CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	0.7545	0.7514	-0.0031	-0.4%	0.7441
High	0.7557	0.7640	0.0083	1.1%	0.7555
Low	0.7503	0.7512	0.0009	0.1%	0.7388
Close	0.7516	0.7619	0.0103	1.4%	0.7551
Range	0.0054	0.0128	0.0074	137.0%	0.0167
ATR	0.0097	0.0099	0.0002	2.3%	0.0000
Volume	74,308	104,572	30,264	40.7%	449,786

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7925	0.7689
R3	0.7846	0.7797	0.7654
R2	0.7718	0.7718	0.7642
R1	0.7669	0.7669	0.7631	0.7694
PP	0.7590	0.7590	0.7590	0.7603
S1	0.7541	0.7541	0.7607	0.7566
S2	0.7462	0.7462	0.7596
S3	0.7334	0.7413	0.7584
S4	0.7206	0.7285	0.7549

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7942	0.7643
R3	0.7832	0.7775	0.7597
R2	0.7665	0.7665	0.7582
R1	0.7608	0.7608	0.7566	0.7637
PP	0.7498	0.7498	0.7498	0.7512
S1	0.7441	0.7441	0.7536	0.7470
S2	0.7331	0.7331	0.7520
S3	0.7164	0.7274	0.7505
S4	0.6997	0.7107	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7640	0.7388	0.0252	3.3%	0.0096	1.3%	92%	True	False	100,321
10	0.7640	0.7311	0.0329	4.3%	0.0090	1.2%	94%	True	False	100,650
20	0.7640	0.7260	0.0380	5.0%	0.0104	1.4%	94%	True	False	104,904
40	0.7640	0.7115	0.0525	6.9%	0.0088	1.2%	96%	True	False	60,825
60	0.7777	0.7115	0.0662	8.7%	0.0087	1.1%	76%	False	False	40,641
80	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	76%	False	False	30,502
100	0.7777	0.7028	0.0749	9.8%	0.0076	1.0%	79%	False	False	24,404
120	0.7777	0.6900	0.0877	11.5%	0.0064	0.8%	82%	False	False	20,337

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	0.0015
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8184
2.618	0.7975
1.618	0.7847
1.000	0.7768
0.618	0.7719
HIGH	0.7640
0.618	0.7591
0.500	0.7576
0.382	0.7561
LOW	0.7512
0.618	0.7433
1.000	0.7384
1.618	0.7305
2.618	0.7177
4.250	0.6968

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	0.7605	0.7595
PP	0.7590	0.7570
S1	0.7576	0.7546

Download as Excel Spreadsheet

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

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