CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 12-Apr-2017

Day Change Summary
	Previous	Current
	11-Apr-2017	12-Apr-2017	Change	Change %	Previous Week
Open	0.7494	0.7487	-0.0007	-0.1%	0.7624
High	0.7505	0.7519	0.0014	0.2%	0.7630
Low	0.7465	0.7464	-0.0001	0.0%	0.7483
Close	0.7486	0.7467	-0.0019	-0.3%	0.7485
Range	0.0040	0.0055	0.0015	37.5%	0.0147
ATR	0.0052	0.0053	0.0000	0.3%	0.0000
Volume	92,733	93,464	731	0.8%	415,526

Daily Pivots for day following 12-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7648	0.7613	0.7497
R3	0.7593	0.7558	0.7482
R2	0.7538	0.7538	0.7477
R1	0.7503	0.7503	0.7472	0.7493
PP	0.7483	0.7483	0.7483	0.7479
S1	0.7448	0.7448	0.7462	0.7438
S2	0.7428	0.7428	0.7457
S3	0.7373	0.7393	0.7452
S4	0.7318	0.7338	0.7437

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	0.7567	0.7464	0.0103	1.4%	0.0045	0.6%	3%	False	True	84,614
10	0.7669	0.7464	0.0205	2.7%	0.0045	0.6%	1%	False	True	80,349
20	0.7737	0.7464	0.0273	3.7%	0.0049	0.7%	1%	False	True	82,216
40	0.7737	0.7464	0.0273	3.7%	0.0056	0.8%	1%	False	True	54,522
60	0.7737	0.7464	0.0273	3.7%	0.0058	0.8%	1%	False	True	36,409
80	0.7737	0.7132	0.0605	8.1%	0.0060	0.8%	55%	False	False	27,333

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7753
2.618	0.7663
1.618	0.7608
1.000	0.7574
0.618	0.7553
HIGH	0.7519
0.618	0.7498
0.500	0.7492
0.382	0.7485
LOW	0.7464
0.618	0.7430
1.000	0.7409
1.618	0.7375
2.618	0.7320
4.250	0.7230

Fisher Pivots for day following 12-Apr-2017
Pivot	1 day	3 day
R1	0.7492	0.7492
PP	0.7483	0.7483
S1	0.7475	0.7475

Download as Excel Spreadsheet

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

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