CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 23-May-2018

Day Change Summary
	Previous	Current
	22-May-2018	23-May-2018	Change	Change %	Previous Week
Open	0.7586	0.7575	-0.0011	-0.1%	0.7543
High	0.7607	0.7584	-0.0023	-0.3%	0.7565
Low	0.7567	0.7523	-0.0044	-0.6%	0.7448
Close	0.7578	0.7561	-0.0017	-0.2%	0.7511
Range	0.0040	0.0061	0.0021	52.5%	0.0117
ATR	0.0060	0.0060	0.0000	0.1%	0.0000
Volume	104,304	149,224	44,920	43.1%	532,495

Daily Pivots for day following 23-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7739	0.7711	0.7595
R3	0.7678	0.7650	0.7578
R2	0.7617	0.7617	0.7572
R1	0.7589	0.7589	0.7567	0.7573
PP	0.7556	0.7556	0.7556	0.7548
S1	0.7528	0.7528	0.7555	0.7511
S2	0.7495	0.7495	0.7550
S3	0.7434	0.7467	0.7544
S4	0.7373	0.7406	0.7527

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	0.7607	0.7489	0.0118	1.6%	0.0055	0.7%	61%	False	False	113,869
10	0.7607	0.7448	0.0159	2.1%	0.0061	0.8%	71%	False	False	112,486
20	0.7607	0.7413	0.0194	2.6%	0.0061	0.8%	76%	False	False	114,791
40	0.7813	0.7413	0.0400	5.3%	0.0057	0.8%	37%	False	False	102,143
60	0.7921	0.7413	0.0508	6.7%	0.0060	0.8%	29%	False	False	86,327
80	0.8112	0.7413	0.0699	9.2%	0.0063	0.8%	21%	False	False	64,837
100	0.8130	0.7413	0.0717	9.5%	0.0061	0.8%	21%	False	False	51,895
120	0.8130	0.7413	0.0717	9.5%	0.0056	0.7%	21%	False	False	43,247

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7744
1.618	0.7683
1.000	0.7645
0.618	0.7622
HIGH	0.7584
0.618	0.7561
0.500	0.7554
0.382	0.7546
LOW	0.7523
0.618	0.7485
1.000	0.7462
1.618	0.7424
2.618	0.7363
4.250	0.7264

Fisher Pivots for day following 23-May-2018
Pivot	1 day	3 day
R1	0.7559	0.7559
PP	0.7556	0.7557
S1	0.7554	0.7556

Download as Excel Spreadsheet

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

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