CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 19-Apr-2017

Day Change Summary
	Previous	Current
	18-Apr-2017	19-Apr-2017	Change	Change %	Previous Week
Open	0.7583	0.7551	-0.0032	-0.4%	0.7490
High	0.7588	0.7554	-0.0034	-0.4%	0.7586
Low	0.7525	0.7482	-0.0043	-0.6%	0.7464
Close	0.7548	0.7489	-0.0059	-0.8%	0.7574
Range	0.0063	0.0072	0.0009	14.3%	0.0122
ATR	0.0057	0.0058	0.0001	1.9%	0.0000
Volume	81,055	87,280	6,225	7.7%	354,068

Daily Pivots for day following 19-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7724	0.7679	0.7529
R3	0.7652	0.7607	0.7509
R2	0.7580	0.7580	0.7502
R1	0.7535	0.7535	0.7496	0.7522
PP	0.7508	0.7508	0.7508	0.7502
S1	0.7463	0.7463	0.7482	0.7450
S2	0.7436	0.7436	0.7476
S3	0.7364	0.7391	0.7469
S4	0.7292	0.7319	0.7449

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%	0.0060	0.8%	18%	False	False	81,960
10	0.7602	0.7464	0.0138	1.8%	0.0050	0.7%	18%	False	False	81,902
20	0.7677	0.7464	0.0213	2.8%	0.0049	0.7%	12%	False	False	79,503
40	0.7737	0.7464	0.0273	3.6%	0.0057	0.8%	9%	False	False	62,377
60	0.7737	0.7464	0.0273	3.6%	0.0058	0.8%	9%	False	False	41,673
80	0.7737	0.7132	0.0605	8.1%	0.0060	0.8%	59%	False	False	31,280

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	0.0008
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7742
1.618	0.7670
1.000	0.7626
0.618	0.7598
HIGH	0.7554
0.618	0.7526
0.500	0.7518
0.382	0.7510
LOW	0.7482
0.618	0.7438
1.000	0.7410
1.618	0.7366
2.618	0.7294
4.250	0.7176

Fisher Pivots for day following 19-Apr-2017
Pivot	1 day	3 day
R1	0.7518	0.7542
PP	0.7508	0.7524
S1	0.7499	0.7507

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

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