CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	0.7571	0.7650	0.0079	1.0%	0.7560
High	0.7667	0.7657	-0.0010	-0.1%	0.7593
Low	0.7561	0.7595	0.0034	0.4%	0.7477
Close	0.7654	0.7615	-0.0039	-0.5%	0.7570
Range	0.0106	0.0062	-0.0044	-41.5%	0.0116
ATR	0.0065	0.0065	0.0000	-0.3%	0.0000
Volume	113,616	116,493	2,877	2.5%	490,295

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7808	0.7774	0.7649
R3	0.7746	0.7712	0.7632
R2	0.7684	0.7684	0.7626
R1	0.7650	0.7650	0.7621	0.7636
PP	0.7622	0.7622	0.7622	0.7616
S1	0.7588	0.7588	0.7609	0.7574
S2	0.7560	0.7560	0.7604
S3	0.7498	0.7526	0.7598
S4	0.7436	0.7464	0.7581

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%	0.0075	1.0%	73%	False	False	113,595
10	0.7667	0.7477	0.0190	2.5%	0.0065	0.8%	73%	False	False	116,134
20	0.7667	0.7413	0.0254	3.3%	0.0065	0.9%	80%	False	False	114,470
40	0.7813	0.7413	0.0400	5.3%	0.0061	0.8%	51%	False	False	107,863
60	0.7921	0.7413	0.0508	6.7%	0.0061	0.8%	40%	False	False	101,217
80	0.7986	0.7413	0.0573	7.5%	0.0062	0.8%	35%	False	False	76,147
100	0.8130	0.7413	0.0717	9.4%	0.0064	0.8%	28%	False	False	60,967
120	0.8130	0.7413	0.0717	9.4%	0.0058	0.8%	28%	False	False	50,812

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7921
2.618	0.7819
1.618	0.7757
1.000	0.7719
0.618	0.7695
HIGH	0.7657
0.618	0.7633
0.500	0.7626
0.382	0.7619
LOW	0.7595
0.618	0.7557
1.000	0.7533
1.618	0.7495
2.618	0.7433
4.250	0.7332

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	0.7626	0.7607
PP	0.7622	0.7599
S1	0.7619	0.7591

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

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