CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	0.7367	0.7424	0.0057	0.8%	0.7400
High	0.7436	0.7452	0.0016	0.2%	0.7620
Low	0.7360	0.7351	-0.0009	-0.1%	0.7283
Close	0.7418	0.7424	0.0006	0.1%	0.7480
Range	0.0076	0.0101	0.0025	32.9%	0.0337
ATR	0.0104	0.0104	0.0000	-0.2%	0.0000
Volume	96,481	123,104	26,623	27.6%	550,399

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7669	0.7480
R3	0.7611	0.7568	0.7452
R2	0.7510	0.7510	0.7443
R1	0.7467	0.7467	0.7433	0.7475
PP	0.7409	0.7409	0.7409	0.7413
S1	0.7366	0.7366	0.7415	0.7374
S2	0.7308	0.7308	0.7405
S3	0.7207	0.7265	0.7396
S4	0.7106	0.7164	0.7368

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8472	0.8313	0.7665
R3	0.8135	0.7976	0.7573
R2	0.7798	0.7798	0.7542
R1	0.7639	0.7639	0.7511	0.7719
PP	0.7461	0.7461	0.7461	0.7501
S1	0.7302	0.7302	0.7449	0.7382
S2	0.7124	0.7124	0.7418
S3	0.6787	0.6965	0.7387
S4	0.6450	0.6628	0.7295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7620	0.7283	0.0337	4.5%	0.0145	2.0%	42%	False	False	128,147
10	0.7620	0.7283	0.0337	4.5%	0.0111	1.5%	42%	False	False	105,464
20	0.7620	0.7193	0.0427	5.8%	0.0101	1.4%	54%	False	False	86,019
40	0.7620	0.7115	0.0505	6.8%	0.0086	1.2%	61%	False	False	43,466
60	0.7777	0.7115	0.0662	8.9%	0.0086	1.2%	47%	False	False	29,050
80	0.7777	0.7115	0.0662	8.9%	0.0083	1.1%	47%	False	False	21,797
100	0.7777	0.6970	0.0807	10.9%	0.0070	0.9%	56%	False	False	17,438
120	0.7777	0.6789	0.0988	13.3%	0.0059	0.8%	64%	False	False	14,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7881
2.618	0.7716
1.618	0.7615
1.000	0.7553
0.618	0.7514
HIGH	0.7452
0.618	0.7413
0.500	0.7402
0.382	0.7390
LOW	0.7351
0.618	0.7289
1.000	0.7250
1.618	0.7188
2.618	0.7087
4.250	0.6922

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	0.7417	0.7410
PP	0.7409	0.7396
S1	0.7402	0.7382

Download as Excel Spreadsheet

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

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