CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 07-Mar-2019

Day Change Summary
	Previous	Current
	06-Mar-2019	07-Mar-2019	Change	Change %	Previous Week
Open	0.7092	0.7037	-0.0055	-0.8%	0.7161
High	0.7102	0.7060	-0.0042	-0.6%	0.7210
Low	0.7032	0.7015	-0.0017	-0.2%	0.7084
Close	0.7037	0.7021	-0.0016	-0.2%	0.7084
Range	0.0070	0.0045	-0.0025	-35.7%	0.0126
ATR	0.0056	0.0055	-0.0001	-1.4%	0.0000
Volume	2,795	12,433	9,638	344.8%	7,044

Daily Pivots for day following 07-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7167	0.7139	0.7046
R3	0.7122	0.7094	0.7033
R2	0.7077	0.7077	0.7029
R1	0.7049	0.7049	0.7025	0.7041
PP	0.7032	0.7032	0.7032	0.7028
S1	0.7004	0.7004	0.7017	0.6996
S2	0.6987	0.6987	0.7013
S3	0.6942	0.6959	0.7009
S4	0.6897	0.6914	0.6996

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	0.7130	0.7015	0.0115	1.6%	0.0046	0.7%	5%	False	True	3,713
10	0.7210	0.7015	0.0195	2.8%	0.0052	0.7%	3%	False	True	2,625
20	0.7217	0.7015	0.0202	2.9%	0.0053	0.8%	3%	False	True	1,656
40	0.7307	0.7015	0.0292	4.2%	0.0053	0.8%	2%	False	True	869
60	0.7307	0.6861	0.0446	6.4%	0.0051	0.7%	36%	False	False	599
80	0.7410	0.6861	0.0549	7.8%	0.0044	0.6%	29%	False	False	452
100	0.7410	0.6861	0.0549	7.8%	0.0038	0.5%	29%	False	False	362
120	0.7410	0.6861	0.0549	7.8%	0.0033	0.5%	29%	False	False	302

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7251
2.618	0.7178
1.618	0.7133
1.000	0.7105
0.618	0.7088
HIGH	0.7060
0.618	0.7043
0.500	0.7038
0.382	0.7032
LOW	0.7015
0.618	0.6987
1.000	0.6970
1.618	0.6942
2.618	0.6897
4.250	0.6824

Fisher Pivots for day following 07-Mar-2019
Pivot	1 day	3 day
R1	0.7038	0.7061
PP	0.7032	0.7048
S1	0.7027	0.7034

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

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