CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	0.7102	0.7163	0.0061	0.9%	0.7170
High	0.7102	0.7163	0.0061	0.9%	0.7194
Low	0.7102	0.7163	0.0061	0.9%	0.7096
Close	0.7102	0.7163	0.0061	0.9%	0.7096
Range
ATR
Volume

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7163	0.7163	0.7163
R3	0.7163	0.7163	0.7163
R2	0.7163	0.7163	0.7163
R1	0.7163	0.7163	0.7163	0.7163
PP	0.7163	0.7163	0.7163	0.7163
S1	0.7163	0.7163	0.7163	0.7163
S2	0.7163	0.7163	0.7163
S3	0.7163	0.7163	0.7163
S4	0.7163	0.7163	0.7163

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7423	0.7357	0.7150
R3	0.7325	0.7259	0.7123
R2	0.7227	0.7227	0.7114
R1	0.7161	0.7161	0.7105	0.7145
PP	0.7129	0.7129	0.7129	0.7121
S1	0.7063	0.7063	0.7087	0.7047
S2	0.7031	0.7031	0.7078
S3	0.6933	0.6965	0.7069
S4	0.6835	0.6867	0.7042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7194	0.7096	0.0098	1.4%	0.0000	0.0%	68%	False	False
10	0.7255	0.7096	0.0159	2.2%	0.0004	0.0%	42%	False	False	24

Crabel Price Patterns
NR	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	0.7163
2.618	0.7163
1.618	0.7163
1.000	0.7163
0.618	0.7163
HIGH	0.7163
0.618	0.7163
0.500	0.7163
0.382	0.7163
LOW	0.7163
0.618	0.7163
1.000	0.7163
1.618	0.7163
2.618	0.7163
4.250	0.7163

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	0.7163	0.7153
PP	0.7163	0.7143
S1	0.7163	0.7133

Download as Excel Spreadsheet

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

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