CME Australian Dollar Future June 2018

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

Day Change Summary
	Previous	Current
	22-Mar-2018	23-Mar-2018	Change	Change %	Previous Week
Open	0.7764	0.7696	-0.0068	-0.9%	0.7716
High	0.7788	0.7746	-0.0042	-0.5%	0.7788
Low	0.7689	0.7689	0.0000	0.0%	0.7674
Close	0.7712	0.7717	0.0005	0.1%	0.7717
Range	0.0099	0.0057	-0.0042	-42.4%	0.0114
ATR	0.0069	0.0068	-0.0001	-1.3%	0.0000
Volume	139,015	125,183	-13,832	-10.0%	616,447

Daily Pivots for day following 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7860	0.7748
R3	0.7831	0.7803	0.7733
R2	0.7774	0.7774	0.7727
R1	0.7746	0.7746	0.7722	0.7760
PP	0.7717	0.7717	0.7717	0.7725
S1	0.7689	0.7689	0.7712	0.7703
S2	0.7660	0.7660	0.7707
S3	0.7603	0.7632	0.7701
S4	0.7546	0.7575	0.7686

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8007	0.7780
R3	0.7954	0.7893	0.7748
R2	0.7840	0.7840	0.7738
R1	0.7779	0.7779	0.7727	0.7809
PP	0.7726	0.7726	0.7726	0.7742
S1	0.7665	0.7665	0.7707	0.7696
S2	0.7612	0.7612	0.7696
S3	0.7498	0.7551	0.7686
S4	0.7384	0.7437	0.7654

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7788	0.7674	0.0114	1.5%	0.0069	0.9%	38%	False	False	123,289
10	0.7921	0.7674	0.0247	3.2%	0.0068	0.9%	17%	False	False	90,866
20	0.7921	0.7674	0.0247	3.2%	0.0065	0.8%	17%	False	False	46,228
40	0.8130	0.7674	0.0456	5.9%	0.0070	0.9%	9%	False	False	23,269
60	0.8130	0.7674	0.0456	5.9%	0.0063	0.8%	9%	False	False	15,549
80	0.8130	0.7501	0.0629	8.2%	0.0054	0.7%	34%	False	False	11,664

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7988
2.618	0.7895
1.618	0.7838
1.000	0.7803
0.618	0.7781
HIGH	0.7746
0.618	0.7724
0.500	0.7718
0.382	0.7711
LOW	0.7689
0.618	0.7654
1.000	0.7632
1.618	0.7597
2.618	0.7540
4.250	0.7447

Fisher Pivots for day following 23-Mar-2018
Pivot	1 day	3 day
R1	0.7718	0.7731
PP	0.7717	0.7726
S1	0.7717	0.7722

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

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