CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 11-Apr-2017

Day Change Summary
	Previous	Current
	10-Apr-2017	11-Apr-2017	Change	Change %	Previous Week
Open	0.7490	0.7494	0.0004	0.1%	0.7624
High	0.7499	0.7505	0.0006	0.1%	0.7630
Low	0.7467	0.7465	-0.0002	0.0%	0.7483
Close	0.7491	0.7486	-0.0005	-0.1%	0.7485
Range	0.0032	0.0040	0.0008	25.0%	0.0147
ATR	0.0053	0.0052	-0.0001	-1.8%	0.0000
Volume	61,876	92,733	30,857	49.9%	415,526

Daily Pivots for day following 11-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7586	0.7508
R3	0.7565	0.7546	0.7497
R2	0.7525	0.7525	0.7493
R1	0.7506	0.7506	0.7490	0.7496
PP	0.7485	0.7485	0.7485	0.7480
S1	0.7466	0.7466	0.7482	0.7456
S2	0.7445	0.7445	0.7479
S3	0.7405	0.7426	0.7475
S4	0.7365	0.7386	0.7464

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	0.7577	0.7465	0.0112	1.5%	0.0040	0.5%	19%	False	True	81,845
10	0.7669	0.7465	0.0204	2.7%	0.0044	0.6%	10%	False	True	77,559
20	0.7737	0.7465	0.0272	3.6%	0.0054	0.7%	8%	False	True	83,647
40	0.7737	0.7465	0.0272	3.6%	0.0057	0.8%	8%	False	True	52,194
60	0.7737	0.7434	0.0303	4.0%	0.0059	0.8%	17%	False	False	34,856
80	0.7737	0.7132	0.0605	8.1%	0.0060	0.8%	59%	False	False	26,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7675
2.618	0.7610
1.618	0.7570
1.000	0.7545
0.618	0.7530
HIGH	0.7505
0.618	0.7490
0.500	0.7485
0.382	0.7480
LOW	0.7465
0.618	0.7440
1.000	0.7425
1.618	0.7400
2.618	0.7360
4.250	0.7295

Fisher Pivots for day following 11-Apr-2017
Pivot	1 day	3 day
R1	0.7486	0.7501
PP	0.7485	0.7496
S1	0.7485	0.7491

Download as Excel Spreadsheet

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

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