CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	0.8043	0.8055	0.0012	0.1%	0.7954
High	0.8125	0.8060	-0.0065	-0.8%	0.8125
Low	0.8042	0.8018	-0.0024	-0.3%	0.7941
Close	0.8061	0.8030	-0.0031	-0.4%	0.8061
Range	0.0083	0.0042	-0.0041	-49.4%	0.0184
ATR	0.0072	0.0070	-0.0002	-2.9%	0.0000
Volume	117,456	98,102	-19,354	-16.5%	486,618

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8162	0.8138	0.8053
R3	0.8120	0.8096	0.8042
R2	0.8078	0.8078	0.8038
R1	0.8054	0.8054	0.8034	0.8045
PP	0.8036	0.8036	0.8036	0.8032
S1	0.8012	0.8012	0.8026	0.8003
S2	0.7994	0.7994	0.8022
S3	0.7952	0.7970	0.8018
S4	0.7910	0.7928	0.8007

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8594	0.8512	0.8162
R3	0.8410	0.8328	0.8112
R2	0.8226	0.8226	0.8095
R1	0.8144	0.8144	0.8078	0.8185
PP	0.8042	0.8042	0.8042	0.8063
S1	0.7960	0.7960	0.8044	0.8001
S2	0.7858	0.7858	0.8027
S3	0.7674	0.7776	0.8010
S4	0.7490	0.7592	0.7960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8125	0.7941	0.0184	2.3%	0.0069	0.9%	48%	False	False	116,944
10	0.8125	0.7870	0.0255	3.2%	0.0073	0.9%	63%	False	False	105,898
20	0.8125	0.7805	0.0320	4.0%	0.0070	0.9%	70%	False	False	93,601
40	0.8125	0.7781	0.0344	4.3%	0.0072	0.9%	72%	False	False	97,596
60	0.8125	0.7526	0.0599	7.5%	0.0065	0.8%	84%	False	False	91,134
80	0.8125	0.7362	0.0763	9.5%	0.0063	0.8%	88%	False	False	70,569
100	0.8125	0.7315	0.0810	10.1%	0.0062	0.8%	88%	False	False	56,528
120	0.8125	0.7315	0.0810	10.1%	0.0059	0.7%	88%	False	False	47,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8170
1.618	0.8128
1.000	0.8102
0.618	0.8086
HIGH	0.8060
0.618	0.8044
0.500	0.8039
0.382	0.8034
LOW	0.8018
0.618	0.7992
1.000	0.7976
1.618	0.7950
2.618	0.7908
4.250	0.7839

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	0.8039	0.8049
PP	0.8036	0.8042
S1	0.8033	0.8036

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

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