CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	0.7657	0.7637	-0.0020	-0.3%	0.7620
High	0.7669	0.7652	-0.0017	-0.2%	0.7669
Low	0.7629	0.7612	-0.0017	-0.2%	0.7576
Close	0.7649	0.7636	-0.0013	-0.2%	0.7636
Range	0.0040	0.0040	0.0000	0.0%	0.0093
ATR	0.0058	0.0057	-0.0001	-2.2%	0.0000
Volume	66,214	73,682	7,468	11.3%	366,361

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7753	0.7735	0.7658
R3	0.7713	0.7695	0.7647
R2	0.7673	0.7673	0.7643
R1	0.7655	0.7655	0.7640	0.7644
PP	0.7633	0.7633	0.7633	0.7628
S1	0.7615	0.7615	0.7632	0.7604
S2	0.7593	0.7593	0.7629
S3	0.7553	0.7575	0.7625
S4	0.7513	0.7535	0.7614

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7864	0.7687
R3	0.7813	0.7771	0.7662
R2	0.7720	0.7720	0.7653
R1	0.7678	0.7678	0.7645	0.7699
PP	0.7627	0.7627	0.7627	0.7638
S1	0.7585	0.7585	0.7627	0.7606
S2	0.7534	0.7534	0.7619
S3	0.7441	0.7492	0.7610
S4	0.7348	0.7399	0.7585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7669	0.7576	0.0093	1.2%	0.0046	0.6%	65%	False	False	73,272
10	0.7737	0.7576	0.0161	2.1%	0.0049	0.6%	37%	False	False	79,633
20	0.7737	0.7477	0.0260	3.4%	0.0057	0.7%	61%	False	False	74,204
40	0.7737	0.7477	0.0260	3.4%	0.0059	0.8%	61%	False	False	37,986
60	0.7737	0.7247	0.0490	6.4%	0.0063	0.8%	79%	False	False	25,366
80	0.7737	0.7132	0.0605	7.9%	0.0060	0.8%	83%	False	False	19,039

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7822
2.618	0.7757
1.618	0.7717
1.000	0.7692
0.618	0.7677
HIGH	0.7652
0.618	0.7637
0.500	0.7632
0.382	0.7627
LOW	0.7612
0.618	0.7587
1.000	0.7572
1.618	0.7547
2.618	0.7507
4.250	0.7442

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	0.7635	0.7641
PP	0.7633	0.7639
S1	0.7632	0.7638

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

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