CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	0.7559	0.7576	0.0017	0.2%	0.7609
High	0.7592	0.7617	0.0025	0.3%	0.7620
Low	0.7555	0.7570	0.0015	0.2%	0.7526
Close	0.7579	0.7587	0.0008	0.1%	0.7565
Range	0.0037	0.0047	0.0010	27.0%	0.0094
ATR	0.0050	0.0050	0.0000	-0.5%	0.0000
Volume	52,931	68,005	15,074	28.5%	312,619

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7732	0.7707	0.7613
R3	0.7685	0.7660	0.7600
R2	0.7638	0.7638	0.7596
R1	0.7613	0.7613	0.7591	0.7626
PP	0.7591	0.7591	0.7591	0.7598
S1	0.7566	0.7566	0.7583	0.7579
S2	0.7544	0.7544	0.7578
S3	0.7497	0.7519	0.7574
S4	0.7450	0.7472	0.7561

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7852	0.7803	0.7617
R3	0.7758	0.7709	0.7591
R2	0.7664	0.7664	0.7582
R1	0.7615	0.7615	0.7574	0.7593
PP	0.7570	0.7570	0.7570	0.7559
S1	0.7521	0.7521	0.7556	0.7499
S2	0.7476	0.7476	0.7548
S3	0.7382	0.7427	0.7539
S4	0.7288	0.7333	0.7513

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7617	0.7526	0.0091	1.2%	0.0038	0.5%	67%	True	False	59,339
10	0.7625	0.7523	0.0102	1.3%	0.0051	0.7%	63%	False	False	63,517
20	0.7625	0.7362	0.0263	3.5%	0.0052	0.7%	86%	False	False	34,573
40	0.7625	0.7315	0.0310	4.1%	0.0054	0.7%	88%	False	False	17,567
60	0.7625	0.7315	0.0310	4.1%	0.0053	0.7%	88%	False	False	11,767
80	0.7725	0.7315	0.0410	5.4%	0.0052	0.7%	66%	False	False	8,853

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7817
2.618	0.7740
1.618	0.7693
1.000	0.7664
0.618	0.7646
HIGH	0.7617
0.618	0.7599
0.500	0.7594
0.382	0.7588
LOW	0.7570
0.618	0.7541
1.000	0.7523
1.618	0.7494
2.618	0.7447
4.250	0.7370

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	0.7594	0.7583
PP	0.7591	0.7578
S1	0.7589	0.7574

Download as Excel Spreadsheet

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

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