CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 27-Sep-2018

Day Change Summary
	Previous	Current
	26-Sep-2018	27-Sep-2018	Change	Change %	Previous Week
Open	0.7299	0.7254	-0.0045	-0.6%	0.7206
High	0.7299	0.7254	-0.0045	-0.6%	0.7313
Low	0.7299	0.7235	-0.0064	-0.9%	0.7202
Close	0.7299	0.7235	-0.0064	-0.9%	0.7305
Range	0.0000	0.0019	0.0019		0.0111
ATR
Volume	0	3	3		8

Daily Pivots for day following 27-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7298	0.7286	0.7245
R3	0.7279	0.7267	0.7240
R2	0.7260	0.7260	0.7238
R1	0.7248	0.7248	0.7237	0.7245
PP	0.7241	0.7241	0.7241	0.7240
S1	0.7229	0.7229	0.7233	0.7226
S2	0.7222	0.7222	0.7232
S3	0.7203	0.7210	0.7230
S4	0.7184	0.7191	0.7225

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7567	0.7366
R3	0.7495	0.7456	0.7336
R2	0.7384	0.7384	0.7325
R1	0.7345	0.7345	0.7315	0.7364
PP	0.7273	0.7273	0.7273	0.7283
S1	0.7234	0.7234	0.7295	0.7254
S2	0.7162	0.7162	0.7285
S3	0.7051	0.7123	0.7274
S4	0.6940	0.7012	0.7244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7311	0.7235	0.0076	1.1%	0.0005	0.1%	0%	False	True	1
10	0.7313	0.7187	0.0126	1.7%	0.0006	0.1%	38%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7335
2.618	0.7304
1.618	0.7285
1.000	0.7273
0.618	0.7266
HIGH	0.7254
0.618	0.7247
0.500	0.7245
0.382	0.7242
LOW	0.7235
0.618	0.7223
1.000	0.7216
1.618	0.7204
2.618	0.7185
4.250	0.7154

Fisher Pivots for day following 27-Sep-2018
Pivot	1 day	3 day
R1	0.7245	0.7267
PP	0.7241	0.7256
S1	0.7238	0.7246

Download as Excel Spreadsheet

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

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