CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 25-May-2018

Day Change Summary
	Previous	Current
	24-May-2018	25-May-2018	Change	Change %	Previous Week
Open	0.7568	0.7578	0.0010	0.1%	0.7529
High	0.7584	0.7591	0.0007	0.1%	0.7607
Low	0.7543	0.7543	0.0000	0.0%	0.7504
Close	0.7579	0.7556	-0.0023	-0.3%	0.7556
Range	0.0041	0.0048	0.0007	17.1%	0.0103
ATR	0.0059	0.0058	-0.0001	-1.3%	0.0000
Volume	102,328	85,082	-17,246	-16.9%	560,260

Daily Pivots for day following 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7707	0.7680	0.7582
R3	0.7659	0.7632	0.7569
R2	0.7611	0.7611	0.7565
R1	0.7584	0.7584	0.7560	0.7574
PP	0.7563	0.7563	0.7563	0.7558
S1	0.7536	0.7536	0.7552	0.7526
S2	0.7515	0.7515	0.7547
S3	0.7467	0.7488	0.7543
S4	0.7419	0.7440	0.7530

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7865	0.7813	0.7613
R3	0.7762	0.7710	0.7584
R2	0.7659	0.7659	0.7575
R1	0.7607	0.7607	0.7565	0.7633
PP	0.7556	0.7556	0.7556	0.7569
S1	0.7504	0.7504	0.7547	0.7530
S2	0.7453	0.7453	0.7537
S3	0.7350	0.7401	0.7528
S4	0.7247	0.7298	0.7499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7607	0.7504	0.0103	1.4%	0.0055	0.7%	50%	False	False	112,052
10	0.7607	0.7448	0.0159	2.1%	0.0057	0.8%	68%	False	False	109,275
20	0.7607	0.7413	0.0194	2.6%	0.0061	0.8%	74%	False	False	112,884
40	0.7813	0.7413	0.0400	5.3%	0.0057	0.8%	36%	False	False	102,076
60	0.7921	0.7413	0.0508	6.7%	0.0059	0.8%	28%	False	False	89,421
80	0.8064	0.7413	0.0651	8.6%	0.0063	0.8%	22%	False	False	67,172
100	0.8130	0.7413	0.0717	9.5%	0.0062	0.8%	20%	False	False	53,768
120	0.8130	0.7413	0.0717	9.5%	0.0056	0.7%	20%	False	False	44,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7795
2.618	0.7717
1.618	0.7669
1.000	0.7639
0.618	0.7621
HIGH	0.7591
0.618	0.7573
0.500	0.7567
0.382	0.7561
LOW	0.7543
0.618	0.7513
1.000	0.7495
1.618	0.7465
2.618	0.7417
4.250	0.7339

Fisher Pivots for day following 25-May-2018
Pivot	1 day	3 day
R1	0.7567	0.7557
PP	0.7563	0.7557
S1	0.7560	0.7556

Download as Excel Spreadsheet

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

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