CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 20-Sep-2018

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	0.7224	0.7267	0.0043	0.6%	0.7107
High	0.7278	0.7296	0.0018	0.2%	0.7232
Low	0.7215	0.7257	0.0042	0.6%	0.7088
Close	0.7268	0.7294	0.0026	0.4%	0.7168
Range	0.0063	0.0039	-0.0024	-38.1%	0.0144
ATR	0.0064	0.0062	-0.0002	-2.8%	0.0000
Volume	99,246	79,038	-20,208	-20.4%	358,812

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7399	0.7386	0.7315
R3	0.7360	0.7347	0.7305
R2	0.7321	0.7321	0.7301
R1	0.7308	0.7308	0.7298	0.7315
PP	0.7282	0.7282	0.7282	0.7286
S1	0.7269	0.7269	0.7290	0.7276
S2	0.7243	0.7243	0.7287
S3	0.7204	0.7230	0.7283
S4	0.7165	0.7191	0.7273

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	0.7296	0.7145	0.0151	2.1%	0.0060	0.8%	99%	True	False	92,253
10	0.7296	0.7088	0.0208	2.9%	0.0063	0.9%	99%	True	False	72,764
20	0.7366	0.7088	0.0278	3.8%	0.0067	0.9%	74%	False	False	37,448
40	0.7465	0.7088	0.0377	5.2%	0.0058	0.8%	55%	False	False	18,869
60	0.7485	0.7088	0.0397	5.4%	0.0059	0.8%	52%	False	False	12,589
80	0.7680	0.7088	0.0592	8.1%	0.0054	0.7%	35%	False	False	9,446
100	0.7680	0.7088	0.0592	8.1%	0.0047	0.6%	35%	False	False	7,557
120	0.7800	0.7088	0.0712	9.8%	0.0041	0.6%	29%	False	False	6,298

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7462
2.618	0.7398
1.618	0.7359
1.000	0.7335
0.618	0.7320
HIGH	0.7296
0.618	0.7281
0.500	0.7277
0.382	0.7272
LOW	0.7257
0.618	0.7233
1.000	0.7218
1.618	0.7194
2.618	0.7155
4.250	0.7091

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	0.7288	0.7270
PP	0.7282	0.7245
S1	0.7277	0.7221

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

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