CME Australian Dollar Future September 2018

Trading Metrics calculated at close of trading on 26-Jun-2018

Day Change Summary
	Previous	Current
	25-Jun-2018	26-Jun-2018	Change	Change %	Previous Week
Open	0.7442	0.7418	-0.0024	-0.3%	0.7441
High	0.7443	0.7425	-0.0018	-0.2%	0.7457
Low	0.7398	0.7382	-0.0016	-0.2%	0.7345
Close	0.7406	0.7396	-0.0010	-0.1%	0.7440
Range	0.0045	0.0043	-0.0002	-4.4%	0.0112
ATR	0.0059	0.0058	-0.0001	-2.0%	0.0000
Volume	96,007	91,483	-4,524	-4.7%	519,643

Daily Pivots for day following 26-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7506	0.7420
R3	0.7487	0.7463	0.7408
R2	0.7444	0.7444	0.7404
R1	0.7420	0.7420	0.7400	0.7411
PP	0.7401	0.7401	0.7401	0.7396
S1	0.7377	0.7377	0.7392	0.7368
S2	0.7358	0.7358	0.7388
S3	0.7315	0.7334	0.7384
S4	0.7272	0.7291	0.7372

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7750	0.7707	0.7502
R3	0.7638	0.7595	0.7471
R2	0.7526	0.7526	0.7461
R1	0.7483	0.7483	0.7450	0.7449
PP	0.7414	0.7414	0.7414	0.7397
S1	0.7371	0.7371	0.7430	0.7337
S2	0.7302	0.7302	0.7419
S3	0.7190	0.7259	0.7409
S4	0.7078	0.7147	0.7378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7444	0.7345	0.0099	1.3%	0.0050	0.7%	52%	False	False	99,820
10	0.7612	0.7345	0.0267	3.6%	0.0060	0.8%	19%	False	False	95,882
20	0.7682	0.7345	0.0337	4.6%	0.0062	0.8%	15%	False	False	50,779
40	0.7682	0.7345	0.0337	4.6%	0.0060	0.8%	15%	False	False	25,552
60	0.7814	0.7345	0.0469	6.3%	0.0055	0.7%	11%	False	False	17,070
80	0.7905	0.7345	0.0560	7.6%	0.0052	0.7%	9%	False	False	12,811

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7608
2.618	0.7538
1.618	0.7495
1.000	0.7468
0.618	0.7452
HIGH	0.7425
0.618	0.7409
0.500	0.7404
0.382	0.7398
LOW	0.7382
0.618	0.7355
1.000	0.7339
1.618	0.7312
2.618	0.7269
4.250	0.7199

Fisher Pivots for day following 26-Jun-2018
Pivot	1 day	3 day
R1	0.7404	0.7410
PP	0.7401	0.7405
S1	0.7399	0.7401

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

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