CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	0.7480	0.7446	-0.0034	-0.5%	0.7573
High	0.7493	0.7478	-0.0015	-0.2%	0.7590
Low	0.7428	0.7441	0.0013	0.2%	0.7428
Close	0.7452	0.7454	0.0002	0.0%	0.7452
Range	0.0065	0.0037	-0.0028	-43.1%	0.0162
ATR	0.0086	0.0083	-0.0004	-4.1%	0.0000
Volume	68,614	47,424	-21,190	-30.9%	354,763

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7548	0.7474
R3	0.7532	0.7511	0.7464
R2	0.7495	0.7495	0.7461
R1	0.7474	0.7474	0.7457	0.7485
PP	0.7458	0.7458	0.7458	0.7463
S1	0.7437	0.7437	0.7451	0.7448
S2	0.7421	0.7421	0.7447
S3	0.7384	0.7400	0.7444
S4	0.7347	0.7363	0.7434

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	0.7571	0.7428	0.0143	1.9%	0.0065	0.9%	18%	False	False	69,710
10	0.7661	0.7428	0.0233	3.1%	0.0073	1.0%	11%	False	False	78,326
20	0.7661	0.7302	0.0359	4.8%	0.0081	1.1%	42%	False	False	90,116
40	0.7661	0.7122	0.0539	7.2%	0.0089	1.2%	62%	False	False	77,632
60	0.7670	0.7115	0.0555	7.4%	0.0085	1.1%	61%	False	False	51,918
80	0.7777	0.7115	0.0662	8.9%	0.0084	1.1%	51%	False	False	38,980
100	0.7777	0.7115	0.0662	8.9%	0.0081	1.1%	51%	False	False	31,191
120	0.7777	0.6970	0.0807	10.8%	0.0069	0.9%	60%	False	False	25,992

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7575
1.618	0.7538
1.000	0.7515
0.618	0.7501
HIGH	0.7478
0.618	0.7464
0.500	0.7460
0.382	0.7455
LOW	0.7441
0.618	0.7418
1.000	0.7404
1.618	0.7381
2.618	0.7344
4.250	0.7284

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	0.7460	0.7464
PP	0.7458	0.7460
S1	0.7456	0.7457

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

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