CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 27-Apr-2018

Day Change Summary
	Previous	Current
	26-Apr-2018	27-Apr-2018	Change	Change %	Previous Week
Open	0.7565	0.7553	-0.0012	-0.2%	0.7667
High	0.7589	0.7585	-0.0004	-0.1%	0.7683
Low	0.7547	0.7532	-0.0015	-0.2%	0.7532
Close	0.7553	0.7580	0.0027	0.4%	0.7580
Range	0.0042	0.0053	0.0011	26.2%	0.0151
ATR	0.0057	0.0057	0.0000	-0.5%	0.0000
Volume	115,949	109,599	-6,350	-5.5%	540,437

Daily Pivots for day following 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7705	0.7609
R3	0.7672	0.7652	0.7595
R2	0.7619	0.7619	0.7590
R1	0.7599	0.7599	0.7585	0.7609
PP	0.7566	0.7566	0.7566	0.7571
S1	0.7546	0.7546	0.7575	0.7556
S2	0.7513	0.7513	0.7570
S3	0.7460	0.7493	0.7565
S4	0.7407	0.7440	0.7551

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.7967	0.7663
R3	0.7900	0.7816	0.7622
R2	0.7749	0.7749	0.7608
R1	0.7665	0.7665	0.7594	0.7632
PP	0.7598	0.7598	0.7598	0.7582
S1	0.7514	0.7514	0.7566	0.7481
S2	0.7447	0.7447	0.7552
S3	0.7296	0.7363	0.7538
S4	0.7145	0.7212	0.7497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7683	0.7532	0.0151	2.0%	0.0055	0.7%	32%	False	True	108,087
10	0.7813	0.7532	0.0281	3.7%	0.0056	0.7%	17%	False	True	98,533
20	0.7813	0.7532	0.0281	3.7%	0.0054	0.7%	17%	False	True	91,267
40	0.7921	0.7532	0.0389	5.1%	0.0058	0.8%	12%	False	True	77,690
60	0.8064	0.7532	0.0532	7.0%	0.0063	0.8%	9%	False	True	51,934
80	0.8130	0.7532	0.0598	7.9%	0.0062	0.8%	8%	False	True	38,990
100	0.8130	0.7501	0.0629	8.3%	0.0055	0.7%	13%	False	False	31,194

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7810
2.618	0.7724
1.618	0.7671
1.000	0.7638
0.618	0.7618
HIGH	0.7585
0.618	0.7565
0.500	0.7559
0.382	0.7552
LOW	0.7532
0.618	0.7499
1.000	0.7479
1.618	0.7446
2.618	0.7393
4.250	0.7307

Fisher Pivots for day following 27-Apr-2018
Pivot	1 day	3 day
R1	0.7573	0.7577
PP	0.7566	0.7573
S1	0.7559	0.7570

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

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