CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 05-Apr-2018

Day Change Summary
	Previous	Current
	04-Apr-2018	05-Apr-2018	Change	Change %	Previous Week
Open	0.7686	0.7716	0.0030	0.4%	0.7706
High	0.7723	0.7727	0.0004	0.1%	0.7760
Low	0.7663	0.7675	0.0012	0.2%	0.7644
Close	0.7707	0.7683	-0.0024	-0.3%	0.7676
Range	0.0060	0.0052	-0.0008	-13.3%	0.0116
ATR	0.0063	0.0062	-0.0001	-1.2%	0.0000
Volume	96,067	79,532	-16,535	-17.2%	360,940

Daily Pivots for day following 05-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7851	0.7819	0.7712
R3	0.7799	0.7767	0.7697
R2	0.7747	0.7747	0.7693
R1	0.7715	0.7715	0.7688	0.7705
PP	0.7695	0.7695	0.7695	0.7690
S1	0.7663	0.7663	0.7678	0.7653
S2	0.7643	0.7643	0.7673
S3	0.7591	0.7611	0.7669
S4	0.7539	0.7559	0.7654

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	0.7727	0.7644	0.0083	1.1%	0.0052	0.7%	47%	True	False	77,719
10	0.7788	0.7644	0.0144	1.9%	0.0060	0.8%	27%	False	False	93,141
20	0.7921	0.7644	0.0277	3.6%	0.0063	0.8%	14%	False	False	79,144
40	0.7986	0.7644	0.0342	4.5%	0.0065	0.8%	11%	False	False	39,888
60	0.8130	0.7644	0.0486	6.3%	0.0066	0.9%	8%	False	False	26,663
80	0.8130	0.7501	0.0629	8.2%	0.0056	0.7%	29%	False	False	20,003

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7948
2.618	0.7863
1.618	0.7811
1.000	0.7779
0.618	0.7759
HIGH	0.7727
0.618	0.7707
0.500	0.7701
0.382	0.7695
LOW	0.7675
0.618	0.7643
1.000	0.7623
1.618	0.7591
2.618	0.7539
4.250	0.7454

Fisher Pivots for day following 05-Apr-2018
Pivot	1 day	3 day
R1	0.7701	0.7690
PP	0.7695	0.7688
S1	0.7689	0.7685

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

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