CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Aug-2016 | 
                    10-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7647 | 
                        0.7661 | 
                        0.0014 | 
                        0.2% | 
                        0.7584 | 
                     
                    
                        | High | 
                        0.7678 | 
                        0.7748 | 
                        0.0070 | 
                        0.9% | 
                        0.7655 | 
                     
                    
                        | Low | 
                        0.7612 | 
                        0.7654 | 
                        0.0042 | 
                        0.6% | 
                        0.7466 | 
                     
                    
                        | Close | 
                        0.7658 | 
                        0.7701 | 
                        0.0043 | 
                        0.6% | 
                        0.7617 | 
                     
                    
                        | Range | 
                        0.0066 | 
                        0.0094 | 
                        0.0028 | 
                        42.4% | 
                        0.0189 | 
                     
                    
                        | ATR | 
                        0.0085 | 
                        0.0085 | 
                        0.0001 | 
                        0.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        75,191 | 
                        97,178 | 
                        21,987 | 
                        29.2% | 
                        419,857 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7983 | 
                0.7936 | 
                0.7753 | 
                 | 
             
            
                | R3 | 
                0.7889 | 
                0.7842 | 
                0.7727 | 
                 | 
             
            
                | R2 | 
                0.7795 | 
                0.7795 | 
                0.7718 | 
                 | 
             
            
                | R1 | 
                0.7748 | 
                0.7748 | 
                0.7710 | 
                0.7772 | 
             
            
                | PP | 
                0.7701 | 
                0.7701 | 
                0.7701 | 
                0.7713 | 
             
            
                | S1 | 
                0.7654 | 
                0.7654 | 
                0.7692 | 
                0.7678 | 
             
            
                | S2 | 
                0.7607 | 
                0.7607 | 
                0.7684 | 
                 | 
             
            
                | S3 | 
                0.7513 | 
                0.7560 | 
                0.7675 | 
                 | 
             
            
                | S4 | 
                0.7419 | 
                0.7466 | 
                0.7649 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7748 | 
                0.7575 | 
                0.0173 | 
                2.2% | 
                0.0072 | 
                0.9% | 
                73% | 
                True | 
                False | 
                80,323 | 
                 
                
                | 10 | 
                0.7748 | 
                0.7466 | 
                0.0282 | 
                3.7% | 
                0.0084 | 
                1.1% | 
                83% | 
                True | 
                False | 
                82,978 | 
                 
                
                | 20 | 
                0.7748 | 
                0.7407 | 
                0.0341 | 
                4.4% | 
                0.0081 | 
                1.0% | 
                86% | 
                True | 
                False | 
                80,109 | 
                 
                
                | 40 | 
                0.7748 | 
                0.7260 | 
                0.0488 | 
                6.3% | 
                0.0092 | 
                1.2% | 
                90% | 
                True | 
                False | 
                92,450 | 
                 
                
                | 60 | 
                0.7748 | 
                0.7115 | 
                0.0633 | 
                8.2% | 
                0.0086 | 
                1.1% | 
                93% | 
                True | 
                False | 
                68,818 | 
                 
                
                | 80 | 
                0.7777 | 
                0.7115 | 
                0.0662 | 
                8.6% | 
                0.0085 | 
                1.1% | 
                89% | 
                False | 
                False | 
                51,682 | 
                 
                
                | 100 | 
                0.7777 | 
                0.7115 | 
                0.0662 | 
                8.6% | 
                0.0083 | 
                1.1% | 
                89% | 
                False | 
                False | 
                41,364 | 
                 
                
                | 120 | 
                0.7777 | 
                0.7028 | 
                0.0749 | 
                9.7% | 
                0.0077 | 
                1.0% | 
                90% | 
                False | 
                False | 
                34,472 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8148 | 
         
        
            | 
2.618             | 
            0.7994 | 
         
        
            | 
1.618             | 
            0.7900 | 
         
        
            | 
1.000             | 
            0.7842 | 
         
        
            | 
0.618             | 
            0.7806 | 
         
        
            | 
HIGH             | 
            0.7748 | 
         
        
            | 
0.618             | 
            0.7712 | 
         
        
            | 
0.500             | 
            0.7701 | 
         
        
            | 
0.382             | 
            0.7690 | 
         
        
            | 
LOW             | 
            0.7654 | 
         
        
            | 
0.618             | 
            0.7596 | 
         
        
            | 
1.000             | 
            0.7560 | 
         
        
            | 
1.618             | 
            0.7502 | 
         
        
            | 
2.618             | 
            0.7408 | 
         
        
            | 
4.250             | 
            0.7255 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7701 | 
                                0.7690 | 
                             
                            
                                | PP | 
                                0.7701 | 
                                0.7679 | 
                             
                            
                                | S1 | 
                                0.7701 | 
                                0.7668 | 
                             
             
         |