CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 26-Apr-2017

Day Change Summary
	Previous	Current
	25-Apr-2017	26-Apr-2017	Change	Change %	Previous Week
Open	0.7561	0.7529	-0.0032	-0.4%	0.7563
High	0.7564	0.7559	-0.0005	-0.1%	0.7602
Low	0.7513	0.7447	-0.0066	-0.9%	0.7482
Close	0.7529	0.7460	-0.0069	-0.9%	0.7530
Range	0.0051	0.0112	0.0061	119.6%	0.0120
ATR	0.0055	0.0059	0.0004	7.5%	0.0000
Volume	73,242	126,056	52,814	72.1%	350,584

Daily Pivots for day following 26-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7754	0.7522
R3	0.7713	0.7642	0.7491
R2	0.7601	0.7601	0.7481
R1	0.7530	0.7530	0.7470	0.7510
PP	0.7489	0.7489	0.7489	0.7478
S1	0.7418	0.7418	0.7450	0.7398
S2	0.7377	0.7377	0.7439
S3	0.7265	0.7306	0.7429
S4	0.7153	0.7194	0.7398

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	0.7447	0.0131	1.8%	0.0059	0.8%	10%	False	True	81,384
10	0.7602	0.7447	0.0155	2.1%	0.0059	0.8%	8%	False	True	81,672
20	0.7669	0.7447	0.0222	3.0%	0.0052	0.7%	6%	False	True	79,615
40	0.7737	0.7447	0.0290	3.9%	0.0057	0.8%	4%	False	True	72,405
60	0.7737	0.7447	0.0290	3.9%	0.0058	0.8%	4%	False	True	48,449
80	0.7737	0.7165	0.0572	7.7%	0.0060	0.8%	52%	False	False	36,362
100	0.7737	0.7132	0.0605	8.1%	0.0059	0.8%	54%	False	False	29,099

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	0.0010
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.8035
2.618	0.7852
1.618	0.7740
1.000	0.7671
0.618	0.7628
HIGH	0.7559
0.618	0.7516
0.500	0.7503
0.382	0.7490
LOW	0.7447
0.618	0.7378
1.000	0.7335
1.618	0.7266
2.618	0.7154
4.250	0.6971

Fisher Pivots for day following 26-Apr-2017
Pivot	1 day	3 day
R1	0.7503	0.7513
PP	0.7489	0.7495
S1	0.7474	0.7478

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

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