CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	0.7457	0.7495	0.0038	0.5%	0.7573
High	0.7527	0.7568	0.0041	0.5%	0.7590
Low	0.7449	0.7407	-0.0042	-0.6%	0.7428
Close	0.7492	0.7469	-0.0023	-0.3%	0.7452
Range	0.0078	0.0161	0.0083	106.4%	0.0162
ATR	0.0082	0.0088	0.0006	6.8%	0.0000
Volume	73,355	114,453	41,098	56.0%	354,763

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7964	0.7878	0.7558
R3	0.7803	0.7717	0.7513
R2	0.7642	0.7642	0.7499
R1	0.7556	0.7556	0.7484	0.7519
PP	0.7481	0.7481	0.7481	0.7463
S1	0.7395	0.7395	0.7454	0.7358
S2	0.7320	0.7320	0.7439
S3	0.7159	0.7234	0.7425
S4	0.6998	0.7073	0.7380

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7876	0.7541
R3	0.7814	0.7714	0.7497
R2	0.7652	0.7652	0.7482
R1	0.7552	0.7552	0.7467	0.7521
PP	0.7490	0.7490	0.7490	0.7475
S1	0.7390	0.7390	0.7437	0.7359
S2	0.7328	0.7328	0.7422
S3	0.7166	0.7228	0.7407
S4	0.7004	0.7066	0.7363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7568	0.7407	0.0161	2.2%	0.0080	1.1%	39%	True	True	75,281
10	0.7661	0.7407	0.0254	3.4%	0.0078	1.0%	24%	False	True	77,241
20	0.7661	0.7351	0.0310	4.2%	0.0083	1.1%	38%	False	False	89,134
40	0.7661	0.7175	0.0486	6.5%	0.0091	1.2%	60%	False	False	82,197
60	0.7670	0.7115	0.0555	7.4%	0.0087	1.2%	64%	False	False	55,043
80	0.7777	0.7115	0.0662	8.9%	0.0085	1.1%	53%	False	False	41,327
100	0.7777	0.7115	0.0662	8.9%	0.0082	1.1%	53%	False	False	33,069
120	0.7777	0.6970	0.0807	10.8%	0.0071	0.9%	62%	False	False	27,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8252
2.618	0.7989
1.618	0.7828
1.000	0.7729
0.618	0.7667
HIGH	0.7568
0.618	0.7506
0.500	0.7488
0.382	0.7469
LOW	0.7407
0.618	0.7308
1.000	0.7246
1.618	0.7147
2.618	0.6986
4.250	0.6723

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	0.7488	0.7488
PP	0.7481	0.7481
S1	0.7475	0.7475

Download as Excel Spreadsheet

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

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