CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	0.7598	0.7647	0.0049	0.6%	0.7584
High	0.7664	0.7678	0.0014	0.2%	0.7655
Low	0.7588	0.7612	0.0024	0.3%	0.7466
Close	0.7644	0.7658	0.0014	0.2%	0.7617
Range	0.0076	0.0066	-0.0010	-13.2%	0.0189
ATR	0.0086	0.0085	-0.0001	-1.7%	0.0000
Volume	60,560	75,191	14,631	24.2%	419,857

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7847	0.7819	0.7694
R3	0.7781	0.7753	0.7676
R2	0.7715	0.7715	0.7670
R1	0.7687	0.7687	0.7664	0.7701
PP	0.7649	0.7649	0.7649	0.7657
S1	0.7621	0.7621	0.7652	0.7635
S2	0.7583	0.7583	0.7646
S3	0.7517	0.7555	0.7640
S4	0.7451	0.7489	0.7622

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	0.7678	0.7558	0.0120	1.6%	0.0062	0.8%	83%	True	False	75,042
10	0.7678	0.7407	0.0271	3.5%	0.0090	1.2%	93%	True	False	84,705
20	0.7678	0.7407	0.0271	3.5%	0.0079	1.0%	93%	True	False	79,955
40	0.7678	0.7260	0.0418	5.5%	0.0092	1.2%	95%	True	False	92,430
60	0.7678	0.7115	0.0563	7.4%	0.0085	1.1%	96%	True	False	67,202
80	0.7777	0.7115	0.0662	8.6%	0.0085	1.1%	82%	False	False	50,469
100	0.7777	0.7115	0.0662	8.6%	0.0083	1.1%	82%	False	False	40,392
120	0.7777	0.7028	0.0749	9.8%	0.0076	1.0%	84%	False	False	33,662

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7959
2.618	0.7851
1.618	0.7785
1.000	0.7744
0.618	0.7719
HIGH	0.7678
0.618	0.7653
0.500	0.7645
0.382	0.7637
LOW	0.7612
0.618	0.7571
1.000	0.7546
1.618	0.7505
2.618	0.7439
4.250	0.7332

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	0.7654	0.7650
PP	0.7649	0.7641
S1	0.7645	0.7633

Download as Excel Spreadsheet

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

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