CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	0.7617	0.7598	-0.0019	-0.2%	0.7584
High	0.7655	0.7664	0.0009	0.1%	0.7655
Low	0.7588	0.7588	0.0000	0.0%	0.7466
Close	0.7617	0.7644	0.0027	0.4%	0.7617
Range	0.0067	0.0076	0.0009	13.4%	0.0189
ATR	0.0087	0.0086	-0.0001	-0.9%	0.0000
Volume	89,511	60,560	-28,951	-32.3%	419,857

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7860	0.7828	0.7686
R3	0.7784	0.7752	0.7665
R2	0.7708	0.7708	0.7658
R1	0.7676	0.7676	0.7651	0.7692
PP	0.7632	0.7632	0.7632	0.7640
S1	0.7600	0.7600	0.7637	0.7616
S2	0.7556	0.7556	0.7630
S3	0.7480	0.7524	0.7623
S4	0.7404	0.7448	0.7602

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	0.7664	0.7466	0.0198	2.6%	0.0081	1.1%	90%	True	False	81,813
10	0.7664	0.7407	0.0257	3.4%	0.0091	1.2%	92%	True	False	84,522
20	0.7664	0.7407	0.0257	3.4%	0.0082	1.1%	92%	True	False	81,424
40	0.7664	0.7260	0.0404	5.3%	0.0091	1.2%	95%	True	False	92,651
60	0.7664	0.7115	0.0549	7.2%	0.0085	1.1%	96%	True	False	65,955
80	0.7777	0.7115	0.0662	8.7%	0.0085	1.1%	80%	False	False	49,536
100	0.7777	0.7115	0.0662	8.7%	0.0083	1.1%	80%	False	False	39,641
120	0.7777	0.7028	0.0749	9.8%	0.0076	1.0%	82%	False	False	33,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7987
2.618	0.7863
1.618	0.7787
1.000	0.7740
0.618	0.7711
HIGH	0.7664
0.618	0.7635
0.500	0.7626
0.382	0.7617
LOW	0.7588
0.618	0.7541
1.000	0.7512
1.618	0.7465
2.618	0.7389
4.250	0.7265

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	0.7638	0.7636
PP	0.7632	0.7628
S1	0.7626	0.7620

Download as Excel Spreadsheet

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

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