CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	0.7576	0.7568	-0.0008	-0.1%	0.7560
High	0.7593	0.7574	-0.0019	-0.3%	0.7593
Low	0.7554	0.7514	-0.0040	-0.5%	0.7477
Close	0.7567	0.7570	0.0003	0.0%	0.7570
Range	0.0039	0.0060	0.0021	53.8%	0.0116
ATR	0.0062	0.0062	0.0000	-0.2%	0.0000
Volume	110,693	93,695	-16,998	-15.4%	490,295

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7711	0.7603
R3	0.7673	0.7651	0.7586
R2	0.7613	0.7613	0.7581
R1	0.7591	0.7591	0.7575	0.7602
PP	0.7553	0.7553	0.7553	0.7558
S1	0.7531	0.7531	0.7565	0.7542
S2	0.7493	0.7493	0.7559
S3	0.7433	0.7471	0.7554
S4	0.7373	0.7411	0.7537

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7848	0.7634
R3	0.7779	0.7732	0.7602
R2	0.7663	0.7663	0.7591
R1	0.7616	0.7616	0.7581	0.7640
PP	0.7547	0.7547	0.7547	0.7558
S1	0.7500	0.7500	0.7559	0.7524
S2	0.7431	0.7431	0.7549
S3	0.7315	0.7384	0.7538
S4	0.7199	0.7268	0.7506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7593	0.7477	0.0116	1.5%	0.0067	0.9%	80%	False	False	115,075
10	0.7607	0.7477	0.0130	1.7%	0.0060	0.8%	72%	False	False	113,821
20	0.7607	0.7413	0.0194	2.6%	0.0063	0.8%	81%	False	False	113,481
40	0.7813	0.7413	0.0400	5.3%	0.0059	0.8%	39%	False	False	106,676
60	0.7921	0.7413	0.0508	6.7%	0.0061	0.8%	31%	False	False	97,499
80	0.7986	0.7413	0.0573	7.6%	0.0062	0.8%	27%	False	False	73,282
100	0.8130	0.7413	0.0717	9.5%	0.0063	0.8%	22%	False	False	58,668
120	0.8130	0.7413	0.0717	9.5%	0.0057	0.8%	22%	False	False	48,894

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	0.7829
2.618	0.7731
1.618	0.7671
1.000	0.7634
0.618	0.7611
HIGH	0.7574
0.618	0.7551
0.500	0.7544
0.382	0.7537
LOW	0.7514
0.618	0.7477
1.000	0.7454
1.618	0.7417
2.618	0.7357
4.250	0.7259

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	0.7561	0.7558
PP	0.7553	0.7547
S1	0.7544	0.7535

Download as Excel Spreadsheet

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

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