CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 29-May-2018

Day Change Summary
	Previous	Current
	25-May-2018	29-May-2018	Change	Change %	Previous Week
Open	0.7578	0.7560	-0.0018	-0.2%	0.7529
High	0.7591	0.7581	-0.0010	-0.1%	0.7607
Low	0.7543	0.7499	-0.0044	-0.6%	0.7504
Close	0.7556	0.7502	-0.0054	-0.7%	0.7556
Range	0.0048	0.0082	0.0034	70.8%	0.0103
ATR	0.0058	0.0060	0.0002	2.9%	0.0000
Volume	85,082	152,428	67,346	79.2%	560,260

Daily Pivots for day following 29-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7720	0.7547
R3	0.7691	0.7638	0.7525
R2	0.7609	0.7609	0.7517
R1	0.7556	0.7556	0.7510	0.7542
PP	0.7527	0.7527	0.7527	0.7520
S1	0.7474	0.7474	0.7494	0.7460
S2	0.7445	0.7445	0.7487
S3	0.7363	0.7392	0.7479
S4	0.7281	0.7310	0.7457

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	0.7499	0.0108	1.4%	0.0054	0.7%	3%	False	True	118,673
10	0.7607	0.7448	0.0159	2.1%	0.0061	0.8%	34%	False	False	116,437
20	0.7607	0.7413	0.0194	2.6%	0.0062	0.8%	46%	False	False	115,801
40	0.7813	0.7413	0.0400	5.3%	0.0058	0.8%	22%	False	False	104,769
60	0.7921	0.7413	0.0508	6.8%	0.0060	0.8%	18%	False	False	91,940
80	0.8039	0.7413	0.0626	8.3%	0.0063	0.8%	14%	False	False	69,074
100	0.8130	0.7413	0.0717	9.6%	0.0062	0.8%	12%	False	False	55,290
120	0.8130	0.7413	0.0717	9.6%	0.0057	0.8%	12%	False	False	46,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7930
2.618	0.7796
1.618	0.7714
1.000	0.7663
0.618	0.7632
HIGH	0.7581
0.618	0.7550
0.500	0.7540
0.382	0.7530
LOW	0.7499
0.618	0.7448
1.000	0.7417
1.618	0.7366
2.618	0.7284
4.250	0.7151

Fisher Pivots for day following 29-May-2018
Pivot	1 day	3 day
R1	0.7540	0.7545
PP	0.7527	0.7531
S1	0.7515	0.7516

Download as Excel Spreadsheet

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

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