CME Australian Dollar Future June 2017

Trading Metrics calculated at close of trading on 19-Jun-2017

Day Change Summary
	Previous	Current
	16-Jun-2017	19-Jun-2017	Change	Change %	Previous Week
Open	0.7581	0.7620	0.0039	0.5%	0.7533
High	0.7630	0.7629	-0.0001	0.0%	0.7636
Low	0.7576	0.7586	0.0010	0.1%	0.7521
Close	0.7626	0.7601	-0.0025	-0.3%	0.7626
Range	0.0054	0.0043	-0.0011	-20.4%	0.0115
ATR	0.0057	0.0056	-0.0001	-1.8%	0.0000
Volume	22,009	2,017	-19,992	-90.8%	429,108

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7734	0.7711	0.7625
R3	0.7691	0.7668	0.7613
R2	0.7648	0.7648	0.7609
R1	0.7625	0.7625	0.7605	0.7615
PP	0.7605	0.7605	0.7605	0.7601
S1	0.7582	0.7582	0.7597	0.7572
S2	0.7562	0.7562	0.7593
S3	0.7519	0.7539	0.7589
S4	0.7476	0.7496	0.7577

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	0.7524	0.0112	1.5%	0.0061	0.8%	69%	False	False	74,376
10	0.7636	0.7455	0.0181	2.4%	0.0052	0.7%	81%	False	False	80,353
20	0.7636	0.7370	0.0266	3.5%	0.0057	0.7%	87%	False	False	83,254
40	0.7636	0.7323	0.0313	4.1%	0.0058	0.8%	89%	False	False	87,385
60	0.7669	0.7323	0.0346	4.6%	0.0055	0.7%	80%	False	False	84,158
80	0.7737	0.7323	0.0414	5.4%	0.0057	0.8%	67%	False	False	76,616
100	0.7737	0.7323	0.0414	5.4%	0.0058	0.8%	67%	False	False	61,359
120	0.7737	0.7136	0.0601	7.9%	0.0059	0.8%	77%	False	False	51,150

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

Fibonacci Retracements and Extensions
4.250	0.7812
2.618	0.7742
1.618	0.7699
1.000	0.7672
0.618	0.7656
HIGH	0.7629
0.618	0.7613
0.500	0.7608
0.382	0.7602
LOW	0.7586
0.618	0.7559
1.000	0.7543
1.618	0.7516
2.618	0.7473
4.250	0.7403

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	0.7608	0.7601
PP	0.7605	0.7600
S1	0.7603	0.7600

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

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