CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	0.7458	0.7429	-0.0029	-0.4%	0.7445
High	0.7473	0.7453	-0.0020	-0.3%	0.7514
Low	0.7422	0.7370	-0.0052	-0.7%	0.7419
Close	0.7432	0.7373	-0.0059	-0.8%	0.7441
Range	0.0051	0.0083	0.0032	62.7%	0.0095
ATR	0.0056	0.0058	0.0002	3.4%	0.0000
Volume	88,155	116,622	28,467	32.3%	381,557

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7648	0.7593	0.7419
R3	0.7565	0.7510	0.7396
R2	0.7482	0.7482	0.7388
R1	0.7427	0.7427	0.7381	0.7413
PP	0.7399	0.7399	0.7399	0.7392
S1	0.7344	0.7344	0.7365	0.7330
S2	0.7316	0.7316	0.7358
S3	0.7233	0.7261	0.7350
S4	0.7150	0.7178	0.7327

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	0.7513	0.7370	0.0143	1.9%	0.0058	0.8%	2%	False	True	90,028
10	0.7514	0.7370	0.0144	2.0%	0.0058	0.8%	2%	False	True	88,931
20	0.7514	0.7323	0.0191	2.6%	0.0056	0.8%	26%	False	False	92,606
40	0.7602	0.7323	0.0279	3.8%	0.0056	0.8%	18%	False	False	86,704
60	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	12%	False	False	84,568
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	12%	False	False	64,349
100	0.7737	0.7269	0.0468	6.3%	0.0060	0.8%	22%	False	False	51,509
120	0.7737	0.7132	0.0605	8.2%	0.0060	0.8%	40%	False	False	42,934

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	0.0018
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7806
2.618	0.7670
1.618	0.7587
1.000	0.7536
0.618	0.7504
HIGH	0.7453
0.618	0.7421
0.500	0.7412
0.382	0.7402
LOW	0.7370
0.618	0.7319
1.000	0.7287
1.618	0.7236
2.618	0.7153
4.250	0.7017

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	0.7412	0.7422
PP	0.7399	0.7405
S1	0.7386	0.7389

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

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