CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 26-Mar-2019

Day Change Summary
	Previous	Current
	25-Mar-2019	26-Mar-2019	Change	Change %	Previous Week
Open	0.7092	0.7123	0.0031	0.4%	0.7094
High	0.7128	0.7158	0.0030	0.4%	0.7179
Low	0.7077	0.7119	0.0042	0.6%	0.7067
Close	0.7118	0.7154	0.0036	0.5%	0.7093
Range	0.0051	0.0039	-0.0012	-23.5%	0.0112
ATR	0.0053	0.0052	-0.0001	-1.8%	0.0000
Volume	72,534	74,852	2,318	3.2%	480,276

Daily Pivots for day following 26-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7261	0.7246	0.7175
R3	0.7222	0.7207	0.7165
R2	0.7183	0.7183	0.7161
R1	0.7168	0.7168	0.7158	0.7175
PP	0.7144	0.7144	0.7144	0.7147
S1	0.7129	0.7129	0.7150	0.7137
S2	0.7105	0.7105	0.7147
S3	0.7066	0.7090	0.7143
S4	0.7027	0.7051	0.7133

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%	0.0061	0.9%	78%	False	False	98,244
10	0.7179	0.7052	0.0127	1.8%	0.0051	0.7%	80%	False	False	85,644
20	0.7210	0.7014	0.0196	2.7%	0.0050	0.7%	71%	False	False	47,472
40	0.7307	0.7014	0.0293	4.1%	0.0054	0.8%	48%	False	False	24,087
60	0.7307	0.6861	0.0446	6.2%	0.0053	0.7%	66%	False	False	16,081
80	0.7410	0.6861	0.0549	7.7%	0.0048	0.7%	53%	False	False	12,071
100	0.7410	0.6861	0.0549	7.7%	0.0043	0.6%	53%	False	False	9,658
120	0.7410	0.6861	0.0549	7.7%	0.0037	0.5%	53%	False	False	8,049

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7324
2.618	0.7260
1.618	0.7221
1.000	0.7197
0.618	0.7182
HIGH	0.7158
0.618	0.7143
0.500	0.7139
0.382	0.7134
LOW	0.7119
0.618	0.7095
1.000	0.7080
1.618	0.7056
2.618	0.7017
4.250	0.6953

Fisher Pivots for day following 26-Mar-2019
Pivot	1 day	3 day
R1	0.7149	0.7142
PP	0.7144	0.7130
S1	0.7139	0.7118

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

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