CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 27-Feb-2019

Day Change Summary
	Previous	Current
	26-Feb-2019	27-Feb-2019	Change	Change %	Previous Week
Open	0.7182	0.7210	0.0028	0.4%	0.7149
High	0.7205	0.7210	0.0005	0.1%	0.7217
Low	0.7154	0.7139	-0.0015	-0.2%	0.7084
Close	0.7205	0.7152	-0.0053	-0.7%	0.7146
Range	0.0051	0.0071	0.0020	39.2%	0.0133
ATR	0.0058	0.0059	0.0001	1.7%	0.0000
Volume	4,588	485	-4,103	-89.4%	5,228

Daily Pivots for day following 27-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7380	0.7337	0.7191
R3	0.7309	0.7266	0.7172
R2	0.7238	0.7238	0.7165
R1	0.7195	0.7195	0.7159	0.7181
PP	0.7167	0.7167	0.7167	0.7160
S1	0.7124	0.7124	0.7145	0.7110
S2	0.7096	0.7096	0.7139
S3	0.7025	0.7053	0.7132
S4	0.6954	0.6982	0.7113

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7480	0.7219
R3	0.7415	0.7347	0.7183
R2	0.7282	0.7282	0.7170
R1	0.7214	0.7214	0.7158	0.7182
PP	0.7149	0.7149	0.7149	0.7133
S1	0.7081	0.7081	0.7134	0.7049
S2	0.7016	0.7016	0.7122
S3	0.6883	0.6948	0.7109
S4	0.6750	0.6815	0.7073

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%	0.0073	1.0%	51%	False	False	1,559
10	0.7217	0.7084	0.0133	1.9%	0.0063	0.9%	51%	False	False	1,232
20	0.7307	0.7074	0.0233	3.3%	0.0060	0.8%	33%	False	False	721
40	0.7307	0.6861	0.0446	6.2%	0.0056	0.8%	65%	False	False	398
60	0.7410	0.6861	0.0549	7.7%	0.0049	0.7%	53%	False	False	278
80	0.7410	0.6861	0.0549	7.7%	0.0042	0.6%	53%	False	False	211
100	0.7410	0.6861	0.0549	7.7%	0.0036	0.5%	53%	False	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7512
2.618	0.7396
1.618	0.7325
1.000	0.7281
0.618	0.7254
HIGH	0.7210
0.618	0.7183
0.500	0.7175
0.382	0.7166
LOW	0.7139
0.618	0.7095
1.000	0.7068
1.618	0.7024
2.618	0.6953
4.250	0.6837

Fisher Pivots for day following 27-Feb-2019
Pivot	1 day	3 day
R1	0.7175	0.7175
PP	0.7167	0.7167
S1	0.7160	0.7160

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

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