CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	0.7634	0.7676	0.0042	0.6%	0.7559
High	0.7679	0.7705	0.0026	0.3%	0.7705
Low	0.7628	0.7660	0.0032	0.4%	0.7555
Close	0.7670	0.7675	0.0005	0.1%	0.7675
Range	0.0051	0.0045	-0.0006	-11.8%	0.0150
ATR	0.0051	0.0051	0.0000	-0.9%	0.0000
Volume	102,550	99,100	-3,450	-3.4%	425,680

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7790	0.7700
R3	0.7770	0.7745	0.7687
R2	0.7725	0.7725	0.7683
R1	0.7700	0.7700	0.7679	0.7690
PP	0.7680	0.7680	0.7680	0.7675
S1	0.7655	0.7655	0.7671	0.7645
S2	0.7635	0.7635	0.7667
S3	0.7590	0.7610	0.7663
S4	0.7545	0.7565	0.7650

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8095	0.8035	0.7758
R3	0.7945	0.7885	0.7716
R2	0.7795	0.7795	0.7703
R1	0.7735	0.7735	0.7689	0.7765
PP	0.7645	0.7645	0.7645	0.7660
S1	0.7585	0.7585	0.7661	0.7615
S2	0.7495	0.7495	0.7647
S3	0.7345	0.7435	0.7634
S4	0.7195	0.7285	0.7592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7705	0.7555	0.0150	2.0%	0.0050	0.6%	80%	True	False	85,136
10	0.7705	0.7526	0.0179	2.3%	0.0045	0.6%	83%	True	False	73,829
20	0.7705	0.7413	0.0292	3.8%	0.0050	0.6%	90%	True	False	49,654
40	0.7705	0.7315	0.0390	5.1%	0.0053	0.7%	92%	True	False	25,143
60	0.7705	0.7315	0.0390	5.1%	0.0053	0.7%	92%	True	False	16,840
80	0.7725	0.7315	0.0410	5.3%	0.0053	0.7%	88%	False	False	12,663

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7896
2.618	0.7823
1.618	0.7778
1.000	0.7750
0.618	0.7733
HIGH	0.7705
0.618	0.7688
0.500	0.7683
0.382	0.7677
LOW	0.7660
0.618	0.7632
1.000	0.7615
1.618	0.7587
2.618	0.7542
4.250	0.7469

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	0.7683	0.7663
PP	0.7680	0.7650
S1	0.7678	0.7638

Download as Excel Spreadsheet

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

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