CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	0.7578	0.7617	0.0039	0.5%	0.7584
High	0.7631	0.7655	0.0024	0.3%	0.7655
Low	0.7575	0.7588	0.0013	0.2%	0.7466
Close	0.7624	0.7617	-0.0007	-0.1%	0.7617
Range	0.0056	0.0067	0.0011	19.6%	0.0189
ATR	0.0088	0.0087	-0.0002	-1.7%	0.0000
Volume	79,175	89,511	10,336	13.1%	419,857

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7821	0.7786	0.7654
R3	0.7754	0.7719	0.7635
R2	0.7687	0.7687	0.7629
R1	0.7652	0.7652	0.7623	0.7651
PP	0.7620	0.7620	0.7620	0.7619
S1	0.7585	0.7585	0.7611	0.7584
S2	0.7553	0.7553	0.7605
S3	0.7486	0.7518	0.7599
S4	0.7419	0.7451	0.7580

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8071	0.7721
R3	0.7957	0.7882	0.7669
R2	0.7768	0.7768	0.7652
R1	0.7693	0.7693	0.7634	0.7731
PP	0.7579	0.7579	0.7579	0.7598
S1	0.7504	0.7504	0.7600	0.7542
S2	0.7390	0.7390	0.7582
S3	0.7201	0.7315	0.7565
S4	0.7012	0.7126	0.7513

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7655	0.7466	0.0189	2.5%	0.0084	1.1%	80%	True	False	83,971
10	0.7655	0.7407	0.0248	3.3%	0.0088	1.1%	85%	True	False	83,208
20	0.7661	0.7407	0.0254	3.3%	0.0081	1.1%	83%	False	False	82,111
40	0.7661	0.7260	0.0401	5.3%	0.0091	1.2%	89%	False	False	93,553
60	0.7661	0.7115	0.0546	7.2%	0.0085	1.1%	92%	False	False	64,949
80	0.7777	0.7115	0.0662	8.7%	0.0085	1.1%	76%	False	False	48,781
100	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	76%	False	False	39,036
120	0.7777	0.7028	0.0749	9.8%	0.0075	1.0%	79%	False	False	32,531

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7940
2.618	0.7830
1.618	0.7763
1.000	0.7722
0.618	0.7696
HIGH	0.7655
0.618	0.7629
0.500	0.7622
0.382	0.7614
LOW	0.7588
0.618	0.7547
1.000	0.7521
1.618	0.7480
2.618	0.7413
4.250	0.7303

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	0.7622	0.7614
PP	0.7620	0.7610
S1	0.7619	0.7607

Download as Excel Spreadsheet

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

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