CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 04-May-2017

Day Change Summary
	Previous	Current
	03-May-2017	04-May-2017	Change	Change %	Previous Week
Open	0.7527	0.7420	-0.0107	-1.4%	0.7562
High	0.7539	0.7425	-0.0114	-1.5%	0.7578
Low	0.7413	0.7377	-0.0036	-0.5%	0.7433
Close	0.7422	0.7394	-0.0028	-0.4%	0.7476
Range	0.0126	0.0048	-0.0078	-61.9%	0.0145
ATR	0.0062	0.0061	-0.0001	-1.6%	0.0000
Volume	107,226	112,986	5,760	5.4%	427,066

Daily Pivots for day following 04-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7516	0.7420
R3	0.7495	0.7468	0.7407
R2	0.7447	0.7447	0.7403
R1	0.7420	0.7420	0.7398	0.7410
PP	0.7399	0.7399	0.7399	0.7393
S1	0.7372	0.7372	0.7390	0.7362
S2	0.7351	0.7351	0.7385
S3	0.7303	0.7324	0.7381
S4	0.7255	0.7276	0.7368

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	0.7377	0.0173	2.3%	0.0066	0.9%	10%	False	True	84,299
10	0.7578	0.7377	0.0201	2.7%	0.0062	0.8%	8%	False	True	83,293
20	0.7602	0.7377	0.0225	3.0%	0.0057	0.8%	8%	False	True	82,469
40	0.7737	0.7377	0.0360	4.9%	0.0056	0.8%	5%	False	True	82,070
60	0.7737	0.7377	0.0360	4.9%	0.0058	0.8%	5%	False	True	56,804
80	0.7737	0.7305	0.0432	5.8%	0.0060	0.8%	21%	False	False	42,646
100	0.7737	0.7132	0.0605	8.2%	0.0060	0.8%	43%	False	False	34,130

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7629
2.618	0.7551
1.618	0.7503
1.000	0.7473
0.618	0.7455
HIGH	0.7425
0.618	0.7407
0.500	0.7401
0.382	0.7395
LOW	0.7377
0.618	0.7347
1.000	0.7329
1.618	0.7299
2.618	0.7251
4.250	0.7173

Fisher Pivots for day following 04-May-2017
Pivot	1 day	3 day
R1	0.7401	0.7464
PP	0.7399	0.7440
S1	0.7396	0.7417

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

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