CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	0.7584	0.7526	-0.0058	-0.8%	0.7446
High	0.7604	0.7627	0.0023	0.3%	0.7599
Low	0.7516	0.7466	-0.0050	-0.7%	0.7407
Close	0.7553	0.7596	0.0043	0.6%	0.7591
Range	0.0088	0.0161	0.0073	83.0%	0.0192
ATR	0.0089	0.0094	0.0005	5.8%	0.0000
Volume	71,349	109,047	37,698	52.8%	412,229

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7982	0.7685
R3	0.7885	0.7821	0.7640
R2	0.7724	0.7724	0.7626
R1	0.7660	0.7660	0.7611	0.7692
PP	0.7563	0.7563	0.7563	0.7579
S1	0.7499	0.7499	0.7581	0.7531
S2	0.7402	0.7402	0.7566
S3	0.7241	0.7338	0.7552
S4	0.7080	0.7177	0.7507

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8108	0.8042	0.7697
R3	0.7916	0.7850	0.7644
R2	0.7724	0.7724	0.7626
R1	0.7658	0.7658	0.7609	0.7691
PP	0.7532	0.7532	0.7532	0.7549
S1	0.7466	0.7466	0.7573	0.7499
S2	0.7340	0.7340	0.7556
S3	0.7148	0.7274	0.7538
S4	0.6956	0.7082	0.7485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7627	0.7407	0.0220	2.9%	0.0118	1.6%	86%	True	False	94,369
10	0.7627	0.7407	0.0220	2.9%	0.0088	1.2%	86%	True	False	79,978
20	0.7661	0.7388	0.0273	3.6%	0.0087	1.1%	76%	False	False	86,275
40	0.7661	0.7260	0.0401	5.3%	0.0093	1.2%	84%	False	False	90,401
60	0.7661	0.7115	0.0546	7.2%	0.0086	1.1%	88%	False	False	60,975
80	0.7777	0.7115	0.0662	8.7%	0.0086	1.1%	73%	False	False	45,792
100	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	73%	False	False	36,642
120	0.7777	0.7028	0.0749	9.9%	0.0074	1.0%	76%	False	False	30,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8311
2.618	0.8048
1.618	0.7887
1.000	0.7788
0.618	0.7726
HIGH	0.7627
0.618	0.7565
0.500	0.7547
0.382	0.7528
LOW	0.7466
0.618	0.7367
1.000	0.7305
1.618	0.7206
2.618	0.7045
4.250	0.6782

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	0.7580	0.7580
PP	0.7563	0.7563
S1	0.7547	0.7547

Download as Excel Spreadsheet

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

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