CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	0.7461	0.7480	0.0019	0.3%	0.7573
High	0.7499	0.7493	-0.0006	-0.1%	0.7590
Low	0.7442	0.7428	-0.0014	-0.2%	0.7428
Close	0.7473	0.7452	-0.0021	-0.3%	0.7452
Range	0.0057	0.0065	0.0008	14.0%	0.0162
ATR	0.0088	0.0086	-0.0002	-1.9%	0.0000
Volume	72,562	68,614	-3,948	-5.4%	354,763

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7653	0.7617	0.7488
R3	0.7588	0.7552	0.7470
R2	0.7523	0.7523	0.7464
R1	0.7487	0.7487	0.7458	0.7473
PP	0.7458	0.7458	0.7458	0.7450
S1	0.7422	0.7422	0.7446	0.7408
S2	0.7393	0.7393	0.7440
S3	0.7328	0.7357	0.7434
S4	0.7263	0.7292	0.7416

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7876	0.7541
R3	0.7814	0.7714	0.7497
R2	0.7652	0.7652	0.7482
R1	0.7552	0.7552	0.7467	0.7521
PP	0.7490	0.7490	0.7490	0.7475
S1	0.7390	0.7390	0.7437	0.7359
S2	0.7328	0.7328	0.7422
S3	0.7166	0.7228	0.7407
S4	0.7004	0.7066	0.7363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7590	0.7428	0.0162	2.2%	0.0064	0.9%	15%	False	True	70,952
10	0.7661	0.7428	0.0233	3.1%	0.0074	1.0%	10%	False	True	81,015
20	0.7661	0.7283	0.0378	5.1%	0.0096	1.3%	45%	False	False	98,431
40	0.7661	0.7122	0.0539	7.2%	0.0090	1.2%	61%	False	False	76,469
60	0.7670	0.7115	0.0555	7.4%	0.0085	1.1%	61%	False	False	51,130
80	0.7777	0.7115	0.0662	8.9%	0.0084	1.1%	51%	False	False	38,389
100	0.7777	0.7115	0.0662	8.9%	0.0081	1.1%	51%	False	False	30,716
120	0.7777	0.6970	0.0807	10.8%	0.0069	0.9%	60%	False	False	25,597

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7769
2.618	0.7663
1.618	0.7598
1.000	0.7558
0.618	0.7533
HIGH	0.7493
0.618	0.7468
0.500	0.7461
0.382	0.7453
LOW	0.7428
0.618	0.7388
1.000	0.7363
1.618	0.7323
2.618	0.7258
4.250	0.7152

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	0.7461	0.7465
PP	0.7458	0.7461
S1	0.7455	0.7456

Download as Excel Spreadsheet

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

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