CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 30-Aug-2018

Day Change Summary
	Previous	Current
	29-Aug-2018	30-Aug-2018	Change	Change %	Previous Week
Open	0.7338	0.7313	-0.0025	-0.3%	0.7316
High	0.7349	0.7315	-0.0034	-0.5%	0.7383
Low	0.7280	0.7251	-0.0029	-0.4%	0.7244
Close	0.7303	0.7259	-0.0044	-0.6%	0.7330
Range	0.0069	0.0064	-0.0005	-7.2%	0.0139
ATR	0.0059	0.0060	0.0000	0.6%	0.0000
Volume	1,046	738	-308	-29.4%	4,940

Daily Pivots for day following 30-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7467	0.7427	0.7294
R3	0.7403	0.7363	0.7277
R2	0.7339	0.7339	0.7271
R1	0.7299	0.7299	0.7265	0.7287
PP	0.7275	0.7275	0.7275	0.7269
S1	0.7235	0.7235	0.7253	0.7223
S2	0.7211	0.7211	0.7247
S3	0.7147	0.7171	0.7241
S4	0.7083	0.7107	0.7224

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	0.7366	0.7245	0.0121	1.7%	0.0065	0.9%	12%	False	False	922
10	0.7383	0.7244	0.0139	1.9%	0.0062	0.9%	11%	False	False	853
20	0.7453	0.7207	0.0246	3.4%	0.0059	0.8%	21%	False	False	588
40	0.7485	0.7207	0.0278	3.8%	0.0056	0.8%	19%	False	False	317
60	0.7679	0.7207	0.0472	6.5%	0.0054	0.7%	11%	False	False	216
80	0.7680	0.7207	0.0473	6.5%	0.0046	0.6%	11%	False	False	163
100	0.7800	0.7207	0.0593	8.2%	0.0040	0.5%	9%	False	False	132
120	0.7902	0.7207	0.0695	9.6%	0.0036	0.5%	7%	False	False	111

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7483
1.618	0.7419
1.000	0.7379
0.618	0.7355
HIGH	0.7315
0.618	0.7291
0.500	0.7283
0.382	0.7275
LOW	0.7251
0.618	0.7211
1.000	0.7187
1.618	0.7147
2.618	0.7083
4.250	0.6979

Fisher Pivots for day following 30-Aug-2018
Pivot	1 day	3 day
R1	0.7283	0.7309
PP	0.7275	0.7292
S1	0.7267	0.7276

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

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