CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	0.7514	0.7603	0.0089	1.2%	0.7441
High	0.7640	0.7620	-0.0020	-0.3%	0.7555
Low	0.7512	0.7560	0.0048	0.6%	0.7388
Close	0.7619	0.7593	-0.0026	-0.3%	0.7551
Range	0.0128	0.0060	-0.0068	-53.1%	0.0167
ATR	0.0099	0.0097	-0.0003	-2.8%	0.0000
Volume	104,572	94,091	-10,481	-10.0%	449,786

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7742	0.7626
R3	0.7711	0.7682	0.7610
R2	0.7651	0.7651	0.7604
R1	0.7622	0.7622	0.7599	0.7607
PP	0.7591	0.7591	0.7591	0.7583
S1	0.7562	0.7562	0.7588	0.7547
S2	0.7531	0.7531	0.7582
S3	0.7471	0.7502	0.7577
S4	0.7411	0.7442	0.7560

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	0.7448	0.0192	2.5%	0.0083	1.1%	76%	False	False	96,539
10	0.7640	0.7351	0.0289	3.8%	0.0088	1.2%	84%	False	False	101,028
20	0.7640	0.7260	0.0380	5.0%	0.0104	1.4%	88%	False	False	104,792
40	0.7640	0.7115	0.0525	6.9%	0.0089	1.2%	91%	False	False	63,172
60	0.7777	0.7115	0.0662	8.7%	0.0086	1.1%	72%	False	False	42,207
80	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	72%	False	False	31,678
100	0.7777	0.7028	0.0749	9.9%	0.0076	1.0%	75%	False	False	25,345
120	0.7777	0.6900	0.0877	11.6%	0.0064	0.8%	79%	False	False	21,121

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7875
2.618	0.7777
1.618	0.7717
1.000	0.7680
0.618	0.7657
HIGH	0.7620
0.618	0.7597
0.500	0.7590
0.382	0.7583
LOW	0.7560
0.618	0.7523
1.000	0.7500
1.618	0.7463
2.618	0.7403
4.250	0.7305

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	0.7592	0.7586
PP	0.7591	0.7579
S1	0.7590	0.7572

Download as Excel Spreadsheet

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

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