CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 24-May-2018

Day Change Summary
	Previous	Current
	23-May-2018	24-May-2018	Change	Change %	Previous Week
Open	0.7575	0.7568	-0.0007	-0.1%	0.7543
High	0.7584	0.7584	0.0000	0.0%	0.7565
Low	0.7523	0.7543	0.0020	0.3%	0.7448
Close	0.7561	0.7579	0.0018	0.2%	0.7511
Range	0.0061	0.0041	-0.0020	-32.8%	0.0117
ATR	0.0060	0.0059	-0.0001	-2.3%	0.0000
Volume	149,224	102,328	-46,896	-31.4%	532,495

Daily Pivots for day following 24-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7676	0.7602
R3	0.7651	0.7635	0.7590
R2	0.7610	0.7610	0.7587
R1	0.7594	0.7594	0.7583	0.7602
PP	0.7569	0.7569	0.7569	0.7573
S1	0.7553	0.7553	0.7575	0.7561
S2	0.7528	0.7528	0.7571
S3	0.7487	0.7512	0.7568
S4	0.7446	0.7471	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	0.7489	0.0118	1.6%	0.0053	0.7%	76%	False	False	112,566
10	0.7607	0.7448	0.0159	2.1%	0.0057	0.7%	82%	False	False	110,124
20	0.7607	0.7413	0.0194	2.6%	0.0061	0.8%	86%	False	False	114,110
40	0.7813	0.7413	0.0400	5.3%	0.0057	0.8%	42%	False	False	102,007
60	0.7921	0.7413	0.0508	6.7%	0.0059	0.8%	33%	False	False	88,021
80	0.8111	0.7413	0.0698	9.2%	0.0063	0.8%	24%	False	False	66,114
100	0.8130	0.7413	0.0717	9.5%	0.0062	0.8%	23%	False	False	52,918
120	0.8130	0.7413	0.0717	9.5%	0.0056	0.7%	23%	False	False	44,100

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	0.7758
2.618	0.7691
1.618	0.7650
1.000	0.7625
0.618	0.7609
HIGH	0.7584
0.618	0.7568
0.500	0.7564
0.382	0.7559
LOW	0.7543
0.618	0.7518
1.000	0.7502
1.618	0.7477
2.618	0.7436
4.250	0.7369

Fisher Pivots for day following 24-May-2018
Pivot	1 day	3 day
R1	0.7574	0.7574
PP	0.7569	0.7570
S1	0.7564	0.7565

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

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