CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	0.7526	0.7595	0.0069	0.9%	0.7446
High	0.7627	0.7604	-0.0023	-0.3%	0.7599
Low	0.7466	0.7558	0.0092	1.2%	0.7407
Close	0.7596	0.7569	-0.0027	-0.4%	0.7591
Range	0.0161	0.0046	-0.0115	-71.4%	0.0192
ATR	0.0094	0.0091	-0.0003	-3.6%	0.0000
Volume	109,047	70,775	-38,272	-35.1%	412,229

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7688	0.7594
R3	0.7669	0.7642	0.7582
R2	0.7623	0.7623	0.7577
R1	0.7596	0.7596	0.7573	0.7587
PP	0.7577	0.7577	0.7577	0.7572
S1	0.7550	0.7550	0.7565	0.7541
S2	0.7531	0.7531	0.7561
S3	0.7485	0.7504	0.7556
S4	0.7439	0.7458	0.7544

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	0.7466	0.0161	2.1%	0.0095	1.3%	64%	False	False	85,633
10	0.7627	0.7407	0.0220	2.9%	0.0087	1.2%	74%	False	False	80,457
20	0.7661	0.7407	0.0254	3.4%	0.0083	1.1%	64%	False	False	84,163
40	0.7661	0.7260	0.0401	5.3%	0.0091	1.2%	77%	False	False	91,722
60	0.7661	0.7115	0.0546	7.2%	0.0085	1.1%	83%	False	False	62,148
80	0.7777	0.7115	0.0662	8.7%	0.0086	1.1%	69%	False	False	46,674
100	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	69%	False	False	37,350
120	0.7777	0.7028	0.0749	9.9%	0.0074	1.0%	72%	False	False	31,125

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	0.0023
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7800
2.618	0.7724
1.618	0.7678
1.000	0.7650
0.618	0.7632
HIGH	0.7604
0.618	0.7586
0.500	0.7581
0.382	0.7576
LOW	0.7558
0.618	0.7530
1.000	0.7512
1.618	0.7484
2.618	0.7438
4.250	0.7363

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	0.7581	0.7562
PP	0.7577	0.7554
S1	0.7573	0.7547

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

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