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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |