CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	0.7080	0.7091	0.0011	0.2%	0.7109
High	0.7101	0.7108	0.0007	0.1%	0.7118
Low	0.7068	0.7059	-0.0009	-0.1%	0.7014
Close	0.7097	0.7099	0.0002	0.0%	0.7057
Range	0.0033	0.0049	0.0016	48.5%	0.0104
ATR	0.0053	0.0053	0.0000	-0.5%	0.0000
Volume	34,252	86,293	52,041	151.9%	31,136

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7236	0.7216	0.7126
R3	0.7187	0.7167	0.7112
R2	0.7138	0.7138	0.7108
R1	0.7118	0.7118	0.7103	0.7128
PP	0.7089	0.7089	0.7089	0.7094
S1	0.7069	0.7069	0.7095	0.7079
S2	0.7040	0.7040	0.7090
S3	0.6991	0.7020	0.7086
S4	0.6942	0.6971	0.7072

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	0.7108	0.7014	0.0094	1.3%	0.0045	0.6%	90%	True	False	34,383
10	0.7165	0.7014	0.0151	2.1%	0.0047	0.7%	56%	False	False	17,880
20	0.7217	0.7014	0.0203	2.9%	0.0055	0.8%	42%	False	False	9,556
40	0.7307	0.7014	0.0293	4.1%	0.0054	0.8%	29%	False	False	4,848
60	0.7307	0.6861	0.0446	6.3%	0.0052	0.7%	53%	False	False	3,253
80	0.7410	0.6861	0.0549	7.7%	0.0046	0.6%	43%	False	False	2,445
100	0.7410	0.6861	0.0549	7.7%	0.0040	0.6%	43%	False	False	1,957
120	0.7410	0.6861	0.0549	7.7%	0.0034	0.5%	43%	False	False	1,631

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	0.7316
2.618	0.7236
1.618	0.7187
1.000	0.7157
0.618	0.7138
HIGH	0.7108
0.618	0.7089
0.500	0.7084
0.382	0.7078
LOW	0.7059
0.618	0.7029
1.000	0.7010
1.618	0.6980
2.618	0.6931
4.250	0.6851

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.7094	0.7090
PP	0.7089	0.7081
S1	0.7084	0.7073

Download as Excel Spreadsheet

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

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