CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	0.7423	0.7441	0.0018	0.2%	0.7413
High	0.7483	0.7527	0.0044	0.6%	0.7483
Low	0.7416	0.7433	0.0017	0.2%	0.7302
Close	0.7463	0.7440	-0.0023	-0.3%	0.7463
Range	0.0067	0.0094	0.0027	40.3%	0.0181
ATR	0.0102	0.0101	-0.0001	-0.5%	0.0000
Volume	67,942	127,057	59,115	87.0%	494,958

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7688	0.7492
R3	0.7655	0.7594	0.7466
R2	0.7561	0.7561	0.7457
R1	0.7500	0.7500	0.7449	0.7484
PP	0.7467	0.7467	0.7467	0.7458
S1	0.7406	0.7406	0.7431	0.7390
S2	0.7373	0.7373	0.7423
S3	0.7279	0.7312	0.7414
S4	0.7185	0.7218	0.7388

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7892	0.7563
R3	0.7778	0.7711	0.7513
R2	0.7597	0.7597	0.7496
R1	0.7530	0.7530	0.7480	0.7564
PP	0.7416	0.7416	0.7416	0.7433
S1	0.7349	0.7349	0.7446	0.7383
S2	0.7235	0.7235	0.7430
S3	0.7054	0.7168	0.7413
S4	0.6873	0.6987	0.7363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7527	0.7311	0.0216	2.9%	0.0084	1.1%	60%	True	False	100,978
10	0.7620	0.7283	0.0337	4.5%	0.0115	1.5%	47%	False	False	109,233
20	0.7620	0.7260	0.0360	4.8%	0.0098	1.3%	50%	False	False	94,527
40	0.7620	0.7115	0.0505	6.8%	0.0085	1.1%	64%	False	False	48,324
60	0.7777	0.7115	0.0662	8.9%	0.0086	1.2%	49%	False	False	32,298
80	0.7777	0.7115	0.0662	8.9%	0.0083	1.1%	49%	False	False	24,234
100	0.7777	0.7028	0.0749	10.1%	0.0071	1.0%	55%	False	False	19,388
120	0.7777	0.6789	0.0988	13.3%	0.0060	0.8%	66%	False	False	16,156

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7927
2.618	0.7773
1.618	0.7679
1.000	0.7621
0.618	0.7585
HIGH	0.7527
0.618	0.7491
0.500	0.7480
0.382	0.7469
LOW	0.7433
0.618	0.7375
1.000	0.7339
1.618	0.7281
2.618	0.7187
4.250	0.7034

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	0.7480	0.7440
PP	0.7467	0.7439
S1	0.7453	0.7439

Download as Excel Spreadsheet

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

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