CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	0.7585	0.7581	-0.0004	-0.1%	0.7533
High	0.7632	0.7630	-0.0002	0.0%	0.7636
Low	0.7568	0.7576	0.0008	0.1%	0.7521
Close	0.7582	0.7626	0.0044	0.6%	0.7626
Range	0.0064	0.0054	-0.0010	-15.6%	0.0115
ATR	0.0058	0.0057	0.0000	-0.5%	0.0000
Volume	105,263	22,009	-83,254	-79.1%	429,108

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7753	0.7656
R3	0.7719	0.7699	0.7641
R2	0.7665	0.7665	0.7636
R1	0.7645	0.7645	0.7631	0.7655
PP	0.7611	0.7611	0.7611	0.7616
S1	0.7591	0.7591	0.7621	0.7601
S2	0.7557	0.7557	0.7616
S3	0.7503	0.7537	0.7611
S4	0.7449	0.7483	0.7596

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7898	0.7689
R3	0.7824	0.7783	0.7658
R2	0.7709	0.7709	0.7647
R1	0.7668	0.7668	0.7637	0.7689
PP	0.7594	0.7594	0.7594	0.7605
S1	0.7553	0.7553	0.7615	0.7574
S2	0.7479	0.7479	0.7605
S3	0.7364	0.7438	0.7594
S4	0.7249	0.7323	0.7563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7636	0.7521	0.0115	1.5%	0.0057	0.8%	91%	False	False	85,821
10	0.7636	0.7420	0.0216	2.8%	0.0055	0.7%	95%	False	False	88,213
20	0.7636	0.7370	0.0266	3.5%	0.0057	0.8%	96%	False	False	86,999
40	0.7636	0.7323	0.0313	4.1%	0.0058	0.8%	97%	False	False	88,915
60	0.7669	0.7323	0.0346	4.5%	0.0055	0.7%	88%	False	False	85,382
80	0.7737	0.7323	0.0414	5.4%	0.0057	0.8%	73%	False	False	76,603
100	0.7737	0.7323	0.0414	5.4%	0.0058	0.8%	73%	False	False	61,339
120	0.7737	0.7132	0.0605	7.9%	0.0059	0.8%	82%	False	False	51,134

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7771
1.618	0.7717
1.000	0.7684
0.618	0.7663
HIGH	0.7630
0.618	0.7609
0.500	0.7603
0.382	0.7597
LOW	0.7576
0.618	0.7543
1.000	0.7522
1.618	0.7489
2.618	0.7435
4.250	0.7347

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	0.7618	0.7612
PP	0.7611	0.7598
S1	0.7603	0.7584

Download as Excel Spreadsheet

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

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