CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	0.7613	0.7573	-0.0040	-0.5%	0.7545
High	0.7661	0.7590	-0.0071	-0.9%	0.7661
Low	0.7543	0.7558	0.0015	0.2%	0.7503
Close	0.7580	0.7576	-0.0004	-0.1%	0.7580
Range	0.0118	0.0032	-0.0086	-72.9%	0.0158
ATR	0.0096	0.0091	-0.0005	-4.8%	0.0000
Volume	98,696	53,635	-45,061	-45.7%	455,390

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7671	0.7655	0.7594
R3	0.7639	0.7623	0.7585
R2	0.7607	0.7607	0.7582
R1	0.7591	0.7591	0.7579	0.7599
PP	0.7575	0.7575	0.7575	0.7579
S1	0.7559	0.7559	0.7573	0.7567
S2	0.7543	0.7543	0.7570
S3	0.7511	0.7527	0.7567
S4	0.7479	0.7495	0.7558

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.7976	0.7667
R3	0.7897	0.7818	0.7623
R2	0.7739	0.7739	0.7609
R1	0.7660	0.7660	0.7594	0.7700
PP	0.7581	0.7581	0.7581	0.7601
S1	0.7502	0.7502	0.7566	0.7542
S2	0.7423	0.7423	0.7551
S3	0.7265	0.7344	0.7537
S4	0.7107	0.7186	0.7493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7661	0.7512	0.0149	2.0%	0.0080	1.1%	43%	False	False	86,943
10	0.7661	0.7388	0.0273	3.6%	0.0084	1.1%	69%	False	False	95,881
20	0.7661	0.7283	0.0378	5.0%	0.0098	1.3%	78%	False	False	100,208
40	0.7661	0.7115	0.0546	7.2%	0.0088	1.2%	84%	False	False	69,022
60	0.7724	0.7115	0.0609	8.0%	0.0086	1.1%	76%	False	False	46,131
80	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	70%	False	False	34,627
100	0.7777	0.7028	0.0749	9.9%	0.0078	1.0%	73%	False	False	27,705
120	0.7777	0.6960	0.0817	10.8%	0.0066	0.9%	75%	False	False	23,088

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.7726
2.618	0.7674
1.618	0.7642
1.000	0.7622
0.618	0.7610
HIGH	0.7590
0.618	0.7578
0.500	0.7574
0.382	0.7570
LOW	0.7558
0.618	0.7538
1.000	0.7526
1.618	0.7506
2.618	0.7474
4.250	0.7422

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	0.7575	0.7602
PP	0.7575	0.7593
S1	0.7574	0.7585

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

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