CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 25-Apr-2018

Day Change Summary
	Previous	Current
	24-Apr-2018	25-Apr-2018	Change	Change %	Previous Week
Open	0.7602	0.7602	0.0000	0.0%	0.7766
High	0.7621	0.7607	-0.0014	-0.2%	0.7813
Low	0.7579	0.7552	-0.0027	-0.4%	0.7656
Close	0.7599	0.7565	-0.0034	-0.4%	0.7668
Range	0.0042	0.0055	0.0013	31.0%	0.0157
ATR	0.0059	0.0058	0.0000	-0.4%	0.0000
Volume	118,024	96,177	-21,847	-18.5%	444,902

Daily Pivots for day following 25-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7707	0.7595
R3	0.7685	0.7652	0.7580
R2	0.7630	0.7630	0.7575
R1	0.7597	0.7597	0.7570	0.7586
PP	0.7575	0.7575	0.7575	0.7569
S1	0.7542	0.7542	0.7560	0.7531
S2	0.7520	0.7520	0.7555
S3	0.7465	0.7487	0.7550
S4	0.7410	0.7432	0.7535

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	0.7552	0.0261	3.5%	0.0070	0.9%	5%	False	True	107,229
10	0.7813	0.7552	0.0261	3.5%	0.0056	0.7%	5%	False	True	91,776
20	0.7813	0.7552	0.0261	3.5%	0.0054	0.7%	5%	False	True	89,495
40	0.7921	0.7552	0.0369	4.9%	0.0059	0.8%	4%	False	True	72,095
60	0.8112	0.7552	0.0560	7.4%	0.0064	0.8%	2%	False	True	48,185
80	0.8130	0.7552	0.0578	7.6%	0.0061	0.8%	2%	False	True	36,171
100	0.8130	0.7501	0.0629	8.3%	0.0055	0.7%	10%	False	False	28,938

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7841
2.618	0.7751
1.618	0.7696
1.000	0.7662
0.618	0.7641
HIGH	0.7607
0.618	0.7586
0.500	0.7580
0.382	0.7573
LOW	0.7552
0.618	0.7518
1.000	0.7497
1.618	0.7463
2.618	0.7408
4.250	0.7318

Fisher Pivots for day following 25-Apr-2018
Pivot	1 day	3 day
R1	0.7580	0.7618
PP	0.7575	0.7600
S1	0.7570	0.7583

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

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