CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	0.7477	0.7499	0.0022	0.3%	0.7431
High	0.7513	0.7557	0.0044	0.6%	0.7463
Low	0.7447	0.7490	0.0043	0.6%	0.7362
Close	0.7498	0.7534	0.0036	0.5%	0.7425
Range	0.0066	0.0067	0.0001	1.5%	0.0101
ATR	0.0059	0.0060	0.0001	1.0%	0.0000
Volume	5,627	4,245	-1,382	-24.6%	3,943

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7728	0.7698	0.7571
R3	0.7661	0.7631	0.7552
R2	0.7594	0.7594	0.7546
R1	0.7564	0.7564	0.7540	0.7579
PP	0.7527	0.7527	0.7527	0.7535
S1	0.7497	0.7497	0.7528	0.7512
S2	0.7460	0.7460	0.7522
S3	0.7393	0.7430	0.7516
S4	0.7326	0.7363	0.7497

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7673	0.7481
R3	0.7619	0.7572	0.7453
R2	0.7518	0.7518	0.7444
R1	0.7471	0.7471	0.7434	0.7444
PP	0.7417	0.7417	0.7417	0.7403
S1	0.7370	0.7370	0.7416	0.7343
S2	0.7316	0.7316	0.7406
S3	0.7215	0.7269	0.7397
S4	0.7114	0.7168	0.7369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7557	0.7362	0.0195	2.6%	0.0072	1.0%	88%	True	False	2,797
10	0.7557	0.7362	0.0195	2.6%	0.0063	0.8%	88%	True	False	1,803
20	0.7557	0.7325	0.0232	3.1%	0.0057	0.8%	90%	True	False	1,162
40	0.7589	0.7315	0.0274	3.6%	0.0057	0.8%	80%	False	False	719
60	0.7725	0.7315	0.0410	5.4%	0.0055	0.7%	53%	False	False	519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7842
2.618	0.7732
1.618	0.7665
1.000	0.7624
0.618	0.7598
HIGH	0.7557
0.618	0.7531
0.500	0.7524
0.382	0.7516
LOW	0.7490
0.618	0.7449
1.000	0.7423
1.618	0.7382
2.618	0.7315
4.250	0.7205

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	0.7531	0.7518
PP	0.7527	0.7501
S1	0.7524	0.7485

Download as Excel Spreadsheet

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

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