CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 25-Apr-2017

Day Change Summary
	Previous	Current
	24-Apr-2017	25-Apr-2017	Change	Change %	Previous Week
Open	0.7562	0.7561	-0.0001	0.0%	0.7563
High	0.7578	0.7564	-0.0014	-0.2%	0.7602
Low	0.7532	0.7513	-0.0019	-0.3%	0.7482
Close	0.7554	0.7529	-0.0025	-0.3%	0.7530
Range	0.0046	0.0051	0.0005	10.9%	0.0120
ATR	0.0055	0.0055	0.0000	-0.5%	0.0000
Volume	67,380	73,242	5,862	8.7%	350,584

Daily Pivots for day following 25-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7660	0.7557
R3	0.7637	0.7609	0.7543
R2	0.7586	0.7586	0.7538
R1	0.7558	0.7558	0.7534	0.7547
PP	0.7535	0.7535	0.7535	0.7530
S1	0.7507	0.7507	0.7524	0.7496
S2	0.7484	0.7484	0.7520
S3	0.7433	0.7456	0.7515
S4	0.7382	0.7405	0.7501

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	0.7578	0.7482	0.0096	1.3%	0.0051	0.7%	49%	False	False	73,628
10	0.7602	0.7464	0.0138	1.8%	0.0052	0.7%	47%	False	False	78,339
20	0.7669	0.7464	0.0205	2.7%	0.0050	0.7%	32%	False	False	77,604
40	0.7737	0.7464	0.0273	3.6%	0.0056	0.7%	24%	False	False	69,308
60	0.7737	0.7464	0.0273	3.6%	0.0057	0.8%	24%	False	False	46,349
80	0.7737	0.7151	0.0586	7.8%	0.0059	0.8%	65%	False	False	34,790
100	0.7737	0.7132	0.0605	8.0%	0.0058	0.8%	66%	False	False	27,839

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7698
1.618	0.7647
1.000	0.7615
0.618	0.7596
HIGH	0.7564
0.618	0.7545
0.500	0.7539
0.382	0.7532
LOW	0.7513
0.618	0.7481
1.000	0.7462
1.618	0.7430
2.618	0.7379
4.250	0.7296

Fisher Pivots for day following 25-Apr-2017
Pivot	1 day	3 day
R1	0.7539	0.7543
PP	0.7535	0.7538
S1	0.7532	0.7534

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

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