CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 18-Apr-2017

Day Change Summary
	Previous	Current
	17-Apr-2017	18-Apr-2017	Change	Change %	Previous Week
Open	0.7563	0.7583	0.0020	0.3%	0.7490
High	0.7602	0.7588	-0.0014	-0.2%	0.7586
Low	0.7562	0.7525	-0.0037	-0.5%	0.7464
Close	0.7579	0.7548	-0.0031	-0.4%	0.7574
Range	0.0040	0.0063	0.0023	57.5%	0.0122
ATR	0.0056	0.0057	0.0000	0.9%	0.0000
Volume	42,007	81,055	39,048	93.0%	354,068

Daily Pivots for day following 18-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7708	0.7583
R3	0.7680	0.7645	0.7565
R2	0.7617	0.7617	0.7560
R1	0.7582	0.7582	0.7554	0.7568
PP	0.7554	0.7554	0.7554	0.7547
S1	0.7519	0.7519	0.7542	0.7505
S2	0.7491	0.7491	0.7536
S3	0.7428	0.7456	0.7531
S4	0.7365	0.7393	0.7513

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%	0.0053	0.7%	61%	False	False	83,050
10	0.7604	0.7464	0.0140	1.9%	0.0050	0.7%	60%	False	False	81,861
20	0.7737	0.7464	0.0273	3.6%	0.0049	0.7%	31%	False	False	80,814
40	0.7737	0.7464	0.0273	3.6%	0.0056	0.7%	31%	False	False	60,215
60	0.7737	0.7464	0.0273	3.6%	0.0058	0.8%	31%	False	False	40,219
80	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	69%	False	False	30,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7856
2.618	0.7753
1.618	0.7690
1.000	0.7651
0.618	0.7627
HIGH	0.7588
0.618	0.7564
0.500	0.7557
0.382	0.7549
LOW	0.7525
0.618	0.7486
1.000	0.7462
1.618	0.7423
2.618	0.7360
4.250	0.7257

Fisher Pivots for day following 18-Apr-2017
Pivot	1 day	3 day
R1	0.7557	0.7560
PP	0.7554	0.7556
S1	0.7551	0.7552

Download as Excel Spreadsheet

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

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