CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	0.7534	0.7585	0.0051	0.7%	0.7431
High	0.7636	0.7632	-0.0004	-0.1%	0.7565
Low	0.7532	0.7568	0.0036	0.5%	0.7420
Close	0.7591	0.7582	-0.0009	-0.1%	0.7528
Range	0.0104	0.0064	-0.0040	-38.5%	0.0145
ATR	0.0057	0.0058	0.0000	0.9%	0.0000
Volume	158,562	105,263	-53,299	-33.6%	453,027

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7786	0.7748	0.7617
R3	0.7722	0.7684	0.7600
R2	0.7658	0.7658	0.7594
R1	0.7620	0.7620	0.7588	0.7607
PP	0.7594	0.7594	0.7594	0.7588
S1	0.7556	0.7556	0.7576	0.7543
S2	0.7530	0.7530	0.7570
S3	0.7466	0.7492	0.7564
S4	0.7402	0.7428	0.7547

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%	0.0052	0.7%	54%	False	False	94,076
10	0.7636	0.7372	0.0264	3.5%	0.0057	0.8%	80%	False	False	96,251
20	0.7636	0.7370	0.0266	3.5%	0.0058	0.8%	80%	False	False	92,591
40	0.7636	0.7323	0.0313	4.1%	0.0058	0.8%	83%	False	False	90,291
60	0.7677	0.7323	0.0354	4.7%	0.0055	0.7%	73%	False	False	86,695
80	0.7737	0.7323	0.0414	5.5%	0.0057	0.8%	63%	False	False	76,334
100	0.7737	0.7323	0.0414	5.5%	0.0058	0.8%	63%	False	False	61,120
120	0.7737	0.7132	0.0605	8.0%	0.0059	0.8%	74%	False	False	50,951

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

Fibonacci Retracements and Extensions
4.250	0.7904
2.618	0.7800
1.618	0.7736
1.000	0.7696
0.618	0.7672
HIGH	0.7632
0.618	0.7608
0.500	0.7600
0.382	0.7592
LOW	0.7568
0.618	0.7528
1.000	0.7504
1.618	0.7464
2.618	0.7400
4.250	0.7296

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	0.7600	0.7581
PP	0.7594	0.7581
S1	0.7588	0.7580

Download as Excel Spreadsheet

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

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