CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 02-May-2018

Day Change Summary
	Previous	Current
	01-May-2018	02-May-2018	Change	Change %	Previous Week
Open	0.7530	0.7487	-0.0043	-0.6%	0.7667
High	0.7546	0.7538	-0.0008	-0.1%	0.7683
Low	0.7473	0.7476	0.0003	0.0%	0.7532
Close	0.7491	0.7510	0.0019	0.3%	0.7580
Range	0.0073	0.0062	-0.0011	-15.1%	0.0151
ATR	0.0058	0.0058	0.0000	0.5%	0.0000
Volume	102,087	146,337	44,250	43.3%	540,437

Daily Pivots for day following 02-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7694	0.7664	0.7544
R3	0.7632	0.7602	0.7527
R2	0.7570	0.7570	0.7521
R1	0.7540	0.7540	0.7516	0.7555
PP	0.7508	0.7508	0.7508	0.7516
S1	0.7478	0.7478	0.7504	0.7493
S2	0.7446	0.7446	0.7499
S3	0.7384	0.7416	0.7493
S4	0.7322	0.7354	0.7476

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	0.7589	0.7473	0.0116	1.5%	0.0057	0.8%	32%	False	False	113,611
10	0.7813	0.7473	0.0340	4.5%	0.0063	0.8%	11%	False	False	110,420
20	0.7813	0.7473	0.0340	4.5%	0.0055	0.7%	11%	False	False	97,056
40	0.7921	0.7473	0.0448	6.0%	0.0059	0.8%	8%	False	False	86,178
60	0.7986	0.7473	0.0513	6.8%	0.0062	0.8%	7%	False	False	57,625
80	0.8130	0.7473	0.0657	8.7%	0.0063	0.8%	6%	False	False	43,267
100	0.8130	0.7473	0.0657	8.7%	0.0056	0.7%	6%	False	False	34,619

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7802
2.618	0.7700
1.618	0.7638
1.000	0.7600
0.618	0.7576
HIGH	0.7538
0.618	0.7514
0.500	0.7507
0.382	0.7500
LOW	0.7476
0.618	0.7438
1.000	0.7414
1.618	0.7376
2.618	0.7314
4.250	0.7213

Fisher Pivots for day following 02-May-2018
Pivot	1 day	3 day
R1	0.7509	0.7528
PP	0.7508	0.7522
S1	0.7507	0.7516

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

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