CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	0.7932	0.7939	0.0007	0.1%	0.7924
High	0.7972	0.7982	0.0010	0.1%	0.7952
Low	0.7925	0.7904	-0.0021	-0.3%	0.7865
Close	0.7971	0.7956	-0.0015	-0.2%	0.7935
Range	0.0047	0.0078	0.0031	66.0%	0.0087
ATR	0.0064	0.0065	0.0001	1.6%	0.0000
Volume	58,225	92,703	34,478	59.2%	345,916

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8181	0.8147	0.7999
R3	0.8103	0.8069	0.7977
R2	0.8025	0.8025	0.7970
R1	0.7991	0.7991	0.7963	0.8008
PP	0.7947	0.7947	0.7947	0.7956
S1	0.7913	0.7913	0.7949	0.7930
S2	0.7869	0.7869	0.7942
S3	0.7791	0.7835	0.7935
S4	0.7713	0.7757	0.7913

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8144	0.7983
R3	0.8091	0.8057	0.7959
R2	0.8004	0.8004	0.7951
R1	0.7970	0.7970	0.7943	0.7987
PP	0.7917	0.7917	0.7917	0.7926
S1	0.7883	0.7883	0.7927	0.7900
S2	0.7830	0.7830	0.7919
S3	0.7743	0.7796	0.7911
S4	0.7656	0.7709	0.7887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7982	0.7865	0.0117	1.5%	0.0056	0.7%	78%	True	False	73,649
10	0.7982	0.7813	0.0169	2.1%	0.0065	0.8%	85%	True	False	79,374
20	0.7989	0.7805	0.0184	2.3%	0.0063	0.8%	82%	False	False	84,531
40	0.8061	0.7562	0.0499	6.3%	0.0069	0.9%	79%	False	False	91,815
60	0.8061	0.7447	0.0614	7.7%	0.0062	0.8%	83%	False	False	78,780
80	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	86%	False	False	59,263
100	0.8061	0.7315	0.0746	9.4%	0.0060	0.7%	86%	False	False	47,459
120	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	86%	False	False	39,567

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	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8314
2.618	0.8186
1.618	0.8108
1.000	0.8060
0.618	0.8030
HIGH	0.7982
0.618	0.7952
0.500	0.7943
0.382	0.7934
LOW	0.7904
0.618	0.7856
1.000	0.7826
1.618	0.7778
2.618	0.7700
4.250	0.7573

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	0.7952	0.7948
PP	0.7947	0.7941
S1	0.7943	0.7933

Download as Excel Spreadsheet

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

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