CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	0.7345	0.7361	0.0016	0.2%	0.7339
High	0.7385	0.7378	-0.0007	-0.1%	0.7478
Low	0.7333	0.7305	-0.0028	-0.4%	0.7290
Close	0.7362	0.7331	-0.0031	-0.4%	0.7351
Range	0.0052	0.0073	0.0021	40.4%	0.0188
ATR	0.0077	0.0077	0.0000	-0.4%	0.0000
Volume	84,042	96,345	12,303	14.6%	224,251

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7517	0.7371
R3	0.7484	0.7444	0.7351
R2	0.7411	0.7411	0.7344
R1	0.7371	0.7371	0.7338	0.7355
PP	0.7338	0.7338	0.7338	0.7330
S1	0.7298	0.7298	0.7324	0.7282
S2	0.7265	0.7265	0.7318
S3	0.7192	0.7225	0.7311
S4	0.7119	0.7152	0.7291

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7937	0.7832	0.7454
R3	0.7749	0.7644	0.7403
R2	0.7561	0.7561	0.7385
R1	0.7456	0.7456	0.7368	0.7509
PP	0.7373	0.7373	0.7373	0.7399
S1	0.7268	0.7268	0.7334	0.7321
S2	0.7185	0.7185	0.7317
S3	0.6997	0.7080	0.7299
S4	0.6809	0.6892	0.7248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7478	0.7305	0.0173	2.4%	0.0066	0.9%	15%	False	True	74,493
10	0.7478	0.7175	0.0303	4.1%	0.0078	1.1%	51%	False	False	41,964
20	0.7478	0.7115	0.0363	5.0%	0.0074	1.0%	60%	False	False	21,552
40	0.7777	0.7115	0.0662	9.0%	0.0078	1.1%	33%	False	False	10,914
60	0.7777	0.7115	0.0662	9.0%	0.0077	1.1%	33%	False	False	7,306
80	0.7777	0.7028	0.0749	10.2%	0.0069	0.9%	40%	False	False	5,483
100	0.7777	0.6900	0.0877	12.0%	0.0057	0.8%	49%	False	False	4,386
120	0.7777	0.6789	0.0988	13.5%	0.0048	0.7%	55%	False	False	3,655

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7569
1.618	0.7496
1.000	0.7451
0.618	0.7423
HIGH	0.7378
0.618	0.7350
0.500	0.7342
0.382	0.7333
LOW	0.7305
0.618	0.7260
1.000	0.7232
1.618	0.7187
2.618	0.7114
4.250	0.6995

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	0.7342	0.7358
PP	0.7338	0.7349
S1	0.7335	0.7340

Download as Excel Spreadsheet

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

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