CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 01-May-2017

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	0.7464	0.7475	0.0011	0.1%	0.7562
High	0.7484	0.7534	0.0050	0.7%	0.7578
Low	0.7441	0.7467	0.0026	0.3%	0.7433
Close	0.7476	0.7528	0.0052	0.7%	0.7476
Range	0.0043	0.0067	0.0024	55.8%	0.0145
ATR	0.0057	0.0058	0.0001	1.2%	0.0000
Volume	78,817	51,884	-26,933	-34.2%	427,066

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7686	0.7565
R3	0.7644	0.7619	0.7546
R2	0.7577	0.7577	0.7540
R1	0.7552	0.7552	0.7534	0.7565
PP	0.7510	0.7510	0.7510	0.7516
S1	0.7485	0.7485	0.7522	0.7498
S2	0.7443	0.7443	0.7516
S3	0.7376	0.7418	0.7510
S4	0.7309	0.7351	0.7491

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	0.7564	0.7433	0.0131	1.7%	0.0065	0.9%	73%	False	False	82,314
10	0.7588	0.7433	0.0155	2.1%	0.0059	0.8%	61%	False	False	78,752
20	0.7630	0.7433	0.0197	2.6%	0.0054	0.7%	48%	False	False	79,956
40	0.7737	0.7433	0.0304	4.0%	0.0055	0.7%	31%	False	False	77,080
60	0.7737	0.7433	0.0304	4.0%	0.0057	0.8%	31%	False	False	51,976
80	0.7737	0.7247	0.0490	6.5%	0.0060	0.8%	57%	False	False	39,014
100	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	65%	False	False	31,222

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7819
2.618	0.7709
1.618	0.7642
1.000	0.7601
0.618	0.7575
HIGH	0.7534
0.618	0.7508
0.500	0.7501
0.382	0.7493
LOW	0.7467
0.618	0.7426
1.000	0.7400
1.618	0.7359
2.618	0.7292
4.250	0.7182

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	0.7519	0.7513
PP	0.7510	0.7498
S1	0.7501	0.7484

Download as Excel Spreadsheet

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

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