CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 02-Jun-2017

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	0.7429	0.7373	-0.0056	-0.8%	0.7439
High	0.7453	0.7446	-0.0007	-0.1%	0.7473
Low	0.7370	0.7372	0.0002	0.0%	0.7370
Close	0.7373	0.7434	0.0061	0.8%	0.7434
Range	0.0083	0.0074	-0.0009	-10.8%	0.0103
ATR	0.0058	0.0059	0.0001	1.9%	0.0000
Volume	116,622	102,387	-14,235	-12.2%	399,371

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7611	0.7475
R3	0.7565	0.7537	0.7454
R2	0.7491	0.7491	0.7448
R1	0.7463	0.7463	0.7441	0.7477
PP	0.7417	0.7417	0.7417	0.7425
S1	0.7389	0.7389	0.7427	0.7403
S2	0.7343	0.7343	0.7420
S3	0.7269	0.7315	0.7414
S4	0.7195	0.7241	0.7393

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7687	0.7491
R3	0.7632	0.7584	0.7462
R2	0.7529	0.7529	0.7453
R1	0.7481	0.7481	0.7443	0.7454
PP	0.7426	0.7426	0.7426	0.7412
S1	0.7378	0.7378	0.7425	0.7351
S2	0.7323	0.7323	0.7415
S3	0.7220	0.7275	0.7406
S4	0.7117	0.7172	0.7377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7473	0.7370	0.0103	1.4%	0.0060	0.8%	62%	False	False	95,402
10	0.7514	0.7370	0.0144	1.9%	0.0060	0.8%	44%	False	False	85,784
20	0.7514	0.7323	0.0191	2.6%	0.0057	0.8%	58%	False	False	92,076
40	0.7602	0.7323	0.0279	3.8%	0.0057	0.8%	40%	False	False	87,273
60	0.7737	0.7323	0.0414	5.6%	0.0057	0.8%	27%	False	False	85,405
80	0.7737	0.7323	0.0414	5.6%	0.0058	0.8%	27%	False	False	65,622
100	0.7737	0.7305	0.0432	5.8%	0.0060	0.8%	30%	False	False	52,532
120	0.7737	0.7132	0.0605	8.1%	0.0060	0.8%	50%	False	False	43,787

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7761
2.618	0.7640
1.618	0.7566
1.000	0.7520
0.618	0.7492
HIGH	0.7446
0.618	0.7418
0.500	0.7409
0.382	0.7400
LOW	0.7372
0.618	0.7326
1.000	0.7298
1.618	0.7252
2.618	0.7178
4.250	0.7058

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	0.7426	0.7430
PP	0.7417	0.7426
S1	0.7409	0.7422

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

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