CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 05-May-2017

Day Change Summary
	Previous	Current
	04-May-2017	05-May-2017	Change	Change %	Previous Week
Open	0.7420	0.7406	-0.0014	-0.2%	0.7475
High	0.7425	0.7421	-0.0004	-0.1%	0.7550
Low	0.7377	0.7362	-0.0015	-0.2%	0.7362
Close	0.7394	0.7408	0.0014	0.2%	0.7408
Range	0.0048	0.0059	0.0011	22.9%	0.0188
ATR	0.0061	0.0061	0.0000	-0.2%	0.0000
Volume	112,986	101,316	-11,670	-10.3%	443,997

Daily Pivots for day following 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7574	0.7550	0.7440
R3	0.7515	0.7491	0.7424
R2	0.7456	0.7456	0.7419
R1	0.7432	0.7432	0.7413	0.7444
PP	0.7397	0.7397	0.7397	0.7403
S1	0.7373	0.7373	0.7403	0.7385
S2	0.7338	0.7338	0.7397
S3	0.7279	0.7314	0.7392
S4	0.7220	0.7255	0.7376

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8004	0.7894	0.7511
R3	0.7816	0.7706	0.7460
R2	0.7628	0.7628	0.7442
R1	0.7518	0.7518	0.7425	0.7479
PP	0.7440	0.7440	0.7440	0.7421
S1	0.7330	0.7330	0.7391	0.7291
S2	0.7252	0.7252	0.7374
S3	0.7064	0.7142	0.7356
S4	0.6876	0.6954	0.7305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7550	0.7362	0.0188	2.5%	0.0069	0.9%	24%	False	True	88,799
10	0.7578	0.7362	0.0216	2.9%	0.0065	0.9%	21%	False	True	87,106
20	0.7602	0.7362	0.0240	3.2%	0.0058	0.8%	19%	False	True	84,071
40	0.7737	0.7362	0.0375	5.1%	0.0057	0.8%	12%	False	True	82,832
60	0.7737	0.7362	0.0375	5.1%	0.0058	0.8%	12%	False	True	58,491
80	0.7737	0.7326	0.0411	5.5%	0.0061	0.8%	20%	False	False	43,910
100	0.7737	0.7132	0.0605	8.2%	0.0060	0.8%	46%	False	False	35,143

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7575
1.618	0.7516
1.000	0.7480
0.618	0.7457
HIGH	0.7421
0.618	0.7398
0.500	0.7392
0.382	0.7385
LOW	0.7362
0.618	0.7326
1.000	0.7303
1.618	0.7267
2.618	0.7208
4.250	0.7111

Fisher Pivots for day following 05-May-2017
Pivot	1 day	3 day
R1	0.7403	0.7451
PP	0.7397	0.7436
S1	0.7392	0.7422

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

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