CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 08-Jun-2017

Day Change Summary
	Previous	Current
	07-Jun-2017	08-Jun-2017	Change	Change %	Previous Week
Open	0.7508	0.7550	0.0042	0.6%	0.7439
High	0.7565	0.7553	-0.0012	-0.2%	0.7473
Low	0.7498	0.7524	0.0026	0.3%	0.7370
Close	0.7544	0.7546	0.0002	0.0%	0.7434
Range	0.0067	0.0029	-0.0038	-56.7%	0.0103
ATR	0.0062	0.0059	-0.0002	-3.8%	0.0000
Volume	119,808	77,594	-42,214	-35.2%	399,371

Daily Pivots for day following 08-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7628	0.7616	0.7562
R3	0.7599	0.7587	0.7554
R2	0.7570	0.7570	0.7551
R1	0.7558	0.7558	0.7549	0.7550
PP	0.7541	0.7541	0.7541	0.7537
S1	0.7529	0.7529	0.7543	0.7521
S2	0.7512	0.7512	0.7541
S3	0.7483	0.7500	0.7538
S4	0.7454	0.7471	0.7530

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	0.7372	0.0193	2.6%	0.0063	0.8%	90%	False	False	98,425
10	0.7565	0.7370	0.0195	2.6%	0.0061	0.8%	90%	False	False	94,226
20	0.7565	0.7333	0.0232	3.1%	0.0058	0.8%	92%	False	False	92,422
40	0.7602	0.7323	0.0279	3.7%	0.0059	0.8%	80%	False	False	88,776
60	0.7737	0.7323	0.0414	5.5%	0.0057	0.8%	54%	False	False	87,067
80	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	54%	False	False	70,485
100	0.7737	0.7323	0.0414	5.5%	0.0059	0.8%	54%	False	False	56,424
120	0.7737	0.7132	0.0605	8.0%	0.0060	0.8%	68%	False	False	47,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7629
1.618	0.7600
1.000	0.7582
0.618	0.7571
HIGH	0.7553
0.618	0.7542
0.500	0.7539
0.382	0.7535
LOW	0.7524
0.618	0.7506
1.000	0.7495
1.618	0.7477
2.618	0.7448
4.250	0.7401

Fisher Pivots for day following 08-Jun-2017
Pivot	1 day	3 day
R1	0.7544	0.7534
PP	0.7541	0.7522
S1	0.7539	0.7510

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

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