CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 27-Apr-2017

Day Change Summary
	Previous	Current
	26-Apr-2017	27-Apr-2017	Change	Change %	Previous Week
Open	0.7529	0.7468	-0.0061	-0.8%	0.7563
High	0.7559	0.7486	-0.0073	-1.0%	0.7602
Low	0.7447	0.7433	-0.0014	-0.2%	0.7482
Close	0.7460	0.7464	0.0004	0.1%	0.7530
Range	0.0112	0.0053	-0.0059	-52.7%	0.0120
ATR	0.0059	0.0058	0.0000	-0.7%	0.0000
Volume	126,056	81,571	-44,485	-35.3%	350,584

Daily Pivots for day following 27-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7595	0.7493
R3	0.7567	0.7542	0.7479
R2	0.7514	0.7514	0.7474
R1	0.7489	0.7489	0.7469	0.7475
PP	0.7461	0.7461	0.7461	0.7454
S1	0.7436	0.7436	0.7459	0.7422
S2	0.7408	0.7408	0.7454
S3	0.7355	0.7383	0.7449
S4	0.7302	0.7330	0.7435

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	0.7433	0.0145	1.9%	0.0059	0.8%	21%	False	True	82,286
10	0.7602	0.7433	0.0169	2.3%	0.0059	0.8%	18%	False	True	80,482
20	0.7669	0.7433	0.0236	3.2%	0.0052	0.7%	13%	False	True	80,416
40	0.7737	0.7433	0.0304	4.1%	0.0057	0.8%	10%	False	True	74,373
60	0.7737	0.7433	0.0304	4.1%	0.0058	0.8%	10%	False	True	49,807
80	0.7737	0.7165	0.0572	7.7%	0.0060	0.8%	52%	False	False	37,381
100	0.7737	0.7132	0.0605	8.1%	0.0059	0.8%	55%	False	False	29,915

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7711
2.618	0.7625
1.618	0.7572
1.000	0.7539
0.618	0.7519
HIGH	0.7486
0.618	0.7466
0.500	0.7460
0.382	0.7453
LOW	0.7433
0.618	0.7400
1.000	0.7380
1.618	0.7347
2.618	0.7294
4.250	0.7208

Fisher Pivots for day following 27-Apr-2017
Pivot	1 day	3 day
R1	0.7463	0.7499
PP	0.7461	0.7487
S1	0.7460	0.7476

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

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