CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 26-Mar-2018

Day Change Summary
	Previous	Current
	23-Mar-2018	26-Mar-2018	Change	Change %	Previous Week
Open	0.7696	0.7706	0.0010	0.1%	0.7716
High	0.7746	0.7753	0.0007	0.1%	0.7788
Low	0.7689	0.7704	0.0015	0.2%	0.7674
Close	0.7717	0.7737	0.0020	0.3%	0.7717
Range	0.0057	0.0049	-0.0008	-14.0%	0.0114
ATR	0.0068	0.0067	-0.0001	-2.0%	0.0000
Volume	125,183	84,033	-41,150	-32.9%	616,447

Daily Pivots for day following 26-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7878	0.7857	0.7764
R3	0.7829	0.7808	0.7750
R2	0.7780	0.7780	0.7746
R1	0.7759	0.7759	0.7741	0.7770
PP	0.7731	0.7731	0.7731	0.7737
S1	0.7710	0.7710	0.7733	0.7721
S2	0.7682	0.7682	0.7728
S3	0.7633	0.7661	0.7724
S4	0.7584	0.7612	0.7710

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%	0.0071	0.9%	55%	False	False	117,565
10	0.7921	0.7674	0.0247	3.2%	0.0070	0.9%	26%	False	False	97,638
20	0.7921	0.7674	0.0247	3.2%	0.0064	0.8%	26%	False	False	50,413
40	0.8114	0.7674	0.0440	5.7%	0.0068	0.9%	14%	False	False	25,366
60	0.8130	0.7674	0.0456	5.9%	0.0063	0.8%	14%	False	False	16,949
80	0.8130	0.7501	0.0629	8.1%	0.0054	0.7%	38%	False	False	12,714

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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7961
2.618	0.7881
1.618	0.7832
1.000	0.7802
0.618	0.7783
HIGH	0.7753
0.618	0.7734
0.500	0.7729
0.382	0.7723
LOW	0.7704
0.618	0.7674
1.000	0.7655
1.618	0.7625
2.618	0.7576
4.250	0.7496

Fisher Pivots for day following 26-Mar-2018
Pivot	1 day	3 day
R1	0.7734	0.7739
PP	0.7731	0.7738
S1	0.7729	0.7738

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

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