CME Australian Dollar Future December 2018

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	0.7401	0.7354	-0.0047	-0.6%	0.7405
High	0.7407	0.7406	-0.0001	0.0%	0.7426
Low	0.7323	0.7326	0.0003	0.0%	0.7330
Close	0.7330	0.7378	0.0048	0.7%	0.7403
Range	0.0084	0.0080	-0.0004	-4.8%	0.0096
ATR	0.0050	0.0052	0.0002	4.3%	0.0000
Volume	44	10	-34	-77.3%	24

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7610	0.7574	0.7422
R3	0.7530	0.7494	0.7400
R2	0.7450	0.7450	0.7393
R1	0.7414	0.7414	0.7385	0.7432
PP	0.7370	0.7370	0.7370	0.7379
S1	0.7334	0.7334	0.7371	0.7352
S2	0.7290	0.7290	0.7363
S3	0.7210	0.7254	0.7356
S4	0.7130	0.7174	0.7334

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7635	0.7456
R3	0.7578	0.7539	0.7429
R2	0.7482	0.7482	0.7421
R1	0.7443	0.7443	0.7412	0.7415
PP	0.7386	0.7386	0.7386	0.7372
S1	0.7347	0.7347	0.7394	0.7319
S2	0.7290	0.7290	0.7385
S3	0.7194	0.7251	0.7377
S4	0.7098	0.7155	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7410	0.7323	0.0087	1.2%	0.0066	0.9%	63%	False	False	14
10	0.7445	0.7323	0.0122	1.7%	0.0051	0.7%	45%	False	False	12
20	0.7680	0.7323	0.0357	4.8%	0.0049	0.7%	15%	False	False	18
40	0.7680	0.7323	0.0357	4.8%	0.0034	0.5%	15%	False	False	10
60	0.7800	0.7323	0.0477	6.5%	0.0028	0.4%	12%	False	False	8
80	0.7902	0.7323	0.0579	7.8%	0.0026	0.4%	9%	False	False	8
100	0.7961	0.7323	0.0638	8.6%	0.0026	0.3%	9%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7746
2.618	0.7615
1.618	0.7535
1.000	0.7486
0.618	0.7455
HIGH	0.7406
0.618	0.7375
0.500	0.7366
0.382	0.7357
LOW	0.7326
0.618	0.7277
1.000	0.7246
1.618	0.7197
2.618	0.7117
4.250	0.6986

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	0.7374	0.7374
PP	0.7370	0.7370
S1	0.7366	0.7367

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

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