CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 15-May-2017

Day Change Summary
	Previous	Current
	12-May-2017	15-May-2017	Change	Change %	Previous Week
Open	0.7373	0.7387	0.0014	0.2%	0.7407
High	0.7416	0.7441	0.0025	0.3%	0.7419
Low	0.7363	0.7380	0.0017	0.2%	0.7323
Close	0.7387	0.7409	0.0022	0.3%	0.7387
Range	0.0053	0.0061	0.0008	15.1%	0.0096
ATR	0.0059	0.0059	0.0000	0.3%	0.0000
Volume	98,848	81,193	-17,655	-17.9%	484,411

Daily Pivots for day following 15-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7593	0.7562	0.7443
R3	0.7532	0.7501	0.7426
R2	0.7471	0.7471	0.7420
R1	0.7440	0.7440	0.7415	0.7456
PP	0.7410	0.7410	0.7410	0.7418
S1	0.7379	0.7379	0.7403	0.7395
S2	0.7349	0.7349	0.7398
S3	0.7288	0.7318	0.7392
S4	0.7227	0.7257	0.7375

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	0.7441	0.7323	0.0118	1.6%	0.0057	0.8%	73%	True	False	98,114
10	0.7550	0.7323	0.0227	3.1%	0.0061	0.8%	38%	False	False	95,771
20	0.7588	0.7323	0.0265	3.6%	0.0060	0.8%	32%	False	False	87,262
40	0.7737	0.7323	0.0414	5.6%	0.0054	0.7%	21%	False	False	83,829
60	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	21%	False	False	67,883
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	21%	False	False	50,969
100	0.7737	0.7132	0.0605	8.2%	0.0059	0.8%	46%	False	False	40,797

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7700
2.618	0.7601
1.618	0.7540
1.000	0.7502
0.618	0.7479
HIGH	0.7441
0.618	0.7418
0.500	0.7411
0.382	0.7403
LOW	0.7380
0.618	0.7342
1.000	0.7319
1.618	0.7281
2.618	0.7220
4.250	0.7121

Fisher Pivots for day following 15-May-2017
Pivot	1 day	3 day
R1	0.7411	0.7402
PP	0.7410	0.7394
S1	0.7410	0.7387

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

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