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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

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

Download as Excel Spreadsheet

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

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