CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	0.7652	0.7680	0.0028	0.4%	0.7650
High	0.7716	0.7685	-0.0031	-0.4%	0.7743
Low	0.7642	0.7593	-0.0049	-0.6%	0.7593
Close	0.7686	0.7615	-0.0071	-0.9%	0.7615
Range	0.0074	0.0092	0.0018	24.3%	0.0150
ATR	0.0082	0.0083	0.0001	1.0%	0.0000
Volume	92,293	85,763	-6,530	-7.1%	476,776

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7853	0.7666
R3	0.7815	0.7761	0.7640
R2	0.7723	0.7723	0.7632
R1	0.7669	0.7669	0.7623	0.7650
PP	0.7631	0.7631	0.7631	0.7622
S1	0.7577	0.7577	0.7607	0.7558
S2	0.7539	0.7539	0.7598
S3	0.7447	0.7485	0.7590
S4	0.7355	0.7393	0.7564

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8100	0.8008	0.7698
R3	0.7950	0.7858	0.7656
R2	0.7800	0.7800	0.7643
R1	0.7708	0.7708	0.7629	0.7679
PP	0.7650	0.7650	0.7650	0.7636
S1	0.7558	0.7558	0.7601	0.7529
S2	0.7500	0.7500	0.7588
S3	0.7350	0.7408	0.7574
S4	0.7200	0.7258	0.7533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7743	0.7593	0.0150	2.0%	0.0084	1.1%	15%	False	True	95,355
10	0.7748	0.7588	0.0160	2.1%	0.0077	1.0%	17%	False	False	86,975
20	0.7748	0.7407	0.0341	4.5%	0.0082	1.1%	61%	False	False	85,092
40	0.7748	0.7283	0.0465	6.1%	0.0089	1.2%	71%	False	False	91,761
60	0.7748	0.7122	0.0626	8.2%	0.0087	1.1%	79%	False	False	79,343
80	0.7748	0.7115	0.0633	8.3%	0.0084	1.1%	79%	False	False	59,621
100	0.7777	0.7115	0.0662	8.7%	0.0084	1.1%	76%	False	False	47,729
120	0.7777	0.7115	0.0662	8.7%	0.0081	1.1%	76%	False	False	39,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7926
1.618	0.7834
1.000	0.7777
0.618	0.7742
HIGH	0.7685
0.618	0.7650
0.500	0.7639
0.382	0.7628
LOW	0.7593
0.618	0.7536
1.000	0.7501
1.618	0.7444
2.618	0.7352
4.250	0.7202

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	0.7639	0.7655
PP	0.7631	0.7641
S1	0.7623	0.7628

Download as Excel Spreadsheet

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

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