CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 06-Apr-2017

Day Change Summary
	Previous	Current
	05-Apr-2017	06-Apr-2017	Change	Change %	Previous Week
Open	0.7556	0.7560	0.0004	0.1%	0.7620
High	0.7577	0.7567	-0.0010	-0.1%	0.7669
Low	0.7547	0.7522	-0.0025	-0.3%	0.7576
Close	0.7572	0.7531	-0.0041	-0.5%	0.7636
Range	0.0030	0.0045	0.0015	50.0%	0.0093
ATR	0.0056	0.0055	0.0000	-0.7%	0.0000
Volume	79,619	69,277	-10,342	-13.0%	366,361

Daily Pivots for day following 06-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7648	0.7556
R3	0.7630	0.7603	0.7543
R2	0.7585	0.7585	0.7539
R1	0.7558	0.7558	0.7535	0.7549
PP	0.7540	0.7540	0.7540	0.7536
S1	0.7513	0.7513	0.7527	0.7504
S2	0.7495	0.7495	0.7523
S3	0.7450	0.7468	0.7519
S4	0.7405	0.7423	0.7506

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	0.7652	0.7522	0.0130	1.7%	0.0047	0.6%	7%	False	True	76,697
10	0.7669	0.7522	0.0147	2.0%	0.0046	0.6%	6%	False	True	74,367
20	0.7737	0.7485	0.0252	3.3%	0.0056	0.7%	18%	False	False	81,594
40	0.7737	0.7477	0.0260	3.5%	0.0058	0.8%	21%	False	False	45,700
60	0.7737	0.7326	0.0411	5.5%	0.0061	0.8%	50%	False	False	30,523
80	0.7737	0.7132	0.0605	8.0%	0.0061	0.8%	66%	False	False	22,911

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7758
2.618	0.7685
1.618	0.7640
1.000	0.7612
0.618	0.7595
HIGH	0.7567
0.618	0.7550
0.500	0.7545
0.382	0.7539
LOW	0.7522
0.618	0.7494
1.000	0.7477
1.618	0.7449
2.618	0.7404
4.250	0.7331

Fisher Pivots for day following 06-Apr-2017
Pivot	1 day	3 day
R1	0.7545	0.7563
PP	0.7540	0.7552
S1	0.7536	0.7542

Download as Excel Spreadsheet

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

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