CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 06-Jun-2018

Day Change Summary
	Previous	Current
	05-Jun-2018	06-Jun-2018	Change	Change %	Previous Week
Open	0.7650	0.7617	-0.0033	-0.4%	0.7560
High	0.7657	0.7678	0.0021	0.3%	0.7593
Low	0.7595	0.7616	0.0021	0.3%	0.7477
Close	0.7615	0.7665	0.0050	0.7%	0.7570
Range	0.0062	0.0062	0.0000	0.0%	0.0116
ATR	0.0065	0.0064	0.0000	-0.2%	0.0000
Volume	116,493	100,595	-15,898	-13.6%	490,295

Daily Pivots for day following 06-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7839	0.7814	0.7699
R3	0.7777	0.7752	0.7682
R2	0.7715	0.7715	0.7676
R1	0.7690	0.7690	0.7671	0.7703
PP	0.7653	0.7653	0.7653	0.7659
S1	0.7628	0.7628	0.7659	0.7641
S2	0.7591	0.7591	0.7654
S3	0.7529	0.7566	0.7648
S4	0.7467	0.7504	0.7631

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	0.7678	0.7514	0.0164	2.1%	0.0066	0.9%	92%	True	False	107,018
10	0.7678	0.7477	0.0201	2.6%	0.0067	0.9%	94%	True	False	115,763
20	0.7678	0.7413	0.0265	3.5%	0.0064	0.8%	95%	True	False	112,366
40	0.7813	0.7413	0.0400	5.2%	0.0061	0.8%	63%	False	False	107,684
60	0.7921	0.7413	0.0508	6.6%	0.0061	0.8%	50%	False	False	102,622
80	0.7986	0.7413	0.0573	7.5%	0.0062	0.8%	44%	False	False	77,400
100	0.8130	0.7413	0.0717	9.4%	0.0064	0.8%	35%	False	False	61,973
120	0.8130	0.7413	0.0717	9.4%	0.0058	0.8%	35%	False	False	51,650

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013

Fibonacci Retracements and Extensions
4.250	0.7942
2.618	0.7840
1.618	0.7778
1.000	0.7740
0.618	0.7716
HIGH	0.7678
0.618	0.7654
0.500	0.7647
0.382	0.7640
LOW	0.7616
0.618	0.7578
1.000	0.7554
1.618	0.7516
2.618	0.7454
4.250	0.7353

Fisher Pivots for day following 06-Jun-2018
Pivot	1 day	3 day
R1	0.7659	0.7650
PP	0.7653	0.7635
S1	0.7647	0.7620

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

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