CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	0.7457	0.7501	0.0044	0.6%	0.7526
High	0.7505	0.7509	0.0004	0.1%	0.7550
Low	0.7429	0.7458	0.0029	0.4%	0.7423
Close	0.7498	0.7462	-0.0036	-0.5%	0.7462
Range	0.0076	0.0051	-0.0025	-32.9%	0.0127
ATR	0.0077	0.0076	-0.0002	-2.4%	0.0000
Volume	57,582	84,410	26,828	46.6%	250,608

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7629	0.7597	0.7490
R3	0.7578	0.7546	0.7476
R2	0.7527	0.7527	0.7471
R1	0.7495	0.7495	0.7467	0.7486
PP	0.7476	0.7476	0.7476	0.7472
S1	0.7444	0.7444	0.7457	0.7434
S2	0.7425	0.7425	0.7453
S3	0.7374	0.7393	0.7448
S4	0.7323	0.7342	0.7434

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7788	0.7532
R3	0.7732	0.7661	0.7497
R2	0.7605	0.7605	0.7485
R1	0.7534	0.7534	0.7474	0.7506
PP	0.7478	0.7478	0.7478	0.7465
S1	0.7407	0.7407	0.7450	0.7379
S2	0.7351	0.7351	0.7439
S3	0.7224	0.7280	0.7427
S4	0.7097	0.7153	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7550	0.7423	0.0127	1.7%	0.0074	1.0%	31%	False	False	50,121
10	0.7713	0.7423	0.0290	3.9%	0.0084	1.1%	13%	False	False	27,488
20	0.7713	0.7423	0.0290	3.9%	0.0073	1.0%	13%	False	False	13,964
40	0.7728	0.7394	0.0334	4.5%	0.0074	1.0%	20%	False	False	7,154
60	0.7728	0.7272	0.0456	6.1%	0.0076	1.0%	42%	False	False	4,814
80	0.7728	0.7149	0.0579	7.8%	0.0065	0.9%	54%	False	False	3,620
100	0.7728	0.7121	0.0607	8.1%	0.0054	0.7%	56%	False	False	2,897
120	0.7738	0.7121	0.0617	8.3%	0.0046	0.6%	55%	False	False	2,414

Crabel Price Patterns
NR	True
NR4	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7726
2.618	0.7643
1.618	0.7592
1.000	0.7560
0.618	0.7541
HIGH	0.7509
0.618	0.7490
0.500	0.7484
0.382	0.7477
LOW	0.7458
0.618	0.7426
1.000	0.7407
1.618	0.7375
2.618	0.7324
4.250	0.7241

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	0.7484	0.7469
PP	0.7476	0.7467
S1	0.7469	0.7464

Download as Excel Spreadsheet

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

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