CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 28-Mar-2019

Day Change Summary
	Previous	Current
	27-Mar-2019	28-Mar-2019	Change	Change %	Previous Week
Open	0.7147	0.7096	-0.0051	-0.7%	0.7094
High	0.7152	0.7117	-0.0035	-0.5%	0.7179
Low	0.7079	0.7072	-0.0007	-0.1%	0.7067
Close	0.7096	0.7088	-0.0008	-0.1%	0.7093
Range	0.0073	0.0045	-0.0028	-38.4%	0.0112
ATR	0.0054	0.0053	-0.0001	-1.2%	0.0000
Volume	109,356	90,794	-18,562	-17.0%	480,276

Daily Pivots for day following 28-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7227	0.7203	0.7113
R3	0.7182	0.7158	0.7100
R2	0.7137	0.7137	0.7096
R1	0.7113	0.7113	0.7092	0.7103
PP	0.7092	0.7092	0.7092	0.7087
S1	0.7068	0.7068	0.7084	0.7058
S2	0.7047	0.7047	0.7080
S3	0.7002	0.7023	0.7076
S4	0.6957	0.6978	0.7063

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7383	0.7155
R3	0.7337	0.7271	0.7124
R2	0.7225	0.7225	0.7114
R1	0.7159	0.7159	0.7103	0.7136
PP	0.7113	0.7113	0.7113	0.7102
S1	0.7047	0.7047	0.7083	0.7024
S2	0.7001	0.7001	0.7072
S3	0.6889	0.6935	0.7062
S4	0.6777	0.6823	0.7031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7158	0.7072	0.0086	1.2%	0.0050	0.7%	19%	False	True	89,372
10	0.7179	0.7067	0.0112	1.6%	0.0053	0.7%	19%	False	False	91,086
20	0.7179	0.7014	0.0165	2.3%	0.0050	0.7%	45%	False	False	57,417
40	0.7307	0.7014	0.0293	4.1%	0.0053	0.8%	25%	False	False	29,086
60	0.7307	0.6861	0.0446	6.3%	0.0055	0.8%	51%	False	False	19,417
80	0.7410	0.6861	0.0549	7.7%	0.0049	0.7%	41%	False	False	14,572
100	0.7410	0.6861	0.0549	7.7%	0.0044	0.6%	41%	False	False	11,660
120	0.7410	0.6861	0.0549	7.7%	0.0038	0.5%	41%	False	False	9,717

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7308
2.618	0.7235
1.618	0.7190
1.000	0.7162
0.618	0.7145
HIGH	0.7117
0.618	0.7100
0.500	0.7095
0.382	0.7089
LOW	0.7072
0.618	0.7044
1.000	0.7027
1.618	0.6999
2.618	0.6954
4.250	0.6881

Fisher Pivots for day following 28-Mar-2019
Pivot	1 day	3 day
R1	0.7095	0.7115
PP	0.7092	0.7106
S1	0.7090	0.7097

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

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