CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 12-May-2017

Day Change Summary
	Previous	Current
	11-May-2017	12-May-2017	Change	Change %	Previous Week
Open	0.7353	0.7373	0.0020	0.3%	0.7407
High	0.7378	0.7416	0.0038	0.5%	0.7419
Low	0.7333	0.7363	0.0030	0.4%	0.7323
Close	0.7367	0.7387	0.0020	0.3%	0.7387
Range	0.0045	0.0053	0.0008	17.8%	0.0096
ATR	0.0059	0.0059	0.0000	-0.8%	0.0000
Volume	104,045	98,848	-5,197	-5.0%	484,411

Daily Pivots for day following 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7520	0.7416
R3	0.7495	0.7467	0.7402
R2	0.7442	0.7442	0.7397
R1	0.7414	0.7414	0.7392	0.7428
PP	0.7389	0.7389	0.7389	0.7396
S1	0.7361	0.7361	0.7382	0.7375
S2	0.7336	0.7336	0.7377
S3	0.7283	0.7308	0.7372
S4	0.7230	0.7255	0.7358

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7622	0.7440
R3	0.7568	0.7526	0.7413
R2	0.7472	0.7472	0.7405
R1	0.7430	0.7430	0.7396	0.7403
PP	0.7376	0.7376	0.7376	0.7363
S1	0.7334	0.7334	0.7378	0.7307
S2	0.7280	0.7280	0.7369
S3	0.7184	0.7238	0.7361
S4	0.7088	0.7142	0.7334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7419	0.7323	0.0096	1.3%	0.0054	0.7%	67%	False	False	96,882
10	0.7550	0.7323	0.0227	3.1%	0.0062	0.8%	28%	False	False	92,840
20	0.7602	0.7323	0.0279	3.8%	0.0059	0.8%	23%	False	False	85,302
40	0.7737	0.7323	0.0414	5.6%	0.0054	0.7%	15%	False	False	83,743
60	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	15%	False	False	66,535
80	0.7737	0.7323	0.0414	5.6%	0.0059	0.8%	15%	False	False	49,956
100	0.7737	0.7132	0.0605	8.2%	0.0059	0.8%	42%	False	False	39,986

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7641
2.618	0.7555
1.618	0.7502
1.000	0.7469
0.618	0.7449
HIGH	0.7416
0.618	0.7396
0.500	0.7390
0.382	0.7383
LOW	0.7363
0.618	0.7330
1.000	0.7310
1.618	0.7277
2.618	0.7224
4.250	0.7138

Fisher Pivots for day following 12-May-2017
Pivot	1 day	3 day
R1	0.7390	0.7383
PP	0.7389	0.7378
S1	0.7388	0.7374

Download as Excel Spreadsheet

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

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