CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 26-May-2017

Day Change Summary
	Previous	Current
	25-May-2017	26-May-2017	Change	Change %	Previous Week
Open	0.7499	0.7452	-0.0047	-0.6%	0.7445
High	0.7513	0.7458	-0.0055	-0.7%	0.7514
Low	0.7447	0.7419	-0.0028	-0.4%	0.7419
Close	0.7452	0.7441	-0.0011	-0.1%	0.7441
Range	0.0066	0.0039	-0.0027	-40.9%	0.0095
ATR	0.0058	0.0057	-0.0001	-2.4%	0.0000
Volume	75,514	77,642	2,128	2.8%	381,557

Daily Pivots for day following 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7556	0.7538	0.7462
R3	0.7517	0.7499	0.7452
R2	0.7478	0.7478	0.7448
R1	0.7460	0.7460	0.7445	0.7450
PP	0.7439	0.7439	0.7439	0.7434
S1	0.7421	0.7421	0.7437	0.7411
S2	0.7400	0.7400	0.7434
S3	0.7361	0.7382	0.7430
S4	0.7322	0.7343	0.7420

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7687	0.7493
R3	0.7648	0.7592	0.7467
R2	0.7553	0.7553	0.7458
R1	0.7497	0.7497	0.7450	0.7478
PP	0.7458	0.7458	0.7458	0.7448
S1	0.7402	0.7402	0.7432	0.7383
S2	0.7363	0.7363	0.7424
S3	0.7268	0.7307	0.7415
S4	0.7173	0.7212	0.7389

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7514	0.7419	0.0095	1.3%	0.0055	0.7%	23%	False	True	76,311
10	0.7514	0.7380	0.0134	1.8%	0.0055	0.7%	46%	False	False	85,643
20	0.7550	0.7323	0.0227	3.1%	0.0059	0.8%	52%	False	False	89,242
40	0.7652	0.7323	0.0329	4.4%	0.0056	0.7%	36%	False	False	85,144
60	0.7737	0.7323	0.0414	5.6%	0.0056	0.8%	29%	False	False	80,479
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	29%	False	False	60,648
100	0.7737	0.7190	0.0547	7.4%	0.0060	0.8%	46%	False	False	48,541
120	0.7737	0.7132	0.0605	8.1%	0.0059	0.8%	51%	False	False	40,460

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7624
2.618	0.7560
1.618	0.7521
1.000	0.7497
0.618	0.7482
HIGH	0.7458
0.618	0.7443
0.500	0.7439
0.382	0.7434
LOW	0.7419
0.618	0.7395
1.000	0.7380
1.618	0.7356
2.618	0.7317
4.250	0.7253

Fisher Pivots for day following 26-May-2017
Pivot	1 day	3 day
R1	0.7440	0.7466
PP	0.7439	0.7458
S1	0.7439	0.7449

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

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