CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	0.7945	0.7954	0.0009	0.1%	0.7932
High	0.7997	0.8028	0.0031	0.4%	0.7997
Low	0.7921	0.7941	0.0020	0.3%	0.7870
Close	0.7968	0.7996	0.0028	0.4%	0.7968
Range	0.0076	0.0087	0.0011	14.5%	0.0127
ATR	0.0069	0.0070	0.0001	1.8%	0.0000
Volume	110,850	143,461	32,611	29.4%	474,260

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8249	0.8210	0.8044
R3	0.8162	0.8123	0.8020
R2	0.8075	0.8075	0.8012
R1	0.8036	0.8036	0.8004	0.8056
PP	0.7988	0.7988	0.7988	0.7998
S1	0.7949	0.7949	0.7988	0.7969
S2	0.7901	0.7901	0.7980
S3	0.7814	0.7862	0.7972
S4	0.7727	0.7775	0.7948

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8326	0.8274	0.8038
R3	0.8199	0.8147	0.8003
R2	0.8072	0.8072	0.7991
R1	0.8020	0.8020	0.7980	0.8046
PP	0.7945	0.7945	0.7945	0.7958
S1	0.7893	0.7893	0.7956	0.7919
S2	0.7818	0.7818	0.7945
S3	0.7691	0.7766	0.7933
S4	0.7564	0.7639	0.7898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8028	0.7870	0.0158	2.0%	0.0085	1.1%	80%	True	False	111,899
10	0.8028	0.7865	0.0163	2.0%	0.0068	0.8%	80%	True	False	90,934
20	0.8028	0.7805	0.0223	2.8%	0.0068	0.9%	86%	True	False	90,649
40	0.8061	0.7596	0.0465	5.8%	0.0072	0.9%	86%	False	False	95,523
60	0.8061	0.7512	0.0549	6.9%	0.0065	0.8%	88%	False	False	86,268
80	0.8061	0.7355	0.0706	8.8%	0.0063	0.8%	91%	False	False	65,074
100	0.8061	0.7315	0.0746	9.3%	0.0061	0.8%	91%	False	False	52,123
120	0.8061	0.7315	0.0746	9.3%	0.0059	0.7%	91%	False	False	43,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8398
2.618	0.8256
1.618	0.8169
1.000	0.8115
0.618	0.8082
HIGH	0.8028
0.618	0.7995
0.500	0.7985
0.382	0.7974
LOW	0.7941
0.618	0.7887
1.000	0.7854
1.618	0.7800
2.618	0.7713
4.250	0.7571

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	0.7992	0.7980
PP	0.7988	0.7965
S1	0.7985	0.7949

Download as Excel Spreadsheet

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

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