CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 03-Apr-2018

Day Change Summary
	Previous	Current
	02-Apr-2018	03-Apr-2018	Change	Change %	Previous Week
Open	0.7691	0.7660	-0.0031	-0.4%	0.7706
High	0.7696	0.7707	0.0011	0.1%	0.7760
Low	0.7650	0.7653	0.0003	0.0%	0.7644
Close	0.7653	0.7681	0.0028	0.4%	0.7676
Range	0.0046	0.0054	0.0008	17.4%	0.0116
ATR	0.0064	0.0063	-0.0001	-1.1%	0.0000
Volume	44,701	85,974	41,273	92.3%	360,940

Daily Pivots for day following 03-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7842	0.7816	0.7711
R3	0.7788	0.7762	0.7696
R2	0.7734	0.7734	0.7691
R1	0.7708	0.7708	0.7686	0.7721
PP	0.7680	0.7680	0.7680	0.7687
S1	0.7654	0.7654	0.7676	0.7667
S2	0.7626	0.7626	0.7671
S3	0.7572	0.7600	0.7666
S4	0.7518	0.7546	0.7651

Weekly Pivots for week ending 30-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.7975	0.7740
R3	0.7925	0.7859	0.7708
R2	0.7809	0.7809	0.7697
R1	0.7743	0.7743	0.7687	0.7718
PP	0.7693	0.7693	0.7693	0.7681
S1	0.7627	0.7627	0.7665	0.7602
S2	0.7577	0.7577	0.7655
S3	0.7461	0.7511	0.7644
S4	0.7345	0.7395	0.7612

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7760	0.7644	0.0116	1.5%	0.0056	0.7%	32%	False	False	81,516
10	0.7788	0.7644	0.0144	1.9%	0.0063	0.8%	26%	False	False	99,541
20	0.7921	0.7644	0.0277	3.6%	0.0065	0.8%	13%	False	False	70,551
40	0.7986	0.7644	0.0342	4.5%	0.0066	0.9%	11%	False	False	35,514
60	0.8130	0.7644	0.0486	6.3%	0.0065	0.8%	8%	False	False	23,737
80	0.8130	0.7501	0.0629	8.2%	0.0056	0.7%	29%	False	False	17,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7937
2.618	0.7848
1.618	0.7794
1.000	0.7761
0.618	0.7740
HIGH	0.7707
0.618	0.7686
0.500	0.7680
0.382	0.7674
LOW	0.7653
0.618	0.7620
1.000	0.7599
1.618	0.7566
2.618	0.7512
4.250	0.7424

Fisher Pivots for day following 03-Apr-2018
Pivot	1 day	3 day
R1	0.7681	0.7679
PP	0.7680	0.7677
S1	0.7680	0.7676

Download as Excel Spreadsheet

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

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