CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 21-May-2018

Day Change Summary
	Previous	Current
	18-May-2018	21-May-2018	Change	Change %	Previous Week
Open	0.7513	0.7529	0.0016	0.2%	0.7543
High	0.7529	0.7588	0.0059	0.8%	0.7565
Low	0.7489	0.7504	0.0015	0.2%	0.7448
Close	0.7511	0.7571	0.0060	0.8%	0.7511
Range	0.0040	0.0084	0.0044	110.0%	0.0117
ATR	0.0060	0.0062	0.0002	2.8%	0.0000
Volume	87,656	119,322	31,666	36.1%	532,495

Daily Pivots for day following 21-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7806	0.7773	0.7617
R3	0.7722	0.7689	0.7594
R2	0.7638	0.7638	0.7586
R1	0.7605	0.7605	0.7579	0.7621
PP	0.7554	0.7554	0.7554	0.7563
S1	0.7521	0.7521	0.7563	0.7538
S2	0.7470	0.7470	0.7556
S3	0.7386	0.7437	0.7548
S4	0.7302	0.7353	0.7525

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7802	0.7575
R3	0.7742	0.7685	0.7543
R2	0.7625	0.7625	0.7532
R1	0.7568	0.7568	0.7522	0.7538
PP	0.7508	0.7508	0.7508	0.7493
S1	0.7451	0.7451	0.7500	0.7421
S2	0.7391	0.7391	0.7490
S3	0.7274	0.7334	0.7479
S4	0.7157	0.7217	0.7447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7588	0.7448	0.0140	1.8%	0.0068	0.9%	88%	True	False	114,202
10	0.7588	0.7413	0.0175	2.3%	0.0066	0.9%	90%	True	False	112,807
20	0.7621	0.7413	0.0208	2.7%	0.0061	0.8%	76%	False	False	112,824
40	0.7813	0.7413	0.0400	5.3%	0.0058	0.8%	40%	False	False	100,076
60	0.7921	0.7413	0.0508	6.7%	0.0060	0.8%	31%	False	False	82,126
80	0.8130	0.7413	0.0717	9.5%	0.0064	0.8%	22%	False	False	61,672
100	0.8130	0.7413	0.0717	9.5%	0.0061	0.8%	22%	False	False	49,360
120	0.8130	0.7413	0.0717	9.5%	0.0055	0.7%	22%	False	False	41,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7945
2.618	0.7808
1.618	0.7724
1.000	0.7672
0.618	0.7640
HIGH	0.7588
0.618	0.7556
0.500	0.7546
0.382	0.7536
LOW	0.7504
0.618	0.7452
1.000	0.7420
1.618	0.7368
2.618	0.7284
4.250	0.7147

Fisher Pivots for day following 21-May-2018
Pivot	1 day	3 day
R1	0.7563	0.7560
PP	0.7554	0.7549
S1	0.7546	0.7539

Download as Excel Spreadsheet

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

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