CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 13-Sep-2018

Day Change Summary
	Previous	Current
	12-Sep-2018	13-Sep-2018	Change	Change %	Previous Week
Open	0.7122	0.7175	0.0053	0.7%	0.7188
High	0.7186	0.7232	0.0046	0.6%	0.7238
Low	0.7097	0.7171	0.0074	1.0%	0.7102
Close	0.7181	0.7197	0.0016	0.2%	0.7113
Range	0.0089	0.0061	-0.0028	-31.5%	0.0136
ATR	0.0063	0.0063	0.0000	-0.3%	0.0000
Volume	73,177	81,866	8,689	11.9%	34,060

Daily Pivots for day following 13-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7383	0.7351	0.7231
R3	0.7322	0.7290	0.7214
R2	0.7261	0.7261	0.7208
R1	0.7229	0.7229	0.7203	0.7245
PP	0.7200	0.7200	0.7200	0.7208
S1	0.7168	0.7168	0.7191	0.7184
S2	0.7139	0.7139	0.7186
S3	0.7078	0.7107	0.7180
S4	0.7017	0.7046	0.7163

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	0.7232	0.7088	0.0144	2.0%	0.0065	0.9%	76%	True	False	53,274
10	0.7315	0.7088	0.0227	3.2%	0.0067	0.9%	48%	False	False	28,208
20	0.7383	0.7088	0.0295	4.1%	0.0065	0.9%	37%	False	False	14,523
40	0.7465	0.7088	0.0377	5.2%	0.0061	0.8%	29%	False	False	7,343
60	0.7485	0.7088	0.0397	5.5%	0.0057	0.8%	27%	False	False	4,903
80	0.7680	0.7088	0.0592	8.2%	0.0052	0.7%	18%	False	False	3,680
100	0.7680	0.7088	0.0592	8.2%	0.0045	0.6%	18%	False	False	2,945
120	0.7800	0.7088	0.0712	9.9%	0.0039	0.5%	15%	False	False	2,455

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7491
2.618	0.7392
1.618	0.7331
1.000	0.7293
0.618	0.7270
HIGH	0.7232
0.618	0.7209
0.500	0.7202
0.382	0.7194
LOW	0.7171
0.618	0.7133
1.000	0.7110
1.618	0.7072
2.618	0.7011
4.250	0.6912

Fisher Pivots for day following 13-Sep-2018
Pivot	1 day	3 day
R1	0.7202	0.7185
PP	0.7200	0.7172
S1	0.7199	0.7160

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

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