CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	0.7550	0.7536	-0.0014	-0.2%	0.7431
High	0.7553	0.7544	-0.0009	-0.1%	0.7565
Low	0.7524	0.7519	-0.0005	-0.1%	0.7420
Close	0.7546	0.7528	-0.0018	-0.2%	0.7528
Range	0.0029	0.0025	-0.0004	-13.8%	0.0145
ATR	0.0059	0.0057	-0.0002	-3.9%	0.0000
Volume	77,594	63,285	-14,309	-18.4%	453,027

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7592	0.7542
R3	0.7580	0.7567	0.7535
R2	0.7555	0.7555	0.7533
R1	0.7542	0.7542	0.7530	0.7536
PP	0.7530	0.7530	0.7530	0.7528
S1	0.7517	0.7517	0.7526	0.7511
S2	0.7505	0.7505	0.7523
S3	0.7480	0.7492	0.7521
S4	0.7455	0.7467	0.7514

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7879	0.7608
R3	0.7794	0.7734	0.7568
R2	0.7649	0.7649	0.7555
R1	0.7589	0.7589	0.7541	0.7619
PP	0.7504	0.7504	0.7504	0.7520
S1	0.7444	0.7444	0.7515	0.7474
S2	0.7359	0.7359	0.7501
S3	0.7214	0.7299	0.7488
S4	0.7069	0.7154	0.7448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7565	0.7420	0.0145	1.9%	0.0053	0.7%	74%	False	False	90,605
10	0.7565	0.7370	0.0195	2.6%	0.0056	0.8%	81%	False	False	93,004
20	0.7565	0.7363	0.0202	2.7%	0.0057	0.8%	82%	False	False	90,384
40	0.7602	0.7323	0.0279	3.7%	0.0058	0.8%	73%	False	False	88,022
60	0.7737	0.7323	0.0414	5.5%	0.0055	0.7%	50%	False	False	86,087
80	0.7737	0.7323	0.0414	5.5%	0.0057	0.8%	50%	False	False	71,272
100	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	50%	False	False	57,054
120	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	65%	False	False	47,562

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 113 trading days

Fibonacci Retracements and Extensions
4.250	0.7650
2.618	0.7609
1.618	0.7584
1.000	0.7569
0.618	0.7559
HIGH	0.7544
0.618	0.7534
0.500	0.7532
0.382	0.7529
LOW	0.7519
0.618	0.7504
1.000	0.7494
1.618	0.7479
2.618	0.7454
4.250	0.7413

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	0.7532	0.7532
PP	0.7530	0.7530
S1	0.7529	0.7529

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

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