CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	0.7188	0.7187	-0.0001	0.0%	0.7338
High	0.7238	0.7221	-0.0017	-0.2%	0.7366
Low	0.7161	0.7149	-0.0012	-0.2%	0.7179
Close	0.7183	0.7188	0.0005	0.1%	0.7182
Range	0.0077	0.0072	-0.0005	-6.5%	0.0187
ATR	0.0063	0.0064	0.0001	1.0%	0.0000
Volume	2,164	6,014	3,850	177.9%	4,354

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7402	0.7367	0.7228
R3	0.7330	0.7295	0.7208
R2	0.7258	0.7258	0.7201
R1	0.7223	0.7223	0.7195	0.7240
PP	0.7186	0.7186	0.7186	0.7195
S1	0.7151	0.7151	0.7181	0.7169
S2	0.7114	0.7114	0.7175
S3	0.7042	0.7079	0.7168
S4	0.6970	0.7007	0.7148

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7680	0.7285
R3	0.7616	0.7493	0.7233
R2	0.7429	0.7429	0.7216
R1	0.7306	0.7306	0.7199	0.7274
PP	0.7242	0.7242	0.7242	0.7227
S1	0.7119	0.7119	0.7165	0.7087
S2	0.7055	0.7055	0.7148
S3	0.6868	0.6932	0.7131
S4	0.6681	0.6745	0.7079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7349	0.7149	0.0200	2.8%	0.0074	1.0%	19%	False	True	2,277
10	0.7371	0.7149	0.0222	3.1%	0.0071	1.0%	18%	False	True	1,628
20	0.7453	0.7149	0.0304	4.2%	0.0064	0.9%	13%	False	True	1,062
40	0.7465	0.7149	0.0316	4.4%	0.0059	0.8%	12%	False	True	555
60	0.7630	0.7149	0.0481	6.7%	0.0056	0.8%	8%	False	True	376
80	0.7680	0.7149	0.0531	7.4%	0.0048	0.7%	7%	False	True	283
100	0.7797	0.7149	0.0648	9.0%	0.0042	0.6%	6%	False	True	228
120	0.7810	0.7149	0.0661	9.2%	0.0038	0.5%	6%	False	True	191

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7527
2.618	0.7409
1.618	0.7337
1.000	0.7293
0.618	0.7265
HIGH	0.7221
0.618	0.7193
0.500	0.7185
0.382	0.7177
LOW	0.7149
0.618	0.7105
1.000	0.7077
1.618	0.7033
2.618	0.6961
4.250	0.6843

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	0.7187	0.7209
PP	0.7186	0.7202
S1	0.7185	0.7195

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

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