CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	0.7616	0.7620	0.0004	0.1%	0.7687
High	0.7629	0.7637	0.0008	0.1%	0.7737
Low	0.7593	0.7597	0.0004	0.1%	0.7593
Close	0.7617	0.7612	-0.0005	-0.1%	0.7617
Range	0.0036	0.0040	0.0004	11.1%	0.0144
ATR	0.0062	0.0060	-0.0002	-2.5%	0.0000
Volume	67,511	75,076	7,565	11.2%	429,974

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7714	0.7634
R3	0.7695	0.7674	0.7623
R2	0.7655	0.7655	0.7619
R1	0.7634	0.7634	0.7616	0.7625
PP	0.7615	0.7615	0.7615	0.7611
S1	0.7594	0.7594	0.7608	0.7585
S2	0.7575	0.7575	0.7605
S3	0.7535	0.7554	0.7601
S4	0.7495	0.7514	0.7590

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.7993	0.7696
R3	0.7937	0.7849	0.7657
R2	0.7793	0.7793	0.7643
R1	0.7705	0.7705	0.7630	0.7677
PP	0.7649	0.7649	0.7649	0.7635
S1	0.7561	0.7561	0.7604	0.7533
S2	0.7505	0.7505	0.7591
S3	0.7361	0.7417	0.7577
S4	0.7217	0.7273	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7737	0.7593	0.0144	1.9%	0.0050	0.7%	13%	False	False	86,469
10	0.7737	0.7526	0.0211	2.8%	0.0061	0.8%	41%	False	False	87,240
20	0.7737	0.7477	0.0260	3.4%	0.0062	0.8%	52%	False	False	61,013
40	0.7737	0.7477	0.0260	3.4%	0.0061	0.8%	52%	False	False	30,721
60	0.7737	0.7151	0.0586	7.7%	0.0063	0.8%	79%	False	False	20,518
80	0.7737	0.7132	0.0605	7.9%	0.0060	0.8%	79%	False	False	15,398

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7807
2.618	0.7742
1.618	0.7702
1.000	0.7677
0.618	0.7662
HIGH	0.7637
0.618	0.7622
0.500	0.7617
0.382	0.7612
LOW	0.7597
0.618	0.7572
1.000	0.7557
1.618	0.7532
2.618	0.7492
4.250	0.7427

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	0.7617	0.7629
PP	0.7615	0.7623
S1	0.7614	0.7618

Download as Excel Spreadsheet

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

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