CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 20-Apr-2018

Day Change Summary
	Previous	Current
	19-Apr-2018	20-Apr-2018	Change	Change %	Previous Week
Open	0.7787	0.7728	-0.0059	-0.8%	0.7766
High	0.7813	0.7730	-0.0083	-1.1%	0.7813
Low	0.7719	0.7656	-0.0063	-0.8%	0.7656
Close	0.7724	0.7668	-0.0056	-0.7%	0.7668
Range	0.0094	0.0074	-0.0020	-21.3%	0.0157
ATR	0.0057	0.0058	0.0001	2.1%	0.0000
Volume	117,153	104,107	-13,046	-11.1%	444,902

Daily Pivots for day following 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7861	0.7709
R3	0.7833	0.7787	0.7688
R2	0.7759	0.7759	0.7682
R1	0.7713	0.7713	0.7675	0.7699
PP	0.7685	0.7685	0.7685	0.7678
S1	0.7639	0.7639	0.7661	0.7625
S2	0.7611	0.7611	0.7654
S3	0.7537	0.7565	0.7648
S4	0.7463	0.7491	0.7627

Weekly Pivots for week ending 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8083	0.7754
R3	0.8026	0.7926	0.7711
R2	0.7869	0.7869	0.7697
R1	0.7769	0.7769	0.7682	0.7741
PP	0.7712	0.7712	0.7712	0.7698
S1	0.7612	0.7612	0.7654	0.7584
S2	0.7555	0.7555	0.7639
S3	0.7398	0.7455	0.7625
S4	0.7241	0.7298	0.7582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7813	0.7656	0.0157	2.0%	0.0057	0.7%	8%	False	True	88,980
10	0.7813	0.7653	0.0160	2.1%	0.0054	0.7%	9%	False	False	88,125
20	0.7813	0.7644	0.0169	2.2%	0.0054	0.7%	14%	False	False	88,552
40	0.7921	0.7644	0.0277	3.6%	0.0059	0.8%	9%	False	False	64,269
60	0.8130	0.7644	0.0486	6.3%	0.0065	0.9%	5%	False	False	42,960
80	0.8130	0.7644	0.0486	6.3%	0.0060	0.8%	5%	False	False	32,235

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8045
2.618	0.7924
1.618	0.7850
1.000	0.7804
0.618	0.7776
HIGH	0.7730
0.618	0.7702
0.500	0.7693
0.382	0.7684
LOW	0.7656
0.618	0.7610
1.000	0.7582
1.618	0.7536
2.618	0.7462
4.250	0.7341

Fisher Pivots for day following 20-Apr-2018
Pivot	1 day	3 day
R1	0.7693	0.7735
PP	0.7685	0.7712
S1	0.7676	0.7690

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

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