CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 29-Mar-2017

Day Change Summary
	Previous	Current
	28-Mar-2017	29-Mar-2017	Change	Change %	Previous Week
Open	0.7604	0.7625	0.0021	0.3%	0.7687
High	0.7643	0.7664	0.0021	0.3%	0.7737
Low	0.7576	0.7620	0.0044	0.6%	0.7593
Close	0.7624	0.7659	0.0035	0.5%	0.7617
Range	0.0067	0.0044	-0.0023	-34.3%	0.0144
ATR	0.0060	0.0059	-0.0001	-1.9%	0.0000
Volume	85,826	65,563	-20,263	-23.6%	429,974

Daily Pivots for day following 29-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7780	0.7763	0.7683
R3	0.7736	0.7719	0.7671
R2	0.7692	0.7692	0.7667
R1	0.7675	0.7675	0.7663	0.7684
PP	0.7648	0.7648	0.7648	0.7652
S1	0.7631	0.7631	0.7655	0.7640
S2	0.7604	0.7604	0.7651
S3	0.7560	0.7587	0.7647
S4	0.7516	0.7543	0.7635

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	0.7665	0.7576	0.0089	1.2%	0.0048	0.6%	93%	False	False	73,892
10	0.7737	0.7576	0.0161	2.1%	0.0052	0.7%	52%	False	False	84,083
20	0.7737	0.7477	0.0260	3.4%	0.0062	0.8%	70%	False	False	68,330
40	0.7737	0.7477	0.0260	3.4%	0.0061	0.8%	70%	False	False	34,503
60	0.7737	0.7165	0.0572	7.5%	0.0063	0.8%	86%	False	False	23,036
80	0.7737	0.7132	0.0605	7.9%	0.0061	0.8%	87%	False	False	17,290

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7851
2.618	0.7779
1.618	0.7735
1.000	0.7708
0.618	0.7691
HIGH	0.7664
0.618	0.7647
0.500	0.7642
0.382	0.7637
LOW	0.7620
0.618	0.7593
1.000	0.7576
1.618	0.7549
2.618	0.7505
4.250	0.7433

Fisher Pivots for day following 29-Mar-2017
Pivot	1 day	3 day
R1	0.7653	0.7646
PP	0.7648	0.7633
S1	0.7642	0.7620

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

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