CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	0.7187	0.7196	0.0009	0.1%	0.7338
High	0.7221	0.7213	-0.0008	-0.1%	0.7366
Low	0.7149	0.7169	0.0020	0.3%	0.7179
Close	0.7188	0.7205	0.0017	0.2%	0.7182
Range	0.0072	0.0044	-0.0028	-38.9%	0.0187
ATR	0.0064	0.0062	-0.0001	-2.2%	0.0000
Volume	6,014	5,376	-638	-10.6%	4,354

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7328	0.7310	0.7229
R3	0.7284	0.7266	0.7217
R2	0.7240	0.7240	0.7213
R1	0.7222	0.7222	0.7209	0.7231
PP	0.7196	0.7196	0.7196	0.7200
S1	0.7178	0.7178	0.7201	0.7187
S2	0.7152	0.7152	0.7197
S3	0.7108	0.7134	0.7193
S4	0.7064	0.7090	0.7181

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	0.7315	0.7149	0.0166	2.3%	0.0069	1.0%	34%	False	False	3,143
10	0.7366	0.7149	0.0217	3.0%	0.0072	1.0%	26%	False	False	2,132
20	0.7453	0.7149	0.0304	4.2%	0.0063	0.9%	18%	False	False	1,329
40	0.7465	0.7149	0.0316	4.4%	0.0059	0.8%	18%	False	False	689
60	0.7610	0.7149	0.0461	6.4%	0.0056	0.8%	12%	False	False	465
80	0.7680	0.7149	0.0531	7.4%	0.0048	0.7%	11%	False	False	350
100	0.7797	0.7149	0.0648	9.0%	0.0042	0.6%	9%	False	False	281
120	0.7800	0.7149	0.0651	9.0%	0.0038	0.5%	9%	False	False	235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7400
2.618	0.7328
1.618	0.7284
1.000	0.7257
0.618	0.7240
HIGH	0.7213
0.618	0.7196
0.500	0.7191
0.382	0.7186
LOW	0.7169
0.618	0.7142
1.000	0.7125
1.618	0.7098
2.618	0.7054
4.250	0.6982

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	0.7200	0.7201
PP	0.7196	0.7197
S1	0.7191	0.7194

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

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