CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 14-May-2018

Day Change Summary
	Previous	Current
	11-May-2018	14-May-2018	Change	Change %	Previous Week
Open	0.7534	0.7543	0.0009	0.1%	0.7539
High	0.7567	0.7565	-0.0002	0.0%	0.7567
Low	0.7522	0.7525	0.0003	0.0%	0.7413
Close	0.7544	0.7527	-0.0017	-0.2%	0.7544
Range	0.0045	0.0040	-0.0005	-11.1%	0.0154
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	93,567	80,806	-12,761	-13.6%	556,419

Daily Pivots for day following 14-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7633	0.7549
R3	0.7619	0.7593	0.7538
R2	0.7579	0.7579	0.7534
R1	0.7553	0.7553	0.7531	0.7546
PP	0.7539	0.7539	0.7539	0.7536
S1	0.7513	0.7513	0.7523	0.7506
S2	0.7499	0.7499	0.7520
S3	0.7459	0.7473	0.7516
S4	0.7419	0.7433	0.7505

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7911	0.7629
R3	0.7816	0.7757	0.7586
R2	0.7662	0.7662	0.7572
R1	0.7603	0.7603	0.7558	0.7633
PP	0.7508	0.7508	0.7508	0.7523
S1	0.7449	0.7449	0.7530	0.7479
S2	0.7354	0.7354	0.7516
S3	0.7200	0.7295	0.7502
S4	0.7046	0.7141	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7567	0.7413	0.0154	2.0%	0.0065	0.9%	74%	False	False	111,411
10	0.7567	0.7413	0.0154	2.0%	0.0063	0.8%	74%	False	False	115,165
20	0.7813	0.7413	0.0400	5.3%	0.0061	0.8%	29%	False	False	108,359
40	0.7813	0.7413	0.0400	5.3%	0.0058	0.8%	29%	False	False	101,211
60	0.7986	0.7413	0.0573	7.6%	0.0060	0.8%	20%	False	False	72,631
80	0.8130	0.7413	0.0717	9.5%	0.0064	0.8%	16%	False	False	54,552
100	0.8130	0.7413	0.0717	9.5%	0.0059	0.8%	16%	False	False	43,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7735
2.618	0.7670
1.618	0.7630
1.000	0.7605
0.618	0.7590
HIGH	0.7565
0.618	0.7550
0.500	0.7545
0.382	0.7540
LOW	0.7525
0.618	0.7500
1.000	0.7485
1.618	0.7460
2.618	0.7420
4.250	0.7355

Fisher Pivots for day following 14-May-2018
Pivot	1 day	3 day
R1	0.7545	0.7522
PP	0.7539	0.7516
S1	0.7533	0.7511

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

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