CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 15-Jun-2018

Day Change Summary
	Previous	Current
	14-Jun-2018	15-Jun-2018	Change	Change %	Previous Week
Open	0.7578	0.7474	-0.0104	-1.4%	0.7593
High	0.7584	0.7480	-0.0104	-1.4%	0.7624
Low	0.7476	0.7439	-0.0037	-0.5%	0.7439
Close	0.7484	0.7449	-0.0035	-0.5%	0.7449
Range	0.0108	0.0041	-0.0067	-62.0%	0.0185
ATR	0.0066	0.0065	-0.0002	-2.3%	0.0000
Volume	127,289	30,190	-97,099	-76.3%	459,671

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7555	0.7472
R3	0.7538	0.7514	0.7460
R2	0.7497	0.7497	0.7457
R1	0.7473	0.7473	0.7453	0.7465
PP	0.7456	0.7456	0.7456	0.7452
S1	0.7432	0.7432	0.7445	0.7424
S2	0.7415	0.7415	0.7441
S3	0.7374	0.7391	0.7438
S4	0.7333	0.7350	0.7426

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8059	0.7939	0.7551
R3	0.7874	0.7754	0.7500
R2	0.7689	0.7689	0.7483
R1	0.7569	0.7569	0.7466	0.7537
PP	0.7504	0.7504	0.7504	0.7488
S1	0.7384	0.7384	0.7432	0.7352
S2	0.7319	0.7319	0.7415
S3	0.7134	0.7199	0.7398
S4	0.6949	0.7014	0.7347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7624	0.7439	0.0185	2.5%	0.0063	0.8%	5%	False	True	91,934
10	0.7678	0.7439	0.0239	3.2%	0.0067	0.9%	4%	False	True	98,894
20	0.7678	0.7439	0.0239	3.2%	0.0064	0.9%	4%	False	True	106,357
40	0.7730	0.7413	0.0317	4.3%	0.0063	0.8%	11%	False	False	109,536
60	0.7813	0.7413	0.0400	5.4%	0.0061	0.8%	9%	False	False	103,123
80	0.7921	0.7413	0.0508	6.8%	0.0061	0.8%	7%	False	False	85,603
100	0.8130	0.7413	0.0717	9.6%	0.0064	0.9%	5%	False	False	68,551
120	0.8130	0.7413	0.0717	9.6%	0.0061	0.8%	5%	False	False	57,135

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7654
2.618	0.7587
1.618	0.7546
1.000	0.7521
0.618	0.7505
HIGH	0.7480
0.618	0.7464
0.500	0.7460
0.382	0.7455
LOW	0.7439
0.618	0.7414
1.000	0.7398
1.618	0.7373
2.618	0.7332
4.250	0.7265

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	0.7460	0.7524
PP	0.7456	0.7499
S1	0.7453	0.7474

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

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