CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 19-Sep-2018

Day Change Summary
	Previous	Current
	18-Sep-2018	19-Sep-2018	Change	Change %	Previous Week
Open	0.7180	0.7224	0.0044	0.6%	0.7107
High	0.7225	0.7278	0.0053	0.7%	0.7232
Low	0.7146	0.7215	0.0069	1.0%	0.7088
Close	0.7217	0.7268	0.0051	0.7%	0.7168
Range	0.0079	0.0063	-0.0016	-20.3%	0.0144
ATR	0.0064	0.0064	0.0000	-0.1%	0.0000
Volume	111,362	99,246	-12,116	-10.9%	358,812

Daily Pivots for day following 19-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7443	0.7418	0.7303
R3	0.7380	0.7355	0.7285
R2	0.7317	0.7317	0.7280
R1	0.7292	0.7292	0.7274	0.7305
PP	0.7254	0.7254	0.7254	0.7260
S1	0.7229	0.7229	0.7262	0.7242
S2	0.7191	0.7191	0.7256
S3	0.7128	0.7166	0.7251
S4	0.7065	0.7103	0.7233

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	0.7278	0.7145	0.0133	1.8%	0.0064	0.9%	92%	True	False	92,819
10	0.7278	0.7088	0.0190	2.6%	0.0063	0.9%	95%	True	False	65,397
20	0.7371	0.7088	0.0283	3.9%	0.0067	0.9%	64%	False	False	33,513
40	0.7465	0.7088	0.0377	5.2%	0.0059	0.8%	48%	False	False	16,894
60	0.7485	0.7088	0.0397	5.5%	0.0059	0.8%	45%	False	False	11,272
80	0.7680	0.7088	0.0592	8.1%	0.0054	0.7%	30%	False	False	8,458
100	0.7680	0.7088	0.0592	8.1%	0.0046	0.6%	30%	False	False	6,767
120	0.7800	0.7088	0.0712	9.8%	0.0040	0.6%	25%	False	False	5,640

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7546
2.618	0.7443
1.618	0.7380
1.000	0.7341
0.618	0.7317
HIGH	0.7278
0.618	0.7254
0.500	0.7247
0.382	0.7239
LOW	0.7215
0.618	0.7176
1.000	0.7152
1.618	0.7113
2.618	0.7050
4.250	0.6947

Fisher Pivots for day following 19-Sep-2018
Pivot	1 day	3 day
R1	0.7261	0.7249
PP	0.7254	0.7230
S1	0.7247	0.7212

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

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