CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	0.7104	0.7137	0.0033	0.5%	0.7154
High	0.7104	0.7137	0.0033	0.5%	0.7163
Low	0.7104	0.7137	0.0033	0.5%	0.7024
Close	0.7104	0.7137	0.0033	0.5%	0.7101
Range
ATR	0.0055	0.0054	-0.0002	-2.9%	0.0000
Volume

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7137	0.7137	0.7137
R3	0.7137	0.7137	0.7137
R2	0.7137	0.7137	0.7137
R1	0.7137	0.7137	0.7137	0.7137
PP	0.7137	0.7137	0.7137	0.7137
S1	0.7137	0.7137	0.7137	0.7137
S2	0.7137	0.7137	0.7137
S3	0.7137	0.7137	0.7137
S4	0.7137	0.7137	0.7137

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7446	0.7177
R3	0.7374	0.7307	0.7139
R2	0.7235	0.7235	0.7126
R1	0.7168	0.7168	0.7114	0.7132
PP	0.7096	0.7096	0.7096	0.7078
S1	0.7029	0.7029	0.7088	0.6993
S2	0.6957	0.6957	0.7076
S3	0.6818	0.6890	0.7063
S4	0.6679	0.6751	0.7025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7163	0.7024	0.0139	1.9%	0.0000	0.0%	81%	False	False
10	0.7194	0.7024	0.0170	2.4%	0.0000	0.0%	66%	False	False

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	0.0000

Fibonacci Retracements and Extensions
4.250	0.7137
2.618	0.7137
1.618	0.7137
1.000	0.7137
0.618	0.7137
HIGH	0.7137
0.618	0.7137
0.500	0.7137
0.382	0.7137
LOW	0.7137
0.618	0.7137
1.000	0.7137
1.618	0.7137
2.618	0.7137
4.250	0.7137

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	0.7137	0.7131
PP	0.7137	0.7125
S1	0.7137	0.7119

Download as Excel Spreadsheet

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

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