CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 10-Apr-2017

Day Change Summary
	Previous	Current
	07-Apr-2017	10-Apr-2017	Change	Change %	Previous Week
Open	0.7533	0.7490	-0.0043	-0.6%	0.7624
High	0.7537	0.7499	-0.0038	-0.5%	0.7630
Low	0.7483	0.7467	-0.0016	-0.2%	0.7483
Close	0.7485	0.7491	0.0006	0.1%	0.7485
Range	0.0054	0.0032	-0.0022	-40.7%	0.0147
ATR	0.0055	0.0053	-0.0002	-3.0%	0.0000
Volume	105,721	61,876	-43,845	-41.5%	415,526

Daily Pivots for day following 10-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7568	0.7509
R3	0.7550	0.7536	0.7500
R2	0.7518	0.7518	0.7497
R1	0.7504	0.7504	0.7494	0.7511
PP	0.7486	0.7486	0.7486	0.7489
S1	0.7472	0.7472	0.7488	0.7479
S2	0.7454	0.7454	0.7485
S3	0.7422	0.7440	0.7482
S4	0.7390	0.7408	0.7473

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7876	0.7566
R3	0.7827	0.7729	0.7525
R2	0.7680	0.7680	0.7512
R1	0.7582	0.7582	0.7498	0.7558
PP	0.7533	0.7533	0.7533	0.7520
S1	0.7435	0.7435	0.7472	0.7411
S2	0.7386	0.7386	0.7458
S3	0.7239	0.7288	0.7445
S4	0.7092	0.7141	0.7404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7604	0.7467	0.0137	1.8%	0.0046	0.6%	18%	False	True	80,671
10	0.7669	0.7467	0.0202	2.7%	0.0047	0.6%	12%	False	True	76,868
20	0.7737	0.7467	0.0270	3.6%	0.0054	0.7%	9%	False	True	82,054
40	0.7737	0.7467	0.0270	3.6%	0.0057	0.8%	9%	False	True	49,880
60	0.7737	0.7424	0.0313	4.2%	0.0059	0.8%	21%	False	False	33,312
80	0.7737	0.7132	0.0605	8.1%	0.0061	0.8%	59%	False	False	25,005

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7583
1.618	0.7551
1.000	0.7531
0.618	0.7519
HIGH	0.7499
0.618	0.7487
0.500	0.7483
0.382	0.7479
LOW	0.7467
0.618	0.7447
1.000	0.7435
1.618	0.7415
2.618	0.7383
4.250	0.7331

Fisher Pivots for day following 10-Apr-2017
Pivot	1 day	3 day
R1	0.7488	0.7517
PP	0.7486	0.7508
S1	0.7483	0.7500

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

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