CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	0.7548	0.7570	0.0022	0.3%	0.7551
High	0.7613	0.7686	0.0073	1.0%	0.7613
Low	0.7533	0.7560	0.0027	0.4%	0.7487
Close	0.7564	0.7680	0.0116	1.5%	0.7564
Range	0.0080	0.0126	0.0046	57.5%	0.0126
ATR	0.0073	0.0077	0.0004	5.2%	0.0000
Volume	120,179	144,968	24,789	20.6%	527,168

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.7976	0.7749
R3	0.7894	0.7850	0.7715
R2	0.7768	0.7768	0.7703
R1	0.7724	0.7724	0.7692	0.7746
PP	0.7642	0.7642	0.7642	0.7653
S1	0.7598	0.7598	0.7668	0.7620
S2	0.7516	0.7516	0.7657
S3	0.7390	0.7472	0.7645
S4	0.7264	0.7346	0.7611

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7933	0.7874	0.7633
R3	0.7807	0.7748	0.7599
R2	0.7681	0.7681	0.7587
R1	0.7622	0.7622	0.7576	0.7652
PP	0.7555	0.7555	0.7555	0.7569
S1	0.7496	0.7496	0.7552	0.7526
S2	0.7429	0.7429	0.7541
S3	0.7303	0.7370	0.7529
S4	0.7177	0.7244	0.7495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7686	0.7487	0.0199	2.6%	0.0076	1.0%	97%	True	False	116,132
10	0.7688	0.7487	0.0201	2.6%	0.0071	0.9%	96%	False	False	102,675
20	0.7748	0.7487	0.0261	3.4%	0.0073	0.9%	74%	False	False	95,096
40	0.7748	0.7407	0.0341	4.4%	0.0077	1.0%	80%	False	False	88,260
60	0.7748	0.7260	0.0488	6.4%	0.0085	1.1%	86%	False	False	93,466
80	0.7748	0.7115	0.0633	8.2%	0.0082	1.1%	89%	False	False	73,240
100	0.7777	0.7115	0.0662	8.6%	0.0082	1.1%	85%	False	False	58,648
120	0.7777	0.7115	0.0662	8.6%	0.0082	1.1%	85%	False	False	48,884

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8222
2.618	0.8016
1.618	0.7890
1.000	0.7812
0.618	0.7764
HIGH	0.7686
0.618	0.7638
0.500	0.7623
0.382	0.7608
LOW	0.7560
0.618	0.7482
1.000	0.7434
1.618	0.7356
2.618	0.7230
4.250	0.7025

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	0.7661	0.7651
PP	0.7642	0.7623
S1	0.7623	0.7594

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

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