CME Australian Dollar Future September 2017

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

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	0.7596	0.7577	-0.0019	-0.3%	0.7675
High	0.7608	0.7617	0.0009	0.1%	0.7688
Low	0.7570	0.7565	-0.0005	-0.1%	0.7562
Close	0.7578	0.7596	0.0018	0.2%	0.7596
Range	0.0038	0.0052	0.0014	36.8%	0.0126
ATR	0.0054	0.0054	0.0000	-0.3%	0.0000
Volume	65,153	74,966	9,813	15.1%	339,958

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7724	0.7625
R3	0.7697	0.7672	0.7610
R2	0.7645	0.7645	0.7606
R1	0.7620	0.7620	0.7601	0.7632
PP	0.7593	0.7593	0.7593	0.7599
S1	0.7568	0.7568	0.7591	0.7581
S2	0.7541	0.7541	0.7586
S3	0.7489	0.7516	0.7582
S4	0.7437	0.7464	0.7567

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7921	0.7665
R3	0.7867	0.7795	0.7631
R2	0.7741	0.7741	0.7619
R1	0.7669	0.7669	0.7608	0.7642
PP	0.7615	0.7615	0.7615	0.7602
S1	0.7543	0.7543	0.7584	0.7516
S2	0.7489	0.7489	0.7573
S3	0.7363	0.7417	0.7561
S4	0.7237	0.7291	0.7527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7705	0.7562	0.0143	1.9%	0.0060	0.8%	24%	False	False	87,811
10	0.7705	0.7531	0.0174	2.3%	0.0055	0.7%	37%	False	False	81,957
20	0.7705	0.7509	0.0196	2.6%	0.0051	0.7%	44%	False	False	65,898
40	0.7705	0.7325	0.0380	5.0%	0.0053	0.7%	71%	False	False	33,594
60	0.7705	0.7315	0.0390	5.1%	0.0055	0.7%	72%	False	False	22,499
80	0.7725	0.7315	0.0410	5.4%	0.0054	0.7%	69%	False	False	16,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7753
1.618	0.7701
1.000	0.7669
0.618	0.7649
HIGH	0.7617
0.618	0.7597
0.500	0.7591
0.382	0.7585
LOW	0.7565
0.618	0.7533
1.000	0.7513
1.618	0.7481
2.618	0.7429
4.250	0.7344

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	0.7594	0.7619
PP	0.7593	0.7611
S1	0.7591	0.7604

Download as Excel Spreadsheet

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

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