CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	0.7415	0.7445	0.0030	0.4%	0.7387
High	0.7465	0.7485	0.0020	0.3%	0.7465
Low	0.7403	0.7431	0.0028	0.4%	0.7380
Close	0.7453	0.7472	0.0019	0.3%	0.7453
Range	0.0062	0.0054	-0.0008	-12.9%	0.0085
ATR	0.0058	0.0058	0.0000	-0.5%	0.0000
Volume	76,919	68,496	-8,423	-11.0%	474,881

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7625	0.7602	0.7502
R3	0.7571	0.7548	0.7487
R2	0.7517	0.7517	0.7482
R1	0.7494	0.7494	0.7477	0.7506
PP	0.7463	0.7463	0.7463	0.7468
S1	0.7440	0.7440	0.7467	0.7452
S2	0.7409	0.7409	0.7462
S3	0.7355	0.7386	0.7457
S4	0.7301	0.7332	0.7442

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7655	0.7500
R3	0.7603	0.7570	0.7476
R2	0.7518	0.7518	0.7469
R1	0.7485	0.7485	0.7461	0.7502
PP	0.7433	0.7433	0.7433	0.7441
S1	0.7400	0.7400	0.7445	0.7417
S2	0.7348	0.7348	0.7437
S3	0.7263	0.7315	0.7430
S4	0.7178	0.7230	0.7406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7485	0.7384	0.0101	1.4%	0.0055	0.7%	87%	True	False	92,436
10	0.7485	0.7323	0.0162	2.2%	0.0056	0.7%	92%	True	False	95,275
20	0.7564	0.7323	0.0241	3.2%	0.0061	0.8%	62%	False	False	91,573
40	0.7669	0.7323	0.0346	4.6%	0.0055	0.7%	43%	False	False	84,634
60	0.7737	0.7323	0.0414	5.5%	0.0057	0.8%	36%	False	False	75,527
80	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	36%	False	False	56,741
100	0.7737	0.7136	0.0601	8.0%	0.0060	0.8%	56%	False	False	45,414
120	0.7737	0.7132	0.0605	8.1%	0.0058	0.8%	56%	False	False	37,851

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7715
2.618	0.7626
1.618	0.7572
1.000	0.7539
0.618	0.7518
HIGH	0.7485
0.618	0.7464
0.500	0.7458
0.382	0.7452
LOW	0.7431
0.618	0.7398
1.000	0.7377
1.618	0.7344
2.618	0.7290
4.250	0.7202

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	0.7467	0.7463
PP	0.7463	0.7453
S1	0.7458	0.7444

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

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