CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	0.7518	0.7527	0.0009	0.1%	0.7562
High	0.7550	0.7539	-0.0011	-0.1%	0.7578
Low	0.7504	0.7413	-0.0091	-1.2%	0.7433
Close	0.7525	0.7422	-0.0103	-1.4%	0.7476
Range	0.0046	0.0126	0.0080	173.9%	0.0145
ATR	0.0057	0.0062	0.0005	8.6%	0.0000
Volume	70,585	107,226	36,641	51.9%	427,066

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7755	0.7491
R3	0.7710	0.7629	0.7457
R2	0.7584	0.7584	0.7445
R1	0.7503	0.7503	0.7434	0.7481
PP	0.7458	0.7458	0.7458	0.7447
S1	0.7377	0.7377	0.7410	0.7355
S2	0.7332	0.7332	0.7399
S3	0.7206	0.7251	0.7387
S4	0.7080	0.7125	0.7353

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	0.7550	0.7413	0.0137	1.8%	0.0067	0.9%	7%	False	True	78,016
10	0.7578	0.7413	0.0165	2.2%	0.0063	0.8%	5%	False	True	79,700
20	0.7602	0.7413	0.0189	2.5%	0.0056	0.8%	5%	False	True	80,801
40	0.7737	0.7413	0.0324	4.4%	0.0057	0.8%	3%	False	True	80,550
60	0.7737	0.7413	0.0324	4.4%	0.0058	0.8%	3%	False	True	54,930
80	0.7737	0.7269	0.0468	6.3%	0.0061	0.8%	33%	False	False	41,235
100	0.7737	0.7132	0.0605	8.2%	0.0060	0.8%	48%	False	False	33,000

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	0.0014
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7869
1.618	0.7743
1.000	0.7665
0.618	0.7617
HIGH	0.7539
0.618	0.7491
0.500	0.7476
0.382	0.7461
LOW	0.7413
0.618	0.7335
1.000	0.7287
1.618	0.7209
2.618	0.7083
4.250	0.6877

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	0.7476	0.7482
PP	0.7458	0.7462
S1	0.7440	0.7442

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

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