CME Australian Dollar Future June 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Apr-2017 | 
                    28-Apr-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7468 | 
                        0.7464 | 
                        -0.0004 | 
                        -0.1% | 
                        0.7562 | 
                     
                    
                        | High | 
                        0.7486 | 
                        0.7484 | 
                        -0.0002 | 
                        0.0% | 
                        0.7578 | 
                     
                    
                        | Low | 
                        0.7433 | 
                        0.7441 | 
                        0.0008 | 
                        0.1% | 
                        0.7433 | 
                     
                    
                        | Close | 
                        0.7464 | 
                        0.7476 | 
                        0.0012 | 
                        0.2% | 
                        0.7476 | 
                     
                    
                        | Range | 
                        0.0053 | 
                        0.0043 | 
                        -0.0010 | 
                        -18.9% | 
                        0.0145 | 
                     
                    
                        | ATR | 
                        0.0058 | 
                        0.0057 | 
                        -0.0001 | 
                        -1.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        81,571 | 
                        78,817 | 
                        -2,754 | 
                        -3.4% | 
                        427,066 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Apr-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7596 | 
                0.7579 | 
                0.7500 | 
                 | 
             
            
                | R3 | 
                0.7553 | 
                0.7536 | 
                0.7488 | 
                 | 
             
            
                | R2 | 
                0.7510 | 
                0.7510 | 
                0.7484 | 
                 | 
             
            
                | R1 | 
                0.7493 | 
                0.7493 | 
                0.7480 | 
                0.7502 | 
             
            
                | PP | 
                0.7467 | 
                0.7467 | 
                0.7467 | 
                0.7471 | 
             
            
                | S1 | 
                0.7450 | 
                0.7450 | 
                0.7472 | 
                0.7459 | 
             
            
                | S2 | 
                0.7424 | 
                0.7424 | 
                0.7468 | 
                 | 
             
            
                | S3 | 
                0.7381 | 
                0.7407 | 
                0.7464 | 
                 | 
             
            
                | S4 | 
                0.7338 | 
                0.7364 | 
                0.7452 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Apr-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7931 | 
                0.7848 | 
                0.7556 | 
                 | 
             
            
                | R3 | 
                0.7786 | 
                0.7703 | 
                0.7516 | 
                 | 
             
            
                | R2 | 
                0.7641 | 
                0.7641 | 
                0.7503 | 
                 | 
             
            
                | R1 | 
                0.7558 | 
                0.7558 | 
                0.7489 | 
                0.7527 | 
             
            
                | PP | 
                0.7496 | 
                0.7496 | 
                0.7496 | 
                0.7480 | 
             
            
                | S1 | 
                0.7413 | 
                0.7413 | 
                0.7463 | 
                0.7382 | 
             
            
                | S2 | 
                0.7351 | 
                0.7351 | 
                0.7449 | 
                 | 
             
            
                | S3 | 
                0.7206 | 
                0.7268 | 
                0.7436 | 
                 | 
             
            
                | S4 | 
                0.7061 | 
                0.7123 | 
                0.7396 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                0.0061 | 
                0.8% | 
                30% | 
                False | 
                False | 
                85,413 | 
                 
                
                | 10 | 
                0.7602 | 
                0.7433 | 
                0.0169 | 
                2.3% | 
                0.0056 | 
                0.8% | 
                25% | 
                False | 
                False | 
                77,765 | 
                 
                
                | 20 | 
                0.7652 | 
                0.7433 | 
                0.0219 | 
                2.9% | 
                0.0052 | 
                0.7% | 
                20% | 
                False | 
                False | 
                81,046 | 
                 
                
                | 40 | 
                0.7737 | 
                0.7433 | 
                0.0304 | 
                4.1% | 
                0.0055 | 
                0.7% | 
                14% | 
                False | 
                False | 
                76,097 | 
                 
                
                | 60 | 
                0.7737 | 
                0.7433 | 
                0.0304 | 
                4.1% | 
                0.0058 | 
                0.8% | 
                14% | 
                False | 
                False | 
                51,116 | 
                 
                
                | 80 | 
                0.7737 | 
                0.7190 | 
                0.0547 | 
                7.3% | 
                0.0060 | 
                0.8% | 
                52% | 
                False | 
                False | 
                38,366 | 
                 
                
                | 100 | 
                0.7737 | 
                0.7132 | 
                0.0605 | 
                8.1% | 
                0.0059 | 
                0.8% | 
                57% | 
                False | 
                False | 
                30,703 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7667 | 
         
        
            | 
2.618             | 
            0.7597 | 
         
        
            | 
1.618             | 
            0.7554 | 
         
        
            | 
1.000             | 
            0.7527 | 
         
        
            | 
0.618             | 
            0.7511 | 
         
        
            | 
HIGH             | 
            0.7484 | 
         
        
            | 
0.618             | 
            0.7468 | 
         
        
            | 
0.500             | 
            0.7463 | 
         
        
            | 
0.382             | 
            0.7457 | 
         
        
            | 
LOW             | 
            0.7441 | 
         
        
            | 
0.618             | 
            0.7414 | 
         
        
            | 
1.000             | 
            0.7398 | 
         
        
            | 
1.618             | 
            0.7371 | 
         
        
            | 
2.618             | 
            0.7328 | 
         
        
            | 
4.250             | 
            0.7258 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Apr-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7472 | 
                                0.7496 | 
                             
                            
                                | PP | 
                                0.7467 | 
                                0.7489 | 
                             
                            
                                | S1 | 
                                0.7463 | 
                                0.7483 | 
                             
             
         |