CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 21-Feb-2019

Day Change Summary
	Previous	Current
	20-Feb-2019	21-Feb-2019	Change	Change %	Previous Week
Open	0.7174	0.7178	0.0004	0.1%	0.7105
High	0.7193	0.7217	0.0024	0.3%	0.7159
Low	0.7155	0.7084	-0.0071	-1.0%	0.7074
Close	0.7185	0.7092	-0.0093	-1.3%	0.7152
Range	0.0038	0.0133	0.0095	250.0%	0.0085
ATR	0.0052	0.0058	0.0006	11.0%	0.0000
Volume	321	871	550	171.3%	2,272

Daily Pivots for day following 21-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7444	0.7165
R3	0.7397	0.7311	0.7129
R2	0.7264	0.7264	0.7116
R1	0.7178	0.7178	0.7104	0.7155
PP	0.7131	0.7131	0.7131	0.7119
S1	0.7045	0.7045	0.7080	0.7022
S2	0.6998	0.6998	0.7068
S3	0.6865	0.6912	0.7055
S4	0.6732	0.6779	0.7019

Weekly Pivots for week ending 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7383	0.7353	0.7199
R3	0.7298	0.7268	0.7175
R2	0.7213	0.7213	0.7168
R1	0.7183	0.7183	0.7160	0.7198
PP	0.7128	0.7128	0.7128	0.7136
S1	0.7098	0.7098	0.7144	0.7113
S2	0.7043	0.7043	0.7136
S3	0.6958	0.7013	0.7129
S4	0.6873	0.6928	0.7105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7217	0.7084	0.0133	1.9%	0.0071	1.0%	6%	True	True	1,021
10	0.7217	0.7074	0.0143	2.0%	0.0053	0.8%	13%	True	False	687
20	0.7307	0.7074	0.0233	3.3%	0.0060	0.8%	8%	False	False	388
40	0.7307	0.6861	0.0446	6.3%	0.0053	0.8%	52%	False	False	233
60	0.7410	0.6861	0.0549	7.7%	0.0046	0.7%	42%	False	False	164
80	0.7410	0.6861	0.0549	7.7%	0.0040	0.6%	42%	False	False	125
100	0.7410	0.6861	0.0549	7.7%	0.0034	0.5%	42%	False	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7782
2.618	0.7565
1.618	0.7432
1.000	0.7350
0.618	0.7299
HIGH	0.7217
0.618	0.7166
0.500	0.7151
0.382	0.7135
LOW	0.7084
0.618	0.7002
1.000	0.6951
1.618	0.6869
2.618	0.6736
4.250	0.6519

Fisher Pivots for day following 21-Feb-2019
Pivot	1 day	3 day
R1	0.7151	0.7151
PP	0.7131	0.7131
S1	0.7112	0.7112

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

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