CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 08-Mar-2019

Day Change Summary
	Previous	Current
	07-Mar-2019	08-Mar-2019	Change	Change %	Previous Week
Open	0.7037	0.7026	-0.0011	-0.2%	0.7109
High	0.7060	0.7062	0.0002	0.0%	0.7118
Low	0.7015	0.7014	-0.0001	0.0%	0.7014
Close	0.7021	0.7057	0.0036	0.5%	0.7057
Range	0.0045	0.0048	0.0003	6.7%	0.0104
ATR	0.0055	0.0055	-0.0001	-0.9%	0.0000
Volume	12,433	13,308	875	7.0%	31,136

Daily Pivots for day following 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7188	0.7171	0.7083
R3	0.7140	0.7123	0.7070
R2	0.7092	0.7092	0.7066
R1	0.7075	0.7075	0.7061	0.7084
PP	0.7044	0.7044	0.7044	0.7049
S1	0.7027	0.7027	0.7053	0.7036
S2	0.6996	0.6996	0.7048
S3	0.6948	0.6979	0.7044
S4	0.6900	0.6931	0.7031

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7375	0.7320	0.7114
R3	0.7271	0.7216	0.7086
R2	0.7167	0.7167	0.7076
R1	0.7112	0.7112	0.7067	0.7088
PP	0.7063	0.7063	0.7063	0.7051
S1	0.7008	0.7008	0.7047	0.6984
S2	0.6959	0.6959	0.7038
S3	0.6855	0.6904	0.7028
S4	0.6751	0.6800	0.7000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7118	0.7014	0.0104	1.5%	0.0046	0.7%	41%	False	True	6,227
10	0.7210	0.7014	0.0196	2.8%	0.0051	0.7%	22%	False	True	3,818
20	0.7217	0.7014	0.0203	2.9%	0.0054	0.8%	21%	False	True	2,295
40	0.7307	0.7014	0.0293	4.2%	0.0053	0.8%	15%	False	True	1,198
60	0.7307	0.6861	0.0446	6.3%	0.0051	0.7%	44%	False	False	820
80	0.7410	0.6861	0.0549	7.8%	0.0044	0.6%	36%	False	False	618
100	0.7410	0.6861	0.0549	7.8%	0.0039	0.5%	36%	False	False	495
120	0.7410	0.6861	0.0549	7.8%	0.0033	0.5%	36%	False	False	413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7266
2.618	0.7188
1.618	0.7140
1.000	0.7110
0.618	0.7092
HIGH	0.7062
0.618	0.7044
0.500	0.7038
0.382	0.7032
LOW	0.7014
0.618	0.6984
1.000	0.6966
1.618	0.6936
2.618	0.6888
4.250	0.6810

Fisher Pivots for day following 08-Mar-2019
Pivot	1 day	3 day
R1	0.7051	0.7058
PP	0.7044	0.7058
S1	0.7038	0.7057

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

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