CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	0.7361	0.7322	-0.0039	-0.5%	0.7339
High	0.7378	0.7421	0.0043	0.6%	0.7478
Low	0.7305	0.7308	0.0003	0.0%	0.7290
Close	0.7331	0.7386	0.0055	0.8%	0.7351
Range	0.0073	0.0113	0.0040	54.8%	0.0188
ATR	0.0077	0.0079	0.0003	3.4%	0.0000
Volume	96,345	105,387	9,042	9.4%	224,251

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7661	0.7448
R3	0.7598	0.7548	0.7417
R2	0.7485	0.7485	0.7407
R1	0.7435	0.7435	0.7396	0.7460
PP	0.7372	0.7372	0.7372	0.7384
S1	0.7322	0.7322	0.7376	0.7347
S2	0.7259	0.7259	0.7365
S3	0.7146	0.7209	0.7355
S4	0.7033	0.7096	0.7324

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	2.3%	0.0078	1.1%	47%	False	False	87,015
10	0.7478	0.7175	0.0303	4.1%	0.0082	1.1%	70%	False	False	52,239
20	0.7478	0.7115	0.0363	4.9%	0.0075	1.0%	75%	False	False	26,796
40	0.7777	0.7115	0.0662	9.0%	0.0079	1.1%	41%	False	False	13,544
60	0.7777	0.7115	0.0662	9.0%	0.0079	1.1%	41%	False	False	9,062
80	0.7777	0.7028	0.0749	10.1%	0.0071	1.0%	48%	False	False	6,800
100	0.7777	0.6900	0.0877	11.9%	0.0058	0.8%	55%	False	False	5,440
120	0.7777	0.6789	0.0988	13.4%	0.0049	0.7%	60%	False	False	4,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7901
2.618	0.7717
1.618	0.7604
1.000	0.7534
0.618	0.7491
HIGH	0.7421
0.618	0.7378
0.500	0.7365
0.382	0.7351
LOW	0.7308
0.618	0.7238
1.000	0.7195
1.618	0.7125
2.618	0.7012
4.250	0.6828

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	0.7379	0.7378
PP	0.7372	0.7371
S1	0.7365	0.7363

Download as Excel Spreadsheet

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

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