CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 17-Sep-2018

Day Change Summary
	Previous	Current
	14-Sep-2018	17-Sep-2018	Change	Change %	Previous Week
Open	0.7194	0.7155	-0.0039	-0.5%	0.7107
High	0.7218	0.7199	-0.0019	-0.3%	0.7232
Low	0.7153	0.7145	-0.0008	-0.1%	0.7088
Close	0.7168	0.7183	0.0015	0.2%	0.7168
Range	0.0065	0.0054	-0.0011	-16.9%	0.0144
ATR	0.0063	0.0063	-0.0001	-1.1%	0.0000
Volume	112,946	58,676	-54,270	-48.0%	358,812

Daily Pivots for day following 17-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7338	0.7314	0.7213
R3	0.7284	0.7260	0.7198
R2	0.7230	0.7230	0.7193
R1	0.7206	0.7206	0.7188	0.7218
PP	0.7176	0.7176	0.7176	0.7182
S1	0.7152	0.7152	0.7178	0.7164
S2	0.7122	0.7122	0.7173
S3	0.7068	0.7098	0.7168
S4	0.7014	0.7044	0.7153

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7525	0.7247
R3	0.7451	0.7381	0.7208
R2	0.7307	0.7307	0.7194
R1	0.7237	0.7237	0.7181	0.7272
PP	0.7163	0.7163	0.7163	0.7180
S1	0.7093	0.7093	0.7155	0.7128
S2	0.7019	0.7019	0.7142
S3	0.6875	0.6949	0.7128
S4	0.6731	0.6805	0.7089

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%	0.0063	0.9%	66%	False	False	79,294
10	0.7238	0.7088	0.0150	2.1%	0.0064	0.9%	63%	False	False	45,154
20	0.7383	0.7088	0.0295	4.1%	0.0064	0.9%	32%	False	False	23,042
40	0.7465	0.7088	0.0377	5.2%	0.0058	0.8%	25%	False	False	11,630
60	0.7485	0.7088	0.0397	5.5%	0.0057	0.8%	24%	False	False	7,762
80	0.7680	0.7088	0.0592	8.2%	0.0053	0.7%	16%	False	False	5,825
100	0.7680	0.7088	0.0592	8.2%	0.0046	0.6%	16%	False	False	4,661
120	0.7800	0.7088	0.0712	9.9%	0.0040	0.6%	13%	False	False	3,885

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7429
2.618	0.7340
1.618	0.7286
1.000	0.7253
0.618	0.7232
HIGH	0.7199
0.618	0.7178
0.500	0.7172
0.382	0.7166
LOW	0.7145
0.618	0.7112
1.000	0.7091
1.618	0.7058
2.618	0.7004
4.250	0.6915

Fisher Pivots for day following 17-Sep-2018
Pivot	1 day	3 day
R1	0.7179	0.7189
PP	0.7176	0.7187
S1	0.7172	0.7185

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

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