CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 25-May-2017

Day Change Summary
	Previous	Current
	24-May-2017	25-May-2017	Change	Change %	Previous Week
Open	0.7473	0.7499	0.0026	0.3%	0.7387
High	0.7504	0.7513	0.0009	0.1%	0.7465
Low	0.7439	0.7447	0.0008	0.1%	0.7380
Close	0.7481	0.7452	-0.0029	-0.4%	0.7453
Range	0.0065	0.0066	0.0001	1.5%	0.0085
ATR	0.0058	0.0058	0.0001	1.0%	0.0000
Volume	81,061	75,514	-5,547	-6.8%	474,881

Daily Pivots for day following 25-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7669	0.7626	0.7488
R3	0.7603	0.7560	0.7470
R2	0.7537	0.7537	0.7464
R1	0.7494	0.7494	0.7458	0.7483
PP	0.7471	0.7471	0.7471	0.7465
S1	0.7428	0.7428	0.7446	0.7417
S2	0.7405	0.7405	0.7440
S3	0.7339	0.7362	0.7434
S4	0.7273	0.7296	0.7416

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	0.7514	0.7403	0.0111	1.5%	0.0060	0.8%	44%	False	False	76,166
10	0.7514	0.7363	0.0151	2.0%	0.0057	0.8%	59%	False	False	87,764
20	0.7550	0.7323	0.0227	3.0%	0.0059	0.8%	57%	False	False	89,301
40	0.7669	0.7323	0.0346	4.6%	0.0056	0.7%	37%	False	False	84,858
60	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	31%	False	False	79,349
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	31%	False	False	59,680
100	0.7737	0.7165	0.0572	7.7%	0.0060	0.8%	50%	False	False	47,765
120	0.7737	0.7132	0.0605	8.1%	0.0059	0.8%	53%	False	False	39,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7793
2.618	0.7686
1.618	0.7620
1.000	0.7579
0.618	0.7554
HIGH	0.7513
0.618	0.7488
0.500	0.7480
0.382	0.7472
LOW	0.7447
0.618	0.7406
1.000	0.7381
1.618	0.7340
2.618	0.7274
4.250	0.7167

Fisher Pivots for day following 25-May-2017
Pivot	1 day	3 day
R1	0.7480	0.7477
PP	0.7471	0.7468
S1	0.7461	0.7460

Download as Excel Spreadsheet

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

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