CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 17-May-2017

Day Change Summary
	Previous	Current
	16-May-2017	17-May-2017	Change	Change %	Previous Week
Open	0.7408	0.7420	0.0012	0.2%	0.7407
High	0.7433	0.7439	0.0006	0.1%	0.7419
Low	0.7390	0.7384	-0.0006	-0.1%	0.7323
Close	0.7423	0.7420	-0.0003	0.0%	0.7387
Range	0.0043	0.0055	0.0012	27.9%	0.0096
ATR	0.0058	0.0058	0.0000	-0.4%	0.0000
Volume	78,423	104,489	26,066	33.2%	484,411

Daily Pivots for day following 17-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7555	0.7450
R3	0.7524	0.7500	0.7435
R2	0.7469	0.7469	0.7430
R1	0.7445	0.7445	0.7425	0.7448
PP	0.7414	0.7414	0.7414	0.7416
S1	0.7390	0.7390	0.7415	0.7392
S2	0.7359	0.7359	0.7410
S3	0.7304	0.7335	0.7405
S4	0.7249	0.7280	0.7390

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	0.7333	0.0108	1.5%	0.0051	0.7%	81%	False	False	93,399
10	0.7441	0.7323	0.0118	1.6%	0.0054	0.7%	82%	False	False	96,281
20	0.7578	0.7323	0.0255	3.4%	0.0058	0.8%	38%	False	False	87,991
40	0.7677	0.7323	0.0354	4.8%	0.0054	0.7%	27%	False	False	83,747
60	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	23%	False	False	70,915
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	23%	False	False	53,252
100	0.7737	0.7132	0.0605	8.2%	0.0059	0.8%	48%	False	False	42,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7673
2.618	0.7583
1.618	0.7528
1.000	0.7494
0.618	0.7473
HIGH	0.7439
0.618	0.7418
0.500	0.7412
0.382	0.7405
LOW	0.7384
0.618	0.7350
1.000	0.7329
1.618	0.7295
2.618	0.7240
4.250	0.7150

Fisher Pivots for day following 17-May-2017
Pivot	1 day	3 day
R1	0.7417	0.7417
PP	0.7414	0.7414
S1	0.7412	0.7411

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

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