CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 01-Mar-2019

Day Change Summary
	Previous	Current
	28-Feb-2019	01-Mar-2019	Change	Change %	Previous Week
Open	0.7165	0.7110	-0.0055	-0.8%	0.7161
High	0.7165	0.7130	-0.0035	-0.5%	0.7210
Low	0.7102	0.7084	-0.0018	-0.3%	0.7084
Close	0.7104	0.7084	-0.0020	-0.3%	0.7084
Range	0.0063	0.0046	-0.0017	-27.0%	0.0126
ATR	0.0059	0.0058	-0.0001	-1.6%	0.0000
Volume	758	740	-18	-2.4%	7,044

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7237	0.7207	0.7109
R3	0.7191	0.7161	0.7097
R2	0.7145	0.7145	0.7092
R1	0.7115	0.7115	0.7088	0.7107
PP	0.7099	0.7099	0.7099	0.7096
S1	0.7069	0.7069	0.7080	0.7061
S2	0.7053	0.7053	0.7076
S3	0.7007	0.7023	0.7071
S4	0.6961	0.6977	0.7059

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7504	0.7420	0.7153
R3	0.7378	0.7294	0.7119
R2	0.7252	0.7252	0.7107
R1	0.7168	0.7168	0.7096	0.7147
PP	0.7126	0.7126	0.7126	0.7116
S1	0.7042	0.7042	0.7072	0.7021
S2	0.7000	0.7000	0.7061
S3	0.6874	0.6916	0.7049
S4	0.6748	0.6790	0.7015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7210	0.7084	0.0126	1.8%	0.0056	0.8%	0%	False	True	1,408
10	0.7217	0.7084	0.0133	1.9%	0.0064	0.9%	0%	False	True	1,291
20	0.7291	0.7074	0.0217	3.1%	0.0057	0.8%	5%	False	False	790
40	0.7307	0.6861	0.0446	6.3%	0.0057	0.8%	50%	False	False	435
60	0.7395	0.6861	0.0534	7.5%	0.0049	0.7%	42%	False	False	302
80	0.7410	0.6861	0.0549	7.7%	0.0042	0.6%	41%	False	False	230
100	0.7410	0.6861	0.0549	7.7%	0.0037	0.5%	41%	False	False	184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7326
2.618	0.7250
1.618	0.7204
1.000	0.7176
0.618	0.7158
HIGH	0.7130
0.618	0.7112
0.500	0.7107
0.382	0.7102
LOW	0.7084
0.618	0.7056
1.000	0.7038
1.618	0.7010
2.618	0.6964
4.250	0.6889

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	0.7107	0.7147
PP	0.7099	0.7126
S1	0.7092	0.7105

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

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