CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 22-May-2018

Day Change Summary
	Previous	Current
	21-May-2018	22-May-2018	Change	Change %	Previous Week
Open	0.7529	0.7586	0.0057	0.8%	0.7543
High	0.7588	0.7607	0.0019	0.3%	0.7565
Low	0.7504	0.7567	0.0063	0.8%	0.7448
Close	0.7571	0.7578	0.0007	0.1%	0.7511
Range	0.0084	0.0040	-0.0044	-52.4%	0.0117
ATR	0.0062	0.0060	-0.0002	-2.5%	0.0000
Volume	119,322	104,304	-15,018	-12.6%	532,495

Daily Pivots for day following 22-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7681	0.7600
R3	0.7664	0.7641	0.7589
R2	0.7624	0.7624	0.7585
R1	0.7601	0.7601	0.7582	0.7593
PP	0.7584	0.7584	0.7584	0.7580
S1	0.7561	0.7561	0.7574	0.7553
S2	0.7544	0.7544	0.7571
S3	0.7504	0.7521	0.7567
S4	0.7464	0.7481	0.7556

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7802	0.7575
R3	0.7742	0.7685	0.7543
R2	0.7625	0.7625	0.7532
R1	0.7568	0.7568	0.7522	0.7538
PP	0.7508	0.7508	0.7508	0.7493
S1	0.7451	0.7451	0.7500	0.7421
S2	0.7391	0.7391	0.7490
S3	0.7274	0.7334	0.7479
S4	0.7157	0.7217	0.7447

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7607	0.7448	0.0159	2.1%	0.0058	0.8%	82%	True	False	109,200
10	0.7607	0.7413	0.0194	2.6%	0.0061	0.8%	85%	True	False	108,970
20	0.7607	0.7413	0.0194	2.6%	0.0061	0.8%	85%	True	False	112,138
40	0.7813	0.7413	0.0400	5.3%	0.0058	0.8%	41%	False	False	100,582
60	0.7921	0.7413	0.0508	6.7%	0.0060	0.8%	32%	False	False	83,859
80	0.8114	0.7413	0.0701	9.3%	0.0063	0.8%	24%	False	False	62,974
100	0.8130	0.7413	0.0717	9.5%	0.0061	0.8%	23%	False	False	50,402
120	0.8130	0.7413	0.0717	9.5%	0.0056	0.7%	23%	False	False	42,003

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7777
2.618	0.7712
1.618	0.7672
1.000	0.7647
0.618	0.7632
HIGH	0.7607
0.618	0.7592
0.500	0.7587
0.382	0.7582
LOW	0.7567
0.618	0.7542
1.000	0.7527
1.618	0.7502
2.618	0.7462
4.250	0.7397

Fisher Pivots for day following 22-May-2018
Pivot	1 day	3 day
R1	0.7587	0.7568
PP	0.7584	0.7558
S1	0.7581	0.7548

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

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