CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 03-Jul-2017

Day Change Summary
	Previous	Current
	30-Jun-2017	03-Jul-2017	Change	Change %	Previous Week
Open	0.7676	0.7675	-0.0001	0.0%	0.7559
High	0.7705	0.7688	-0.0017	-0.2%	0.7705
Low	0.7660	0.7637	-0.0023	-0.3%	0.7555
Close	0.7675	0.7647	-0.0028	-0.4%	0.7675
Range	0.0045	0.0051	0.0006	13.3%	0.0150
ATR	0.0051	0.0051	0.0000	0.0%	0.0000
Volume	99,100	63,046	-36,054	-36.4%	425,680

Daily Pivots for day following 03-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7780	0.7675
R3	0.7759	0.7729	0.7661
R2	0.7708	0.7708	0.7656
R1	0.7678	0.7678	0.7652	0.7668
PP	0.7657	0.7657	0.7657	0.7652
S1	0.7627	0.7627	0.7642	0.7617
S2	0.7606	0.7606	0.7638
S3	0.7555	0.7576	0.7633
S4	0.7504	0.7525	0.7619

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	0.7570	0.0135	1.8%	0.0052	0.7%	57%	False	False	87,159
10	0.7705	0.7526	0.0179	2.3%	0.0046	0.6%	68%	False	False	73,554
20	0.7705	0.7447	0.0258	3.4%	0.0049	0.6%	78%	False	False	52,710
40	0.7705	0.7315	0.0390	5.1%	0.0052	0.7%	85%	False	False	26,712
60	0.7705	0.7315	0.0390	5.1%	0.0053	0.7%	85%	False	False	17,889
80	0.7725	0.7315	0.0410	5.4%	0.0053	0.7%	81%	False	False	13,443

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7905
2.618	0.7822
1.618	0.7771
1.000	0.7739
0.618	0.7720
HIGH	0.7688
0.618	0.7669
0.500	0.7663
0.382	0.7656
LOW	0.7637
0.618	0.7605
1.000	0.7586
1.618	0.7554
2.618	0.7503
4.250	0.7420

Fisher Pivots for day following 03-Jul-2017
Pivot	1 day	3 day
R1	0.7663	0.7667
PP	0.7657	0.7660
S1	0.7652	0.7654

Download as Excel Spreadsheet

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

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