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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |