CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 03-May-2016

Day Change Summary
	Previous	Current
	02-May-2016	03-May-2016	Change	Change %	Previous Week
Open	0.7568	0.7628	0.0060	0.8%	0.7650
High	0.7628	0.7670	0.0042	0.6%	0.7710
Low	0.7559	0.7447	-0.0112	-1.5%	0.7510
Close	0.7613	0.7447	-0.0166	-2.2%	0.7558
Range	0.0069	0.0223	0.0154	223.2%	0.0200
ATR	0.0079	0.0089	0.0010	13.0%	0.0000
Volume	149	430	281	188.6%	1,375

Daily Pivots for day following 03-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8190	0.8042	0.7570
R3	0.7967	0.7819	0.7508
R2	0.7744	0.7744	0.7488
R1	0.7596	0.7596	0.7467	0.7559
PP	0.7521	0.7521	0.7521	0.7503
S1	0.7373	0.7373	0.7427	0.7336
S2	0.7298	0.7298	0.7406
S3	0.7075	0.7150	0.7386
S4	0.6852	0.6927	0.7324

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8193	0.8075	0.7668
R3	0.7993	0.7875	0.7613
R2	0.7793	0.7793	0.7595
R1	0.7675	0.7675	0.7576	0.7634
PP	0.7593	0.7593	0.7593	0.7572
S1	0.7475	0.7475	0.7540	0.7434
S2	0.7393	0.7393	0.7521
S3	0.7193	0.7275	0.7503
S4	0.6993	0.7075	0.7448

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7702	0.7447	0.0255	3.4%	0.0120	1.6%	0%	False	True	367
10	0.7777	0.7447	0.0330	4.4%	0.0091	1.2%	0%	False	True	246
20	0.7777	0.7447	0.0330	4.4%	0.0088	1.2%	0%	False	True	198
40	0.7777	0.7339	0.0438	5.9%	0.0080	1.1%	25%	False	False	118
60	0.7777	0.6970	0.0807	10.8%	0.0059	0.8%	59%	False	False	79
80	0.7777	0.6789	0.0988	13.3%	0.0045	0.6%	67%	False	False	59
100	0.7777	0.6789	0.0988	13.3%	0.0036	0.5%	67%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 107 trading days

Fibonacci Retracements and Extensions
4.250	0.8618
2.618	0.8254
1.618	0.8031
1.000	0.7893
0.618	0.7808
HIGH	0.7670
0.618	0.7585
0.500	0.7559
0.382	0.7532
LOW	0.7447
0.618	0.7309
1.000	0.7224
1.618	0.7086
2.618	0.6863
4.250	0.6499

Fisher Pivots for day following 03-May-2016
Pivot	1 day	3 day
R1	0.7559	0.7559
PP	0.7521	0.7521
S1	0.7484	0.7484

Download as Excel Spreadsheet

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

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