CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 13-Apr-2017

Day Change Summary
	Previous	Current
	12-Apr-2017	13-Apr-2017	Change	Change %	Previous Week
Open	0.7487	0.7522	0.0035	0.5%	0.7624
High	0.7519	0.7586	0.0067	0.9%	0.7630
Low	0.7464	0.7518	0.0054	0.7%	0.7483
Close	0.7467	0.7574	0.0107	1.4%	0.7485
Range	0.0055	0.0068	0.0013	23.6%	0.0147
ATR	0.0053	0.0057	0.0005	9.0%	0.0000
Volume	93,464	105,995	12,531	13.4%	415,526

Daily Pivots for day following 13-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7737	0.7611
R3	0.7695	0.7669	0.7593
R2	0.7627	0.7627	0.7586
R1	0.7601	0.7601	0.7580	0.7614
PP	0.7559	0.7559	0.7559	0.7566
S1	0.7533	0.7533	0.7568	0.7546
S2	0.7491	0.7491	0.7562
S3	0.7423	0.7465	0.7555
S4	0.7355	0.7397	0.7537

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	0.7586	0.7464	0.0122	1.6%	0.0050	0.7%	90%	True	False	91,957
10	0.7652	0.7464	0.0188	2.5%	0.0048	0.6%	59%	False	False	84,327
20	0.7737	0.7464	0.0273	3.6%	0.0049	0.7%	40%	False	False	82,185
40	0.7737	0.7464	0.0273	3.6%	0.0056	0.7%	40%	False	False	57,152
60	0.7737	0.7464	0.0273	3.6%	0.0058	0.8%	40%	False	False	38,174
80	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	73%	False	False	28,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7875
2.618	0.7764
1.618	0.7696
1.000	0.7654
0.618	0.7628
HIGH	0.7586
0.618	0.7560
0.500	0.7552
0.382	0.7544
LOW	0.7518
0.618	0.7476
1.000	0.7450
1.618	0.7408
2.618	0.7340
4.250	0.7229

Fisher Pivots for day following 13-Apr-2017
Pivot	1 day	3 day
R1	0.7567	0.7558
PP	0.7559	0.7541
S1	0.7552	0.7525

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

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