CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 24-Apr-2018

Day Change Summary
	Previous	Current
	23-Apr-2018	24-Apr-2018	Change	Change %	Previous Week
Open	0.7667	0.7602	-0.0065	-0.8%	0.7766
High	0.7683	0.7621	-0.0062	-0.8%	0.7813
Low	0.7600	0.7579	-0.0021	-0.3%	0.7656
Close	0.7602	0.7599	-0.0003	0.0%	0.7668
Range	0.0083	0.0042	-0.0041	-49.4%	0.0157
ATR	0.0060	0.0059	-0.0001	-2.1%	0.0000
Volume	100,688	118,024	17,336	17.2%	444,902

Daily Pivots for day following 24-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7704	0.7622
R3	0.7684	0.7662	0.7611
R2	0.7642	0.7642	0.7607
R1	0.7620	0.7620	0.7603	0.7610
PP	0.7600	0.7600	0.7600	0.7595
S1	0.7578	0.7578	0.7595	0.7568
S2	0.7558	0.7558	0.7591
S3	0.7516	0.7536	0.7587
S4	0.7474	0.7494	0.7576

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	0.7579	0.0234	3.1%	0.0069	0.9%	9%	False	True	105,456
10	0.7813	0.7579	0.0234	3.1%	0.0053	0.7%	9%	False	True	90,697
20	0.7813	0.7579	0.0234	3.1%	0.0055	0.7%	9%	False	True	89,026
40	0.7921	0.7579	0.0342	4.5%	0.0059	0.8%	6%	False	True	69,720
60	0.8114	0.7579	0.0535	7.0%	0.0064	0.8%	4%	False	True	46,586
80	0.8130	0.7579	0.0551	7.3%	0.0061	0.8%	4%	False	True	34,969
100	0.8130	0.7501	0.0629	8.3%	0.0054	0.7%	16%	False	False	27,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7731
1.618	0.7689
1.000	0.7663
0.618	0.7647
HIGH	0.7621
0.618	0.7605
0.500	0.7600
0.382	0.7595
LOW	0.7579
0.618	0.7553
1.000	0.7537
1.618	0.7511
2.618	0.7469
4.250	0.7401

Fisher Pivots for day following 24-Apr-2018
Pivot	1 day	3 day
R1	0.7600	0.7655
PP	0.7600	0.7636
S1	0.7599	0.7618

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

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