CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	0.7630	0.7613	-0.0017	-0.2%	0.7650
High	0.7650	0.7629	-0.0021	-0.3%	0.7743
Low	0.7608	0.7584	-0.0024	-0.3%	0.7593
Close	0.7618	0.7605	-0.0013	-0.2%	0.7615
Range	0.0042	0.0045	0.0003	7.1%	0.0150
ATR	0.0078	0.0076	-0.0002	-3.0%	0.0000
Volume	67,143	68,753	1,610	2.4%	476,776

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7741	0.7718	0.7630
R3	0.7696	0.7673	0.7617
R2	0.7651	0.7651	0.7613
R1	0.7628	0.7628	0.7609	0.7617
PP	0.7606	0.7606	0.7606	0.7601
S1	0.7583	0.7583	0.7601	0.7572
S2	0.7561	0.7561	0.7597
S3	0.7516	0.7538	0.7593
S4	0.7471	0.7493	0.7580

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%	0.0062	0.8%	20%	False	False	75,985
10	0.7743	0.7578	0.0165	2.2%	0.0068	0.9%	16%	False	False	83,870
20	0.7748	0.7466	0.0282	3.7%	0.0076	1.0%	49%	False	False	83,424
40	0.7748	0.7351	0.0397	5.2%	0.0079	1.0%	64%	False	False	86,279
60	0.7748	0.7175	0.0573	7.5%	0.0086	1.1%	75%	False	False	82,606
80	0.7748	0.7115	0.0633	8.3%	0.0084	1.1%	77%	False	False	62,138
100	0.7777	0.7115	0.0662	8.7%	0.0083	1.1%	74%	False	False	49,746
120	0.7777	0.7115	0.0662	8.7%	0.0081	1.1%	74%	False	False	41,461

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7820
2.618	0.7747
1.618	0.7702
1.000	0.7674
0.618	0.7657
HIGH	0.7629
0.618	0.7612
0.500	0.7607
0.382	0.7601
LOW	0.7584
0.618	0.7556
1.000	0.7539
1.618	0.7511
2.618	0.7466
4.250	0.7393

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	0.7607	0.7614
PP	0.7606	0.7611
S1	0.7606	0.7608

Download as Excel Spreadsheet

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

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