CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 12-Jun-2018

Day Change Summary
	Previous	Current
	11-Jun-2018	12-Jun-2018	Change	Change %	Previous Week
Open	0.7593	0.7607	0.0014	0.2%	0.7571
High	0.7622	0.7624	0.0002	0.0%	0.7678
Low	0.7592	0.7566	-0.0026	-0.3%	0.7561
Close	0.7605	0.7571	-0.0034	-0.4%	0.7601
Range	0.0030	0.0058	0.0028	93.3%	0.0117
ATR	0.0062	0.0062	0.0000	-0.4%	0.0000
Volume	61,072	88,941	27,869	45.6%	529,272

Daily Pivots for day following 12-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7724	0.7603
R3	0.7703	0.7666	0.7587
R2	0.7645	0.7645	0.7582
R1	0.7608	0.7608	0.7576	0.7598
PP	0.7587	0.7587	0.7587	0.7582
S1	0.7550	0.7550	0.7566	0.7540
S2	0.7529	0.7529	0.7560
S3	0.7471	0.7492	0.7555
S4	0.7413	0.7434	0.7539

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7964	0.7900	0.7665
R3	0.7847	0.7783	0.7633
R2	0.7730	0.7730	0.7622
R1	0.7666	0.7666	0.7612	0.7698
PP	0.7613	0.7613	0.7613	0.7630
S1	0.7549	0.7549	0.7590	0.7581
S2	0.7496	0.7496	0.7580
S3	0.7379	0.7432	0.7569
S4	0.7262	0.7315	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7678	0.7561	0.0117	1.5%	0.0055	0.7%	9%	False	False	89,835
10	0.7678	0.7477	0.0201	2.7%	0.0065	0.9%	47%	False	False	101,715
20	0.7678	0.7448	0.0230	3.0%	0.0063	0.8%	53%	False	False	109,076
40	0.7813	0.7413	0.0400	5.3%	0.0062	0.8%	40%	False	False	108,718
60	0.7813	0.7413	0.0400	5.3%	0.0060	0.8%	40%	False	False	103,833
80	0.7986	0.7413	0.0573	7.6%	0.0061	0.8%	28%	False	False	81,742
100	0.8130	0.7413	0.0717	9.5%	0.0064	0.8%	22%	False	False	65,457
120	0.8130	0.7413	0.0717	9.5%	0.0060	0.8%	22%	False	False	54,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7776
1.618	0.7718
1.000	0.7682
0.618	0.7660
HIGH	0.7624
0.618	0.7602
0.500	0.7595
0.382	0.7588
LOW	0.7566
0.618	0.7530
1.000	0.7508
1.618	0.7472
2.618	0.7414
4.250	0.7320

Fisher Pivots for day following 12-Jun-2018
Pivot	1 day	3 day
R1	0.7595	0.7595
PP	0.7587	0.7587
S1	0.7579	0.7579

Download as Excel Spreadsheet

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

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