316
High	0.7348	0.7360	0.0012	0.2%	0.7383
Low	0.7245	0.7311	0.0066	0.9%	0.7244
Close	0.7330	0.7351	0.0021	0.3%	0.7330
Range	0.0103	0.0049	-0.0054	-52.4%	0.0139
ATR	0.0061	0.0060	-0.0001	-1.4%	0.0000
Volume	1,681	356	-1,325	-78.8%	4,940

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7488	0.7468	0.7378
R3	0.7439	0.7419	0.7364
R2	0.7390	0.7390	0.7360
R1	0.7370	0.7370	0.7355	0.7380
PP	0.7341	0.7341	0.7341	0.7346
S1	0.7321	0.7321	0.7347	0.7331
S2	0.7292	0.7292	0.7342
S3	0.7243	0.7272	0.7338
S4	0.7194	0.7223	0.7324

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7736	0.7672	0.7406
R3	0.7597	0.7533	0.7368
R2	0.7458	0.7458	0.7355
R1	0.7394	0.7394	0.7343	0.7426
PP	0.7319	0.7319	0.7319	0.7335
S1	0.7255	0.7255	0.7317	0.7287
S2	0.7180	0.7180	0.7305
S3	0.7041	0.7116	0.7292
S4	0.6902	0.6977	0.7254

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%	0.0068	0.9%	77%	False	False	1,036
10	0.7383	0.7207	0.0176	2.4%	0.0061	0.8%	82%	False	False	775
20	0.7453	0.7207	0.0246	3.3%	0.0055	0.7%	59%	False	False	471
40	0.7485	0.7207	0.0278	3.8%	0.0057	0.8%	52%	False	False	254
60	0.7680	0.7207	0.0473	6.4%	0.0052	0.7%	30%	False	False	175
80	0.7680	0.7207	0.0473	6.4%	0.0044	0.6%	30%	False	False	131
100	0.7800	0.7207	0.0593	8.1%	0.0038	0.5%	24%	False	False	106
120	0.7902	0.7207	0.0695	9.5%	0.0035	0.5%	21%	False	False	89

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	0.7568
2.618	0.7488
1.618	0.7439
1.000	0.7409
0.618	0.7390
HIGH	0.7360
0.618	0.7341
0.500	0.7336
0.382	0.7330
LOW	0.7311
0.618	0.7281
1.000	0.7262
1.618	0.7232
2.618	0.7183
4.250	0.7103

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	0.7346	0.7335
PP	0.7341	0.7318
S1	0.7336	0.7302

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

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