CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 17-May-2018

Day Change Summary
	Previous	Current
	16-May-2018	17-May-2018	Change	Change %	Previous Week
Open	0.7473	0.7516	0.0043	0.6%	0.7539
High	0.7524	0.7548	0.0024	0.3%	0.7567
Low	0.7448	0.7498	0.0050	0.7%	0.7413
Close	0.7517	0.7509	-0.0008	-0.1%	0.7544
Range	0.0076	0.0050	-0.0026	-34.2%	0.0154
ATR	0.0063	0.0062	-0.0001	-1.5%	0.0000
Volume	125,878	108,841	-17,037	-13.5%	556,419

Daily Pivots for day following 17-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7639	0.7537
R3	0.7618	0.7589	0.7523
R2	0.7568	0.7568	0.7518
R1	0.7539	0.7539	0.7514	0.7529
PP	0.7518	0.7518	0.7518	0.7513
S1	0.7489	0.7489	0.7504	0.7479
S2	0.7468	0.7468	0.7500
S3	0.7418	0.7439	0.7495
S4	0.7368	0.7389	0.7482

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	0.7448	0.0119	1.6%	0.0060	0.8%	51%	False	False	107,681
10	0.7567	0.7413	0.0154	2.1%	0.0066	0.9%	62%	False	False	113,141
20	0.7730	0.7413	0.0317	4.2%	0.0063	0.8%	30%	False	False	112,715
40	0.7813	0.7413	0.0400	5.3%	0.0059	0.8%	24%	False	False	101,506
60	0.7921	0.7413	0.0508	6.8%	0.0060	0.8%	19%	False	False	78,685
80	0.8130	0.7413	0.0717	9.5%	0.0065	0.9%	13%	False	False	59,100
100	0.8130	0.7413	0.0717	9.5%	0.0060	0.8%	13%	False	False	47,290

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7761
2.618	0.7679
1.618	0.7629
1.000	0.7598
0.618	0.7579
HIGH	0.7548
0.618	0.7529
0.500	0.7523
0.382	0.7517
LOW	0.7498
0.618	0.7467
1.000	0.7448
1.618	0.7417
2.618	0.7367
4.250	0.7286

Fisher Pivots for day following 17-May-2018
Pivot	1 day	3 day
R1	0.7523	0.7505
PP	0.7518	0.7502
S1	0.7514	0.7498

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

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