CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 17-Apr-2017

Day Change Summary
	Previous	Current
	13-Apr-2017	17-Apr-2017	Change	Change %	Previous Week
Open	0.7522	0.7563	0.0041	0.5%	0.7490
High	0.7586	0.7602	0.0016	0.2%	0.7586
Low	0.7518	0.7562	0.0044	0.6%	0.7464
Close	0.7574	0.7579	0.0005	0.1%	0.7574
Range	0.0068	0.0040	-0.0028	-41.2%	0.0122
ATR	0.0057	0.0056	-0.0001	-2.2%	0.0000
Volume	105,995	42,007	-63,988	-60.4%	354,068

Daily Pivots for day following 17-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7680	0.7601
R3	0.7661	0.7640	0.7590
R2	0.7621	0.7621	0.7586
R1	0.7600	0.7600	0.7583	0.7611
PP	0.7581	0.7581	0.7581	0.7586
S1	0.7560	0.7560	0.7575	0.7571
S2	0.7541	0.7541	0.7572
S3	0.7501	0.7520	0.7568
S4	0.7461	0.7480	0.7557

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7863	0.7641
R3	0.7785	0.7741	0.7608
R2	0.7663	0.7663	0.7596
R1	0.7619	0.7619	0.7585	0.7641
PP	0.7541	0.7541	0.7541	0.7553
S1	0.7497	0.7497	0.7563	0.7519
S2	0.7419	0.7419	0.7552
S3	0.7297	0.7375	0.7540
S4	0.7175	0.7253	0.7507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7602	0.7464	0.0138	1.8%	0.0047	0.6%	83%	True	False	79,215
10	0.7630	0.7464	0.0166	2.2%	0.0048	0.6%	69%	False	False	81,160
20	0.7737	0.7464	0.0273	3.6%	0.0049	0.6%	42%	False	False	80,396
40	0.7737	0.7464	0.0273	3.6%	0.0056	0.7%	42%	False	False	58,194
60	0.7737	0.7464	0.0273	3.6%	0.0058	0.8%	42%	False	False	38,872
80	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	74%	False	False	29,181

Crabel Price Patterns
NR	True
NR4	True
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7772
2.618	0.7707
1.618	0.7667
1.000	0.7642
0.618	0.7627
HIGH	0.7602
0.618	0.7587
0.500	0.7582
0.382	0.7577
LOW	0.7562
0.618	0.7537
1.000	0.7522
1.618	0.7497
2.618	0.7457
4.250	0.7392

Fisher Pivots for day following 17-Apr-2017
Pivot	1 day	3 day
R1	0.7582	0.7564
PP	0.7581	0.7548
S1	0.7580	0.7533

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

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