CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	0.7602	0.7630	0.0028	0.4%	0.7650
High	0.7635	0.7650	0.0015	0.2%	0.7743
Low	0.7578	0.7608	0.0030	0.4%	0.7593
Close	0.7625	0.7618	-0.0007	-0.1%	0.7615
Range	0.0057	0.0042	-0.0015	-26.3%	0.0150
ATR	0.0081	0.0078	-0.0003	-3.4%	0.0000
Volume	65,976	67,143	1,167	1.8%	476,776

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7727	0.7641
R3	0.7709	0.7685	0.7630
R2	0.7667	0.7667	0.7626
R1	0.7643	0.7643	0.7622	0.7634
PP	0.7625	0.7625	0.7625	0.7621
S1	0.7601	0.7601	0.7614	0.7592
S2	0.7583	0.7583	0.7610
S3	0.7541	0.7559	0.7606
S4	0.7499	0.7517	0.7595

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	0.7716	0.7578	0.0138	1.8%	0.0073	1.0%	29%	False	False	83,853
10	0.7748	0.7578	0.0170	2.2%	0.0073	1.0%	24%	False	False	86,712
20	0.7748	0.7407	0.0341	4.5%	0.0081	1.1%	62%	False	False	85,709
40	0.7748	0.7311	0.0437	5.7%	0.0080	1.1%	70%	False	False	86,818
60	0.7748	0.7122	0.0626	8.2%	0.0087	1.1%	79%	False	False	81,542
80	0.7748	0.7115	0.0633	8.3%	0.0084	1.1%	79%	False	False	61,281
100	0.7777	0.7115	0.0662	8.7%	0.0083	1.1%	76%	False	False	49,059
120	0.7777	0.7115	0.0662	8.7%	0.0081	1.1%	76%	False	False	40,888

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7829
2.618	0.7760
1.618	0.7718
1.000	0.7692
0.618	0.7676
HIGH	0.7650
0.618	0.7634
0.500	0.7629
0.382	0.7624
LOW	0.7608
0.618	0.7582
1.000	0.7566
1.618	0.7540
2.618	0.7498
4.250	0.7430

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	0.7629	0.7632
PP	0.7625	0.7627
S1	0.7622	0.7623

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

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