CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	0.7196	0.7201	0.0005	0.1%	0.7188
High	0.7213	0.7203	-0.0010	-0.1%	0.7238
Low	0.7169	0.7102	-0.0067	-0.9%	0.7102
Close	0.7205	0.7113	-0.0092	-1.3%	0.7113
Range	0.0044	0.0101	0.0057	129.5%	0.0136
ATR	0.0062	0.0065	0.0003	4.7%	0.0000
Volume	5,376	20,506	15,130	281.4%	34,060

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7442	0.7379	0.7169
R3	0.7341	0.7278	0.7141
R2	0.7240	0.7240	0.7132
R1	0.7177	0.7177	0.7122	0.7158
PP	0.7139	0.7139	0.7139	0.7130
S1	0.7076	0.7076	0.7104	0.7057
S2	0.7038	0.7038	0.7094
S3	0.6937	0.6975	0.7085
S4	0.6836	0.6874	0.7057

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7472	0.7188
R3	0.7423	0.7336	0.7150
R2	0.7287	0.7287	0.7138
R1	0.7200	0.7200	0.7125	0.7176
PP	0.7151	0.7151	0.7151	0.7139
S1	0.7064	0.7064	0.7101	0.7040
S2	0.7015	0.7015	0.7088
S3	0.6879	0.6928	0.7076
S4	0.6743	0.6792	0.7038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7268	0.7102	0.0166	2.3%	0.0077	1.1%	7%	False	True	7,096
10	0.7366	0.7102	0.0264	3.7%	0.0071	1.0%	4%	False	True	4,009
20	0.7383	0.7102	0.0281	4.0%	0.0065	0.9%	4%	False	True	2,345
40	0.7465	0.7102	0.0363	5.1%	0.0060	0.8%	3%	False	True	1,201
60	0.7579	0.7102	0.0477	6.7%	0.0056	0.8%	2%	False	True	807
80	0.7680	0.7102	0.0578	8.1%	0.0049	0.7%	2%	False	True	607
100	0.7797	0.7102	0.0695	9.8%	0.0043	0.6%	2%	False	True	486
120	0.7800	0.7102	0.0698	9.8%	0.0038	0.5%	2%	False	True	406

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	0.0014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7467
1.618	0.7366
1.000	0.7304
0.618	0.7265
HIGH	0.7203
0.618	0.7164
0.500	0.7153
0.382	0.7141
LOW	0.7102
0.618	0.7040
1.000	0.7001
1.618	0.6939
2.618	0.6838
4.250	0.6673

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	0.7153	0.7162
PP	0.7139	0.7145
S1	0.7126	0.7129

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

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