CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 25-Mar-2019

Day Change Summary
	Previous	Current
	22-Mar-2019	25-Mar-2019	Change	Change %	Previous Week
Open	0.7125	0.7092	-0.0033	-0.5%	0.7094
High	0.7128	0.7128	0.0000	0.0%	0.7179
Low	0.7086	0.7077	-0.0009	-0.1%	0.7067
Close	0.7093	0.7118	0.0025	0.4%	0.7093
Range	0.0042	0.0051	0.0009	21.4%	0.0112
ATR	0.0053	0.0053	0.0000	-0.3%	0.0000
Volume	99,324	72,534	-26,790	-27.0%	480,276

Daily Pivots for day following 25-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7261	0.7240	0.7146
R3	0.7210	0.7189	0.7132
R2	0.7159	0.7159	0.7127
R1	0.7138	0.7138	0.7123	0.7148
PP	0.7108	0.7108	0.7108	0.7113
S1	0.7087	0.7087	0.7113	0.7098
S2	0.7057	0.7057	0.7109
S3	0.7006	0.7036	0.7104
S4	0.6955	0.6985	0.7090

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7383	0.7155
R3	0.7337	0.7271	0.7124
R2	0.7225	0.7225	0.7114
R1	0.7159	0.7159	0.7103	0.7136
PP	0.7113	0.7113	0.7113	0.7102
S1	0.7047	0.7047	0.7083	0.7024
S2	0.7001	0.7001	0.7072
S3	0.6889	0.6935	0.7062
S4	0.6777	0.6823	0.7031

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%	0.0059	0.8%	46%	False	False	96,908
10	0.7179	0.7052	0.0127	1.8%	0.0051	0.7%	52%	False	False	81,584
20	0.7210	0.7014	0.0196	2.8%	0.0051	0.7%	53%	False	False	43,959
40	0.7307	0.7014	0.0293	4.1%	0.0054	0.8%	35%	False	False	22,217
60	0.7307	0.6861	0.0446	6.3%	0.0054	0.8%	58%	False	False	14,839
80	0.7410	0.6861	0.0549	7.7%	0.0049	0.7%	47%	False	False	11,136
100	0.7410	0.6861	0.0549	7.7%	0.0043	0.6%	47%	False	False	8,910
120	0.7410	0.6861	0.0549	7.7%	0.0037	0.5%	47%	False	False	7,425

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

Fibonacci Retracements and Extensions
4.250	0.7345
2.618	0.7262
1.618	0.7211
1.000	0.7179
0.618	0.7160
HIGH	0.7128
0.618	0.7109
0.500	0.7103
0.382	0.7096
LOW	0.7077
0.618	0.7045
1.000	0.7026
1.618	0.6994
2.618	0.6943
4.250	0.6860

Fisher Pivots for day following 25-Mar-2019
Pivot	1 day	3 day
R1	0.7113	0.7128
PP	0.7108	0.7125
S1	0.7103	0.7121

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

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