CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 13-Jun-2017

Day Change Summary
	Previous	Current
	12-Jun-2017	13-Jun-2017	Change	Change %	Previous Week
Open	0.7533	0.7540	0.0007	0.1%	0.7431
High	0.7546	0.7564	0.0018	0.2%	0.7565
Low	0.7521	0.7524	0.0003	0.0%	0.7420
Close	0.7539	0.7539	0.0000	0.0%	0.7528
Range	0.0025	0.0040	0.0015	60.0%	0.0145
ATR	0.0055	0.0054	-0.0001	-1.9%	0.0000
Volume	59,242	84,032	24,790	41.8%	453,027

Daily Pivots for day following 13-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7641	0.7561
R3	0.7622	0.7601	0.7550
R2	0.7582	0.7582	0.7546
R1	0.7561	0.7561	0.7543	0.7552
PP	0.7542	0.7542	0.7542	0.7538
S1	0.7521	0.7521	0.7535	0.7512
S2	0.7502	0.7502	0.7532
S3	0.7462	0.7481	0.7528
S4	0.7422	0.7441	0.7517

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	0.7498	0.0067	0.9%	0.0037	0.5%	61%	False	False	80,792
10	0.7565	0.7370	0.0195	2.6%	0.0054	0.7%	87%	False	False	90,346
20	0.7565	0.7370	0.0195	2.6%	0.0054	0.7%	87%	False	False	88,545
40	0.7588	0.7323	0.0265	3.5%	0.0057	0.8%	82%	False	False	87,904
60	0.7737	0.7323	0.0414	5.5%	0.0054	0.7%	52%	False	False	85,401
80	0.7737	0.7323	0.0414	5.5%	0.0056	0.7%	52%	False	False	73,049
100	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	52%	False	False	58,485
120	0.7737	0.7132	0.0605	8.0%	0.0058	0.8%	67%	False	False	48,755

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

Fibonacci Retracements and Extensions
4.250	0.7734
2.618	0.7669
1.618	0.7629
1.000	0.7604
0.618	0.7589
HIGH	0.7564
0.618	0.7549
0.500	0.7544
0.382	0.7539
LOW	0.7524
0.618	0.7499
1.000	0.7484
1.618	0.7459
2.618	0.7419
4.250	0.7354

Fisher Pivots for day following 13-Jun-2017
Pivot	1 day	3 day
R1	0.7544	0.7542
PP	0.7542	0.7541
S1	0.7541	0.7540

Download as Excel Spreadsheet

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

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