CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 13-Apr-2018

Day Change Summary
	Previous	Current
	12-Apr-2018	13-Apr-2018	Change	Change %	Previous Week
Open	0.7759	0.7761	0.0002	0.0%	0.7670
High	0.7773	0.7811	0.0038	0.5%	0.7811
Low	0.7739	0.7754	0.0015	0.2%	0.7653
Close	0.7757	0.7762	0.0005	0.1%	0.7762
Range	0.0034	0.0057	0.0023	67.6%	0.0158
ATR	0.0058	0.0058	0.0000	-0.1%	0.0000
Volume	67,205	90,766	23,561	35.1%	436,348

Daily Pivots for day following 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7911	0.7793
R3	0.7890	0.7854	0.7778
R2	0.7833	0.7833	0.7772
R1	0.7797	0.7797	0.7767	0.7815
PP	0.7776	0.7776	0.7776	0.7785
S1	0.7740	0.7740	0.7757	0.7758
S2	0.7719	0.7719	0.7752
S3	0.7662	0.7683	0.7746
S4	0.7605	0.7626	0.7731

Weekly Pivots for week ending 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8147	0.7849
R3	0.8058	0.7989	0.7805
R2	0.7900	0.7900	0.7791
R1	0.7831	0.7831	0.7776	0.7866
PP	0.7742	0.7742	0.7742	0.7759
S1	0.7673	0.7673	0.7748	0.7708
S2	0.7584	0.7584	0.7733
S3	0.7426	0.7515	0.7719
S4	0.7268	0.7357	0.7675

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7811	0.7653	0.0158	2.0%	0.0051	0.7%	69%	True	False	87,269
10	0.7811	0.7650	0.0161	2.1%	0.0051	0.7%	70%	True	False	84,001
20	0.7811	0.7644	0.0167	2.2%	0.0059	0.8%	71%	True	False	97,280
40	0.7986	0.7644	0.0342	4.4%	0.0061	0.8%	35%	False	False	53,173
60	0.8130	0.7644	0.0486	6.3%	0.0065	0.8%	24%	False	False	35,552
80	0.8130	0.7644	0.0486	6.3%	0.0058	0.7%	24%	False	False	26,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8053
2.618	0.7960
1.618	0.7903
1.000	0.7868
0.618	0.7846
HIGH	0.7811
0.618	0.7789
0.500	0.7783
0.382	0.7776
LOW	0.7754
0.618	0.7719
1.000	0.7697
1.618	0.7662
2.618	0.7605
4.250	0.7512

Fisher Pivots for day following 13-Apr-2018
Pivot	1 day	3 day
R1	0.7783	0.7775
PP	0.7776	0.7771
S1	0.7769	0.7766

Download as Excel Spreadsheet

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

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