CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	0.7603	0.7592	-0.0011	-0.1%	0.7441
High	0.7620	0.7635	0.0015	0.2%	0.7555
Low	0.7560	0.7574	0.0014	0.2%	0.7388
Close	0.7593	0.7621	0.0028	0.4%	0.7551
Range	0.0060	0.0061	0.0001	1.7%	0.0167
ATR	0.0097	0.0094	-0.0003	-2.6%	0.0000
Volume	94,091	83,723	-10,368	-11.0%	449,786

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7768	0.7655
R3	0.7732	0.7707	0.7638
R2	0.7671	0.7671	0.7632
R1	0.7646	0.7646	0.7627	0.7659
PP	0.7610	0.7610	0.7610	0.7616
S1	0.7585	0.7585	0.7615	0.7598
S2	0.7549	0.7549	0.7610
S3	0.7488	0.7524	0.7604
S4	0.7427	0.7463	0.7587

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	0.7452	0.0188	2.5%	0.0081	1.1%	90%	False	False	93,681
10	0.7640	0.7351	0.0289	3.8%	0.0086	1.1%	93%	False	False	99,752
20	0.7640	0.7260	0.0380	5.0%	0.0101	1.3%	95%	False	False	103,708
40	0.7640	0.7115	0.0525	6.9%	0.0088	1.2%	96%	False	False	65,252
60	0.7777	0.7115	0.0662	8.7%	0.0086	1.1%	76%	False	False	43,599
80	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	76%	False	False	32,724
100	0.7777	0.7028	0.0749	9.8%	0.0077	1.0%	79%	False	False	26,182
120	0.7777	0.6900	0.0877	11.5%	0.0065	0.9%	82%	False	False	21,818

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7894
2.618	0.7795
1.618	0.7734
1.000	0.7696
0.618	0.7673
HIGH	0.7635
0.618	0.7612
0.500	0.7605
0.382	0.7597
LOW	0.7574
0.618	0.7536
1.000	0.7513
1.618	0.7475
2.618	0.7414
4.250	0.7315

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	0.7616	0.7606
PP	0.7610	0.7591
S1	0.7605	0.7576

Download as Excel Spreadsheet

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

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