CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 18-Sep-2017

Day Change Summary
	Previous	Current
	15-Sep-2017	18-Sep-2017	Change	Change %	Previous Week
Open	0.8001	0.8000	-0.0001	0.0%	0.8055
High	0.8035	0.8034	-0.0001	0.0%	0.8060
Low	0.7986	0.7982	-0.0004	-0.1%	0.7955
Close	0.8000	0.7990	-0.0010	-0.1%	0.8000
Range	0.0049	0.0052	0.0003	6.1%	0.0105
ATR	0.0067	0.0066	-0.0001	-1.6%	0.0000
Volume	29,658	2,995	-26,663	-89.9%	530,874

Daily Pivots for day following 18-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8158	0.8126	0.8019
R3	0.8106	0.8074	0.8004
R2	0.8054	0.8054	0.8000
R1	0.8022	0.8022	0.7995	0.8012
PP	0.8002	0.8002	0.8002	0.7997
S1	0.7970	0.7970	0.7985	0.7960
S2	0.7950	0.7950	0.7980
S3	0.7898	0.7918	0.7976
S4	0.7846	0.7866	0.7961

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8320	0.8265	0.8058
R3	0.8215	0.8160	0.8029
R2	0.8110	0.8110	0.8019
R1	0.8055	0.8055	0.8010	0.8030
PP	0.8005	0.8005	0.8005	0.7993
S1	0.7950	0.7950	0.7990	0.7925
S2	0.7900	0.7900	0.7981
S3	0.7795	0.7845	0.7971
S4	0.7690	0.7740	0.7942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8049	0.7955	0.0094	1.2%	0.0057	0.7%	37%	False	False	87,153
10	0.8125	0.7941	0.0184	2.3%	0.0063	0.8%	27%	False	False	102,048
20	0.8125	0.7865	0.0260	3.3%	0.0063	0.8%	48%	False	False	92,033
40	0.8125	0.7805	0.0320	4.0%	0.0068	0.9%	58%	False	False	93,778
60	0.8125	0.7531	0.0594	7.4%	0.0067	0.8%	77%	False	False	92,651
80	0.8125	0.7362	0.0763	9.5%	0.0063	0.8%	82%	False	False	75,975
100	0.8125	0.7315	0.0810	10.1%	0.0062	0.8%	83%	False	False	60,878
120	0.8125	0.7315	0.0810	10.1%	0.0060	0.7%	83%	False	False	50,755

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8170
1.618	0.8118
1.000	0.8086
0.618	0.8066
HIGH	0.8034
0.618	0.8014
0.500	0.8008
0.382	0.8002
LOW	0.7982
0.618	0.7950
1.000	0.7930
1.618	0.7898
2.618	0.7846
4.250	0.7761

Fisher Pivots for day following 18-Sep-2017
Pivot	1 day	3 day
R1	0.8008	0.7995
PP	0.8002	0.7993
S1	0.7996	0.7992

Download as Excel Spreadsheet

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

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