CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 19-Mar-2019

Day Change Summary
	Previous	Current
	18-Mar-2019	19-Mar-2019	Change	Change %	Previous Week
Open	0.7094	0.7110	0.0016	0.2%	0.7044
High	0.7129	0.7121	-0.0008	-0.1%	0.7108
Low	0.7088	0.7095	0.0007	0.1%	0.7037
Close	0.7109	0.7100	-0.0009	-0.1%	0.7095
Range	0.0041	0.0026	-0.0015	-36.6%	0.0071
ATR	0.0051	0.0049	-0.0002	-3.5%	0.0000
Volume	68,268	68,170	-98	-0.1%	288,664

Daily Pivots for day following 19-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7183	0.7168	0.7114
R3	0.7157	0.7142	0.7107
R2	0.7131	0.7131	0.7105
R1	0.7116	0.7116	0.7102	0.7111
PP	0.7105	0.7105	0.7105	0.7103
S1	0.7090	0.7090	0.7098	0.7085
S2	0.7079	0.7079	0.7095
S3	0.7053	0.7064	0.7093
S4	0.7027	0.7038	0.7086

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7293	0.7265	0.7134
R3	0.7222	0.7194	0.7115
R2	0.7151	0.7151	0.7108
R1	0.7123	0.7123	0.7102	0.7137
PP	0.7080	0.7080	0.7080	0.7087
S1	0.7052	0.7052	0.7088	0.7066
S2	0.7009	0.7009	0.7082
S3	0.6938	0.6981	0.7075
S4	0.6867	0.6910	0.7056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7129	0.7052	0.0077	1.1%	0.0041	0.6%	62%	False	False	73,044
10	0.7129	0.7014	0.0115	1.6%	0.0045	0.6%	75%	False	False	45,363
20	0.7217	0.7014	0.0203	2.9%	0.0052	0.7%	42%	False	False	23,292
40	0.7307	0.7014	0.0293	4.1%	0.0053	0.7%	29%	False	False	11,812
60	0.7307	0.6861	0.0446	6.3%	0.0052	0.7%	54%	False	False	7,900
80	0.7410	0.6861	0.0549	7.7%	0.0046	0.6%	44%	False	False	5,932
100	0.7410	0.6861	0.0549	7.7%	0.0041	0.6%	44%	False	False	4,746
120	0.7410	0.6861	0.0549	7.7%	0.0035	0.5%	44%	False	False	3,955

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7232
2.618	0.7189
1.618	0.7163
1.000	0.7147
0.618	0.7137
HIGH	0.7121
0.618	0.7111
0.500	0.7108
0.382	0.7105
LOW	0.7095
0.618	0.7079
1.000	0.7069
1.618	0.7053
2.618	0.7027
4.250	0.6985

Fisher Pivots for day following 19-Mar-2019
Pivot	1 day	3 day
R1	0.7108	0.7101
PP	0.7105	0.7100
S1	0.7103	0.7100

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

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