CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 18-May-2017

Day Change Summary
	Previous	Current
	17-May-2017	18-May-2017	Change	Change %	Previous Week
Open	0.7420	0.7432	0.0012	0.2%	0.7407
High	0.7439	0.7463	0.0024	0.3%	0.7419
Low	0.7384	0.7404	0.0020	0.3%	0.7323
Close	0.7420	0.7411	-0.0009	-0.1%	0.7387
Range	0.0055	0.0059	0.0004	7.3%	0.0096
ATR	0.0058	0.0058	0.0000	0.2%	0.0000
Volume	104,489	133,857	29,368	28.1%	484,411

Daily Pivots for day following 18-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7603	0.7566	0.7443
R3	0.7544	0.7507	0.7427
R2	0.7485	0.7485	0.7422
R1	0.7448	0.7448	0.7416	0.7437
PP	0.7426	0.7426	0.7426	0.7421
S1	0.7389	0.7389	0.7406	0.7378
S2	0.7367	0.7367	0.7400
S3	0.7308	0.7330	0.7395
S4	0.7249	0.7271	0.7379

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	0.7463	0.7363	0.0100	1.3%	0.0054	0.7%	48%	True	False	99,362
10	0.7463	0.7323	0.0140	1.9%	0.0055	0.7%	63%	True	False	98,368
20	0.7578	0.7323	0.0255	3.4%	0.0059	0.8%	35%	False	False	90,831
40	0.7669	0.7323	0.0346	4.7%	0.0054	0.7%	25%	False	False	84,574
60	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	21%	False	False	73,138
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	21%	False	False	54,925
100	0.7737	0.7132	0.0605	8.2%	0.0059	0.8%	46%	False	False	43,961

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7714
2.618	0.7617
1.618	0.7558
1.000	0.7522
0.618	0.7499
HIGH	0.7463
0.618	0.7440
0.500	0.7434
0.382	0.7427
LOW	0.7404
0.618	0.7368
1.000	0.7345
1.618	0.7309
2.618	0.7250
4.250	0.7153

Fisher Pivots for day following 18-May-2017
Pivot	1 day	3 day
R1	0.7434	0.7424
PP	0.7426	0.7419
S1	0.7419	0.7415

Download as Excel Spreadsheet

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

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