CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	0.7430	0.7429	-0.0001	0.0%	0.7345
High	0.7488	0.7502	0.0014	0.2%	0.7421
Low	0.7422	0.7417	-0.0005	-0.1%	0.7260
Close	0.7446	0.7482	0.0036	0.5%	0.7369
Range	0.0066	0.0085	0.0019	28.8%	0.0161
ATR	0.0081	0.0082	0.0000	0.3%	0.0000
Volume	89,763	74,264	-15,499	-17.3%	508,115

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7687	0.7529
R3	0.7637	0.7602	0.7505
R2	0.7552	0.7552	0.7498
R1	0.7517	0.7517	0.7490	0.7535
PP	0.7467	0.7467	0.7467	0.7476
S1	0.7432	0.7432	0.7474	0.7450
S2	0.7382	0.7382	0.7466
S3	0.7297	0.7347	0.7459
S4	0.7212	0.7262	0.7435

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7762	0.7458
R3	0.7672	0.7601	0.7413
R2	0.7511	0.7511	0.7399
R1	0.7440	0.7440	0.7384	0.7476
PP	0.7350	0.7350	0.7350	0.7368
S1	0.7279	0.7279	0.7354	0.7315
S2	0.7189	0.7189	0.7339
S3	0.7028	0.7118	0.7325
S4	0.6867	0.6957	0.7280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7502	0.7260	0.0242	3.2%	0.0086	1.1%	92%	True	False	93,289
10	0.7502	0.7260	0.0242	3.2%	0.0082	1.1%	92%	True	False	90,152
20	0.7502	0.7122	0.0380	5.1%	0.0080	1.1%	95%	True	False	49,891
40	0.7702	0.7115	0.0587	7.8%	0.0082	1.1%	63%	False	False	25,190
60	0.7777	0.7115	0.0662	8.8%	0.0080	1.1%	55%	False	False	16,832
80	0.7777	0.7114	0.0663	8.9%	0.0075	1.0%	56%	False	False	12,631
100	0.7777	0.6970	0.0807	10.8%	0.0062	0.8%	63%	False	False	10,105
120	0.7777	0.6789	0.0988	13.2%	0.0052	0.7%	70%	False	False	8,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7863
2.618	0.7725
1.618	0.7640
1.000	0.7587
0.618	0.7555
HIGH	0.7502
0.618	0.7470
0.500	0.7460
0.382	0.7449
LOW	0.7417
0.618	0.7364
1.000	0.7332
1.618	0.7279
2.618	0.7194
4.250	0.7056

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	0.7475	0.7469
PP	0.7467	0.7455
S1	0.7460	0.7442

Download as Excel Spreadsheet

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

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