CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 28-Mar-2017

Day Change Summary
	Previous	Current
	27-Mar-2017	28-Mar-2017	Change	Change %	Previous Week
Open	0.7620	0.7604	-0.0016	-0.2%	0.7687
High	0.7637	0.7643	0.0006	0.1%	0.7737
Low	0.7597	0.7576	-0.0021	-0.3%	0.7593
Close	0.7612	0.7624	0.0012	0.2%	0.7617
Range	0.0040	0.0067	0.0027	67.5%	0.0144
ATR	0.0060	0.0060	0.0001	0.8%	0.0000
Volume	75,076	85,826	10,750	14.3%	429,974

Daily Pivots for day following 28-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7787	0.7661
R3	0.7748	0.7720	0.7642
R2	0.7681	0.7681	0.7636
R1	0.7653	0.7653	0.7630	0.7667
PP	0.7614	0.7614	0.7614	0.7622
S1	0.7586	0.7586	0.7618	0.7600
S2	0.7547	0.7547	0.7612
S3	0.7480	0.7519	0.7606
S4	0.7413	0.7452	0.7587

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	0.7677	0.7576	0.0101	1.3%	0.0050	0.7%	48%	False	True	80,935
10	0.7737	0.7542	0.0195	2.6%	0.0064	0.8%	42%	False	False	89,736
20	0.7737	0.7477	0.0260	3.4%	0.0063	0.8%	57%	False	False	65,194
40	0.7737	0.7477	0.0260	3.4%	0.0061	0.8%	57%	False	False	32,866
60	0.7737	0.7165	0.0572	7.5%	0.0063	0.8%	80%	False	False	21,944
80	0.7737	0.7132	0.0605	7.9%	0.0061	0.8%	81%	False	False	16,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7928
2.618	0.7818
1.618	0.7751
1.000	0.7710
0.618	0.7684
HIGH	0.7643
0.618	0.7617
0.500	0.7610
0.382	0.7602
LOW	0.7576
0.618	0.7535
1.000	0.7509
1.618	0.7468
2.618	0.7401
4.250	0.7291

Fisher Pivots for day following 28-Mar-2017
Pivot	1 day	3 day
R1	0.7619	0.7619
PP	0.7614	0.7614
S1	0.7610	0.7610

Download as Excel Spreadsheet

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

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