CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 30-Apr-2018

Day Change Summary
	Previous	Current
	27-Apr-2018	30-Apr-2018	Change	Change %	Previous Week
Open	0.7553	0.7582	0.0029	0.4%	0.7667
High	0.7585	0.7583	-0.0002	0.0%	0.7683
Low	0.7532	0.7526	-0.0006	-0.1%	0.7532
Close	0.7580	0.7530	-0.0050	-0.7%	0.7580
Range	0.0053	0.0057	0.0004	7.5%	0.0151
ATR	0.0057	0.0057	0.0000	0.0%	0.0000
Volume	109,599	94,084	-15,515	-14.2%	540,437

Daily Pivots for day following 30-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7717	0.7681	0.7561
R3	0.7660	0.7624	0.7546
R2	0.7603	0.7603	0.7540
R1	0.7567	0.7567	0.7535	0.7557
PP	0.7546	0.7546	0.7546	0.7541
S1	0.7510	0.7510	0.7525	0.7500
S2	0.7489	0.7489	0.7520
S3	0.7432	0.7453	0.7514
S4	0.7375	0.7396	0.7499

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	0.7621	0.7526	0.0095	1.3%	0.0050	0.7%	4%	False	True	106,766
10	0.7813	0.7526	0.0287	3.8%	0.0059	0.8%	1%	False	True	101,554
20	0.7813	0.7526	0.0287	3.8%	0.0054	0.7%	1%	False	True	93,736
40	0.7921	0.7526	0.0395	5.2%	0.0059	0.8%	1%	False	True	80,010
60	0.8039	0.7526	0.0513	6.8%	0.0063	0.8%	1%	False	True	53,499
80	0.8130	0.7526	0.0604	8.0%	0.0062	0.8%	1%	False	True	40,162
100	0.8130	0.7501	0.0629	8.4%	0.0056	0.7%	5%	False	False	32,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7825
2.618	0.7732
1.618	0.7675
1.000	0.7640
0.618	0.7618
HIGH	0.7583
0.618	0.7561
0.500	0.7555
0.382	0.7548
LOW	0.7526
0.618	0.7491
1.000	0.7469
1.618	0.7434
2.618	0.7377
4.250	0.7284

Fisher Pivots for day following 30-Apr-2018
Pivot	1 day	3 day
R1	0.7555	0.7558
PP	0.7546	0.7548
S1	0.7538	0.7539

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

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