CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 19-Apr-2018

Day Change Summary
	Previous	Current
	18-Apr-2018	19-Apr-2018	Change	Change %	Previous Week
Open	0.7771	0.7787	0.0016	0.2%	0.7670
High	0.7798	0.7813	0.0015	0.2%	0.7811
Low	0.7744	0.7719	-0.0025	-0.3%	0.7653
Close	0.7785	0.7724	-0.0061	-0.8%	0.7762
Range	0.0054	0.0094	0.0040	74.1%	0.0158
ATR	0.0054	0.0057	0.0003	5.3%	0.0000
Volume	87,308	117,153	29,845	34.2%	436,348

Daily Pivots for day following 19-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8034	0.7973	0.7776
R3	0.7940	0.7879	0.7750
R2	0.7846	0.7846	0.7741
R1	0.7785	0.7785	0.7733	0.7769
PP	0.7752	0.7752	0.7752	0.7744
S1	0.7691	0.7691	0.7715	0.7675
S2	0.7658	0.7658	0.7707
S3	0.7564	0.7597	0.7698
S4	0.7470	0.7503	0.7672

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	0.7813	0.7719	0.0094	1.2%	0.0054	0.7%	5%	True	True	86,312
10	0.7813	0.7653	0.0160	2.1%	0.0051	0.7%	44%	True	False	87,453
20	0.7813	0.7644	0.0169	2.2%	0.0055	0.7%	47%	True	False	90,297
40	0.7921	0.7644	0.0277	3.6%	0.0058	0.8%	29%	False	False	61,670
60	0.8130	0.7644	0.0486	6.3%	0.0065	0.8%	16%	False	False	41,228
80	0.8130	0.7644	0.0486	6.3%	0.0060	0.8%	16%	False	False	30,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8059
1.618	0.7965
1.000	0.7907
0.618	0.7871
HIGH	0.7813
0.618	0.7777
0.500	0.7766
0.382	0.7755
LOW	0.7719
0.618	0.7661
1.000	0.7625
1.618	0.7567
2.618	0.7473
4.250	0.7320

Fisher Pivots for day following 19-Apr-2018
Pivot	1 day	3 day
R1	0.7766	0.7766
PP	0.7752	0.7752
S1	0.7738	0.7738

Download as Excel Spreadsheet

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

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