CME Australian Dollar Future June 2019

Trading Metrics calculated at close of trading on 29-Mar-2019

Day Change Summary
	Previous	Current
	28-Mar-2019	29-Mar-2019	Change	Change %	Previous Week
Open	0.7096	0.7087	-0.0009	-0.1%	0.7092
High	0.7117	0.7115	-0.0002	0.0%	0.7158
Low	0.7072	0.7085	0.0013	0.2%	0.7072
Close	0.7088	0.7109	0.0021	0.3%	0.7109
Range	0.0045	0.0030	-0.0015	-33.3%	0.0086
ATR	0.0053	0.0052	-0.0002	-3.1%	0.0000
Volume	90,794	85,978	-4,816	-5.3%	433,514

Daily Pivots for day following 29-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7193	0.7181	0.7126
R3	0.7163	0.7151	0.7117
R2	0.7133	0.7133	0.7115
R1	0.7121	0.7121	0.7112	0.7127
PP	0.7103	0.7103	0.7103	0.7106
S1	0.7091	0.7091	0.7106	0.7097
S2	0.7073	0.7073	0.7104
S3	0.7043	0.7061	0.7101
S4	0.7013	0.7031	0.7093

Weekly Pivots for week ending 29-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.7371	0.7326	0.7156
R3	0.7285	0.7240	0.7133
R2	0.7199	0.7199	0.7125
R1	0.7154	0.7154	0.7117	0.7177
PP	0.7113	0.7113	0.7113	0.7124
S1	0.7068	0.7068	0.7101	0.7091
S2	0.7027	0.7027	0.7093
S3	0.6941	0.6982	0.7085
S4	0.6855	0.6896	0.7062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7158	0.7072	0.0086	1.2%	0.0048	0.7%	43%	False	False	86,702
10	0.7179	0.7067	0.0112	1.6%	0.0052	0.7%	38%	False	False	91,379
20	0.7179	0.7014	0.0165	2.3%	0.0049	0.7%	58%	False	False	61,679
40	0.7291	0.7014	0.0277	3.9%	0.0053	0.7%	34%	False	False	31,234
60	0.7307	0.6861	0.0446	6.3%	0.0054	0.8%	56%	False	False	20,850
80	0.7395	0.6861	0.0534	7.5%	0.0049	0.7%	46%	False	False	15,647
100	0.7410	0.6861	0.0549	7.7%	0.0043	0.6%	45%	False	False	12,519
120	0.7410	0.6861	0.0549	7.7%	0.0039	0.5%	45%	False	False	10,433

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7243
2.618	0.7194
1.618	0.7164
1.000	0.7145
0.618	0.7134
HIGH	0.7115
0.618	0.7104
0.500	0.7100
0.382	0.7096
LOW	0.7085
0.618	0.7066
1.000	0.7055
1.618	0.7036
2.618	0.7006
4.250	0.6958

Fisher Pivots for day following 29-Mar-2019
Pivot	1 day	3 day
R1	0.7106	0.7112
PP	0.7103	0.7111
S1	0.7100	0.7110

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

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