CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	0.7373	0.7431	0.0058	0.8%	0.7439
High	0.7446	0.7498	0.0052	0.7%	0.7473
Low	0.7372	0.7420	0.0048	0.7%	0.7370
Close	0.7434	0.7487	0.0053	0.7%	0.7434
Range	0.0074	0.0078	0.0004	5.4%	0.0103
ATR	0.0059	0.0061	0.0001	2.2%	0.0000
Volume	102,387	80,614	-21,773	-21.3%	399,371

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7673	0.7530
R3	0.7624	0.7595	0.7508
R2	0.7546	0.7546	0.7501
R1	0.7517	0.7517	0.7494	0.7532
PP	0.7468	0.7468	0.7468	0.7476
S1	0.7439	0.7439	0.7480	0.7454
S2	0.7390	0.7390	0.7473
S3	0.7312	0.7361	0.7466
S4	0.7234	0.7283	0.7444

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	0.7498	0.7370	0.0128	1.7%	0.0068	0.9%	91%	True	False	95,997
10	0.7514	0.7370	0.0144	1.9%	0.0061	0.8%	81%	False	False	86,154
20	0.7514	0.7323	0.0191	2.6%	0.0058	0.8%	86%	False	False	91,041
40	0.7602	0.7323	0.0279	3.7%	0.0058	0.8%	59%	False	False	87,556
60	0.7737	0.7323	0.0414	5.5%	0.0057	0.8%	40%	False	False	85,569
80	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	40%	False	False	66,628
100	0.7737	0.7323	0.0414	5.5%	0.0060	0.8%	40%	False	False	53,336
120	0.7737	0.7132	0.0605	8.1%	0.0060	0.8%	59%	False	False	44,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7830
2.618	0.7702
1.618	0.7624
1.000	0.7576
0.618	0.7546
HIGH	0.7498
0.618	0.7468
0.500	0.7459
0.382	0.7450
LOW	0.7420
0.618	0.7372
1.000	0.7342
1.618	0.7294
2.618	0.7216
4.250	0.7089

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	0.7478	0.7469
PP	0.7468	0.7452
S1	0.7459	0.7434

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

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