CME Australian Dollar Future June 2018

Trading Metrics calculated at close of trading on 18-Jun-2018

Day Change Summary
	Previous	Current
	15-Jun-2018	18-Jun-2018	Change	Change %	Previous Week
Open	0.7474	0.7441	-0.0033	-0.4%	0.7593
High	0.7480	0.7454	-0.0026	-0.3%	0.7624
Low	0.7439	0.7426	-0.0013	-0.2%	0.7439
Close	0.7449	0.7431	-0.0018	-0.2%	0.7449
Range	0.0041	0.0028	-0.0013	-31.7%	0.0185
ATR	0.0065	0.0062	-0.0003	-4.0%	0.0000
Volume	30,190	1,464	-28,726	-95.2%	459,671

Daily Pivots for day following 18-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7521	0.7504	0.7446
R3	0.7493	0.7476	0.7439
R2	0.7465	0.7465	0.7436
R1	0.7448	0.7448	0.7434	0.7443
PP	0.7437	0.7437	0.7437	0.7434
S1	0.7420	0.7420	0.7428	0.7414
S2	0.7409	0.7409	0.7426
S3	0.7381	0.7392	0.7423
S4	0.7353	0.7364	0.7416

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8059	0.7939	0.7551
R3	0.7874	0.7754	0.7500
R2	0.7689	0.7689	0.7483
R1	0.7569	0.7569	0.7466	0.7537
PP	0.7504	0.7504	0.7504	0.7488
S1	0.7384	0.7384	0.7432	0.7352
S2	0.7319	0.7319	0.7415
S3	0.7134	0.7199	0.7398
S4	0.6949	0.7014	0.7347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7624	0.7426	0.0198	2.7%	0.0063	0.8%	3%	False	True	80,012
10	0.7678	0.7426	0.0252	3.4%	0.0060	0.8%	2%	False	True	87,679
20	0.7678	0.7426	0.0252	3.4%	0.0063	0.9%	2%	False	True	102,048
40	0.7683	0.7413	0.0270	3.6%	0.0062	0.8%	7%	False	False	106,970
60	0.7813	0.7413	0.0400	5.4%	0.0059	0.8%	5%	False	False	100,831
80	0.7921	0.7413	0.0508	6.8%	0.0060	0.8%	4%	False	False	85,619
100	0.8130	0.7413	0.0717	9.6%	0.0064	0.9%	3%	False	False	68,564
120	0.8130	0.7413	0.0717	9.6%	0.0061	0.8%	3%	False	False	57,147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	0.7573
2.618	0.7527
1.618	0.7499
1.000	0.7482
0.618	0.7471
HIGH	0.7454
0.618	0.7443
0.500	0.7440
0.382	0.7437
LOW	0.7426
0.618	0.7409
1.000	0.7398
1.618	0.7381
2.618	0.7353
4.250	0.7307

Fisher Pivots for day following 18-Jun-2018
Pivot	1 day	3 day
R1	0.7440	0.7505
PP	0.7437	0.7480
S1	0.7434	0.7456

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

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