CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	0.7568	0.7571	0.0003	0.0%	0.7560
High	0.7574	0.7667	0.0093	1.2%	0.7593
Low	0.7514	0.7561	0.0047	0.6%	0.7477
Close	0.7570	0.7654	0.0084	1.1%	0.7570
Range	0.0060	0.0106	0.0046	76.7%	0.0116
ATR	0.0062	0.0065	0.0003	5.2%	0.0000
Volume	93,695	113,616	19,921	21.3%	490,295

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7906	0.7712
R3	0.7839	0.7800	0.7683
R2	0.7733	0.7733	0.7673
R1	0.7694	0.7694	0.7664	0.7714
PP	0.7627	0.7627	0.7627	0.7637
S1	0.7588	0.7588	0.7644	0.7608
S2	0.7521	0.7521	0.7635
S3	0.7415	0.7482	0.7625
S4	0.7309	0.7376	0.7596

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	0.7667	0.7477	0.0190	2.5%	0.0079	1.0%	93%	True	False	120,782
10	0.7667	0.7477	0.0190	2.5%	0.0067	0.9%	93%	True	False	116,417
20	0.7667	0.7413	0.0254	3.3%	0.0065	0.8%	95%	True	False	112,654
40	0.7813	0.7413	0.0400	5.2%	0.0061	0.8%	60%	False	False	107,082
60	0.7921	0.7413	0.0508	6.6%	0.0061	0.8%	47%	False	False	99,363
80	0.7986	0.7413	0.0573	7.5%	0.0062	0.8%	42%	False	False	74,701
100	0.8130	0.7413	0.0717	9.4%	0.0064	0.8%	34%	False	False	59,805
120	0.8130	0.7413	0.0717	9.4%	0.0058	0.8%	34%	False	False	49,841

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8118
2.618	0.7945
1.618	0.7839
1.000	0.7773
0.618	0.7733
HIGH	0.7667
0.618	0.7627
0.500	0.7614
0.382	0.7601
LOW	0.7561
0.618	0.7495
1.000	0.7455
1.618	0.7389
2.618	0.7283
4.250	0.7111

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	0.7641	0.7633
PP	0.7627	0.7612
S1	0.7614	0.7591

Download as Excel Spreadsheet

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

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