CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	0.7262	0.7214	-0.0048	-0.7%	0.7269
High	0.7272	0.7245	-0.0027	-0.4%	0.7319
Low	0.7209	0.7206	-0.0003	0.0%	0.7206
Close	0.7215	0.7227	0.0012	0.2%	0.7227
Range	0.0063	0.0039	-0.0024	-38.1%	0.0113
ATR	0.0058	0.0057	-0.0001	-2.4%	0.0000
Volume	83,866	68,867	-14,999	-17.9%	393,251

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7343	0.7324	0.7248
R3	0.7304	0.7285	0.7238
R2	0.7265	0.7265	0.7234
R1	0.7246	0.7246	0.7231	0.7256
PP	0.7226	0.7226	0.7226	0.7231
S1	0.7207	0.7207	0.7223	0.7217
S2	0.7187	0.7187	0.7220
S3	0.7148	0.7168	0.7216
S4	0.7109	0.7129	0.7206

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7590	0.7521	0.7289
R3	0.7477	0.7408	0.7258
R2	0.7364	0.7364	0.7248
R1	0.7295	0.7295	0.7237	0.7273
PP	0.7251	0.7251	0.7251	0.7240
S1	0.7182	0.7182	0.7217	0.7160
S2	0.7138	0.7138	0.7206
S3	0.7025	0.7069	0.7196
S4	0.6912	0.6956	0.7165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7319	0.7206	0.0113	1.6%	0.0047	0.6%	19%	False	True	78,650
10	0.7319	0.7145	0.0174	2.4%	0.0051	0.7%	47%	False	False	82,473
20	0.7319	0.7088	0.0231	3.2%	0.0059	0.8%	60%	False	False	60,951
40	0.7453	0.7088	0.0365	5.1%	0.0059	0.8%	38%	False	False	30,770
60	0.7485	0.7088	0.0397	5.5%	0.0057	0.8%	35%	False	False	20,528
80	0.7679	0.7088	0.0591	8.2%	0.0055	0.8%	24%	False	False	15,400
100	0.7680	0.7088	0.0592	8.2%	0.0048	0.7%	23%	False	False	12,321
120	0.7800	0.7088	0.0712	9.9%	0.0043	0.6%	20%	False	False	10,268

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7411
2.618	0.7347
1.618	0.7308
1.000	0.7284
0.618	0.7269
HIGH	0.7245
0.618	0.7230
0.500	0.7226
0.382	0.7221
LOW	0.7206
0.618	0.7182
1.000	0.7167
1.618	0.7143
2.618	0.7104
4.250	0.7040

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	0.7227	0.7263
PP	0.7226	0.7251
S1	0.7226	0.7239

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

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