CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 21-Mar-2019

Day Change Summary
	Previous	Current
	20-Mar-2019	21-Mar-2019	Change	Change %	Previous Week
Open	0.7099	0.7138	0.0039	0.5%	0.7044
High	0.7162	0.7179	0.0017	0.2%	0.7108
Low	0.7067	0.7100	0.0033	0.5%	0.7037
Close	0.7153	0.7116	-0.0037	-0.5%	0.7095
Range	0.0095	0.0079	-0.0016	-16.8%	0.0071
ATR	0.0052	0.0054	0.0002	3.6%	0.0000
Volume	112,278	132,236	19,958	17.8%	288,664

Daily Pivots for day following 21-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7369	0.7321	0.7159
R3	0.7290	0.7242	0.7138
R2	0.7211	0.7211	0.7130
R1	0.7163	0.7163	0.7123	0.7148
PP	0.7132	0.7132	0.7132	0.7124
S1	0.7084	0.7084	0.7109	0.7069
S2	0.7053	0.7053	0.7102
S3	0.6974	0.7005	0.7094
S4	0.6895	0.6926	0.7073

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	0.7179	0.7067	0.0112	1.6%	0.0055	0.8%	44%	True	False	92,800
10	0.7179	0.7014	0.0165	2.3%	0.0051	0.7%	62%	True	False	68,292
20	0.7210	0.7014	0.0196	2.8%	0.0052	0.7%	52%	False	False	35,458
40	0.7307	0.7014	0.0293	4.1%	0.0056	0.8%	35%	False	False	17,923
60	0.7307	0.6861	0.0446	6.3%	0.0053	0.7%	57%	False	False	11,975
80	0.7410	0.6861	0.0549	7.7%	0.0048	0.7%	46%	False	False	8,988
100	0.7410	0.6861	0.0549	7.7%	0.0043	0.6%	46%	False	False	7,191
120	0.7410	0.6861	0.0549	7.7%	0.0037	0.5%	46%	False	False	5,993

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7515
2.618	0.7386
1.618	0.7307
1.000	0.7258
0.618	0.7228
HIGH	0.7179
0.618	0.7149
0.500	0.7140
0.382	0.7130
LOW	0.7100
0.618	0.7051
1.000	0.7021
1.618	0.6972
2.618	0.6893
4.250	0.6764

Fisher Pivots for day following 21-Mar-2019
Pivot	1 day	3 day
R1	0.7140	0.7123
PP	0.7132	0.7121
S1	0.7124	0.7118

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

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