CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	0.7694	0.7650	-0.0044	-0.6%	0.7598
High	0.7717	0.7684	-0.0033	-0.4%	0.7748
Low	0.7638	0.7629	-0.0009	-0.1%	0.7588
Close	0.7641	0.7671	0.0030	0.4%	0.7641
Range	0.0079	0.0055	-0.0024	-30.4%	0.0160
ATR	0.0082	0.0080	-0.0002	-2.3%	0.0000
Volume	89,235	62,619	-26,616	-29.8%	392,983

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7826	0.7804	0.7701
R3	0.7771	0.7749	0.7686
R2	0.7716	0.7716	0.7681
R1	0.7694	0.7694	0.7676	0.7705
PP	0.7661	0.7661	0.7661	0.7667
S1	0.7639	0.7639	0.7666	0.7650
S2	0.7606	0.7606	0.7661
S3	0.7551	0.7584	0.7656
S4	0.7496	0.7529	0.7641

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8050	0.7729
R3	0.7979	0.7890	0.7685
R2	0.7819	0.7819	0.7670
R1	0.7730	0.7730	0.7656	0.7775
PP	0.7659	0.7659	0.7659	0.7681
S1	0.7570	0.7570	0.7626	0.7615
S2	0.7499	0.7499	0.7612
S3	0.7339	0.7410	0.7597
S4	0.7179	0.7250	0.7553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7748	0.7612	0.0136	1.8%	0.0066	0.9%	43%	False	False	79,008
10	0.7748	0.7466	0.0282	3.7%	0.0073	1.0%	73%	False	False	80,411
20	0.7748	0.7407	0.0341	4.4%	0.0078	1.0%	77%	False	False	79,440
40	0.7748	0.7283	0.0465	6.1%	0.0088	1.2%	83%	False	False	89,824
60	0.7748	0.7115	0.0633	8.3%	0.0085	1.1%	88%	False	False	72,495
80	0.7748	0.7115	0.0633	8.3%	0.0084	1.1%	88%	False	False	54,458
100	0.7777	0.7115	0.0662	8.6%	0.0083	1.1%	84%	False	False	43,589
120	0.7777	0.7028	0.0749	9.8%	0.0078	1.0%	86%	False	False	36,328

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7918
2.618	0.7828
1.618	0.7773
1.000	0.7739
0.618	0.7718
HIGH	0.7684
0.618	0.7663
0.500	0.7657
0.382	0.7650
LOW	0.7629
0.618	0.7595
1.000	0.7574
1.618	0.7540
2.618	0.7485
4.250	0.7395

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	0.7666	0.7673
PP	0.7661	0.7672
S1	0.7657	0.7672

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

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