CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 24-Apr-2017

Day Change Summary
	Previous	Current
	21-Apr-2017	24-Apr-2017	Change	Change %	Previous Week
Open	0.7520	0.7562	0.0042	0.6%	0.7563
High	0.7539	0.7578	0.0039	0.5%	0.7602
Low	0.7508	0.7532	0.0024	0.3%	0.7482
Close	0.7530	0.7554	0.0024	0.3%	0.7530
Range	0.0031	0.0046	0.0015	48.4%	0.0120
ATR	0.0056	0.0055	-0.0001	-1.0%	0.0000
Volume	63,185	67,380	4,195	6.6%	350,584

Daily Pivots for day following 24-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7693	0.7669	0.7579
R3	0.7647	0.7623	0.7567
R2	0.7601	0.7601	0.7562
R1	0.7577	0.7577	0.7558	0.7566
PP	0.7555	0.7555	0.7555	0.7549
S1	0.7531	0.7531	0.7550	0.7520
S2	0.7509	0.7509	0.7546
S3	0.7463	0.7485	0.7541
S4	0.7417	0.7439	0.7529

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7834	0.7596
R3	0.7778	0.7714	0.7563
R2	0.7658	0.7658	0.7552
R1	0.7594	0.7594	0.7541	0.7566
PP	0.7538	0.7538	0.7538	0.7524
S1	0.7474	0.7474	0.7519	0.7446
S2	0.7418	0.7418	0.7508
S3	0.7298	0.7354	0.7497
S4	0.7178	0.7234	0.7464

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7588	0.7482	0.0106	1.4%	0.0053	0.7%	68%	False	False	75,191
10	0.7602	0.7464	0.0138	1.8%	0.0050	0.7%	65%	False	False	77,203
20	0.7669	0.7464	0.0205	2.7%	0.0049	0.6%	44%	False	False	77,695
40	0.7737	0.7464	0.0273	3.6%	0.0056	0.7%	33%	False	False	67,504
60	0.7737	0.7464	0.0273	3.6%	0.0057	0.8%	33%	False	False	45,130
80	0.7737	0.7136	0.0601	8.0%	0.0060	0.8%	70%	False	False	33,875
100	0.7737	0.7132	0.0605	8.0%	0.0058	0.8%	70%	False	False	27,106

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7698
1.618	0.7652
1.000	0.7624
0.618	0.7606
HIGH	0.7578
0.618	0.7560
0.500	0.7555
0.382	0.7550
LOW	0.7532
0.618	0.7504
1.000	0.7486
1.618	0.7458
2.618	0.7412
4.250	0.7337

Fisher Pivots for day following 24-Apr-2017
Pivot	1 day	3 day
R1	0.7555	0.7547
PP	0.7555	0.7539
S1	0.7554	0.7532

Download as Excel Spreadsheet

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

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