CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	0.7483	0.7508	0.0025	0.3%	0.7439
High	0.7521	0.7565	0.0044	0.6%	0.7473
Low	0.7455	0.7498	0.0043	0.6%	0.7370
Close	0.7507	0.7544	0.0037	0.5%	0.7434
Range	0.0066	0.0067	0.0001	1.5%	0.0103
ATR	0.0061	0.0062	0.0000	0.7%	0.0000
Volume	111,726	119,808	8,082	7.2%	399,371

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7707	0.7581
R3	0.7670	0.7640	0.7562
R2	0.7603	0.7603	0.7556
R1	0.7573	0.7573	0.7550	0.7588
PP	0.7536	0.7536	0.7536	0.7543
S1	0.7506	0.7506	0.7538	0.7521
S2	0.7469	0.7469	0.7532
S3	0.7402	0.7439	0.7526
S4	0.7335	0.7372	0.7507

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	0.7565	0.7370	0.0195	2.6%	0.0074	1.0%	89%	True	False	106,231
10	0.7565	0.7370	0.0195	2.6%	0.0064	0.9%	89%	True	False	94,573
20	0.7565	0.7332	0.0233	3.1%	0.0059	0.8%	91%	True	False	93,397
40	0.7602	0.7323	0.0279	3.7%	0.0059	0.8%	79%	False	False	89,155
60	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	53%	False	False	86,788
80	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	53%	False	False	69,518
100	0.7737	0.7323	0.0414	5.5%	0.0059	0.8%	53%	False	False	55,649
120	0.7737	0.7132	0.0605	8.0%	0.0060	0.8%	68%	False	False	46,389

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7850
2.618	0.7740
1.618	0.7673
1.000	0.7632
0.618	0.7606
HIGH	0.7565
0.618	0.7539
0.500	0.7532
0.382	0.7524
LOW	0.7498
0.618	0.7457
1.000	0.7431
1.618	0.7390
2.618	0.7323
4.250	0.7213

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	0.7540	0.7527
PP	0.7536	0.7510
S1	0.7532	0.7493

Download as Excel Spreadsheet

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

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