CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	0.7540	0.7534	-0.0006	-0.1%	0.7431
High	0.7564	0.7636	0.0072	1.0%	0.7565
Low	0.7524	0.7532	0.0008	0.1%	0.7420
Close	0.7539	0.7591	0.0052	0.7%	0.7528
Range	0.0040	0.0104	0.0064	160.0%	0.0145
ATR	0.0054	0.0057	0.0004	6.7%	0.0000
Volume	84,032	158,562	74,530	88.7%	453,027

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7849	0.7648
R3	0.7794	0.7745	0.7620
R2	0.7690	0.7690	0.7610
R1	0.7641	0.7641	0.7601	0.7665
PP	0.7586	0.7586	0.7586	0.7599
S1	0.7537	0.7537	0.7581	0.7562
S2	0.7482	0.7482	0.7572
S3	0.7378	0.7433	0.7562
S4	0.7274	0.7329	0.7534

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	0.7636	0.7519	0.0117	1.5%	0.0045	0.6%	62%	True	False	88,543
10	0.7636	0.7370	0.0266	3.5%	0.0059	0.8%	83%	True	False	97,387
20	0.7636	0.7370	0.0266	3.5%	0.0057	0.8%	83%	True	False	92,552
40	0.7636	0.7323	0.0313	4.1%	0.0058	0.8%	86%	True	False	89,841
60	0.7737	0.7323	0.0414	5.5%	0.0055	0.7%	65%	False	False	86,832
80	0.7737	0.7323	0.0414	5.5%	0.0057	0.8%	65%	False	False	75,028
100	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	65%	False	False	60,068
120	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	76%	False	False	50,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.8078
2.618	0.7908
1.618	0.7804
1.000	0.7740
0.618	0.7700
HIGH	0.7636
0.618	0.7596
0.500	0.7584
0.382	0.7572
LOW	0.7532
0.618	0.7468
1.000	0.7428
1.618	0.7364
2.618	0.7260
4.250	0.7090

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	0.7589	0.7587
PP	0.7586	0.7583
S1	0.7584	0.7579

Download as Excel Spreadsheet

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

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