CME Australian Dollar Future September 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	0.7478	0.7441	-0.0037	-0.5%	0.7599
High	0.7484	0.7457	-0.0027	-0.4%	0.7628
Low	0.7443	0.7416	-0.0027	-0.4%	0.7443
Close	0.7452	0.7418	-0.0034	-0.5%	0.7452
Range	0.0041	0.0041	0.0000	0.0%	0.0185
ATR	0.0062	0.0061	-0.0002	-2.4%	0.0000
Volume	109,895	81,750	-28,145	-25.6%	286,203

Daily Pivots for day following 18-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7527	0.7441
R3	0.7512	0.7486	0.7429
R2	0.7471	0.7471	0.7426
R1	0.7445	0.7445	0.7422	0.7438
PP	0.7430	0.7430	0.7430	0.7427
S1	0.7404	0.7404	0.7414	0.7396
S2	0.7389	0.7389	0.7410
S3	0.7348	0.7363	0.7407
S4	0.7307	0.7322	0.7395

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.7942	0.7554
R3	0.7878	0.7757	0.7503
R2	0.7693	0.7693	0.7486
R1	0.7572	0.7572	0.7469	0.7540
PP	0.7508	0.7508	0.7508	0.7492
S1	0.7387	0.7387	0.7435	0.7355
S2	0.7323	0.7323	0.7418
S3	0.7138	0.7202	0.7401
S4	0.6953	0.7017	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7628	0.7416	0.0212	2.9%	0.0065	0.9%	1%	False	True	70,740
10	0.7682	0.7416	0.0266	3.6%	0.0060	0.8%	1%	False	True	38,447
20	0.7682	0.7416	0.0266	3.6%	0.0062	0.8%	1%	False	True	19,722
40	0.7685	0.7416	0.0269	3.6%	0.0059	0.8%	1%	False	True	9,947
60	0.7814	0.7416	0.0398	5.4%	0.0054	0.7%	1%	False	True	6,653

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7631
2.618	0.7564
1.618	0.7523
1.000	0.7498
0.618	0.7482
HIGH	0.7457
0.618	0.7441
0.500	0.7437
0.382	0.7432
LOW	0.7416
0.618	0.7391
1.000	0.7375
1.618	0.7350
2.618	0.7309
4.250	0.7242

Fisher Pivots for day following 18-Jun-2018
Pivot	1 day	3 day
R1	0.7437	0.7502
PP	0.7430	0.7474
S1	0.7424	0.7446

Download as Excel Spreadsheet

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

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