CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	0.7551	0.7573	0.0022	0.3%	0.7602
High	0.7578	0.7576	-0.0002	0.0%	0.7688
Low	0.7520	0.7496	-0.0024	-0.3%	0.7547
Close	0.7572	0.7506	-0.0066	-0.9%	0.7549
Range	0.0058	0.0080	0.0022	37.9%	0.0141
ATR	0.0076	0.0077	0.0000	0.3%	0.0000
Volume	91,474	101,564	10,090	11.0%	420,597

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7716	0.7550
R3	0.7686	0.7636	0.7528
R2	0.7606	0.7606	0.7521
R1	0.7556	0.7556	0.7513	0.7541
PP	0.7526	0.7526	0.7526	0.7519
S1	0.7476	0.7476	0.7499	0.7461
S2	0.7446	0.7446	0.7491
S3	0.7366	0.7396	0.7484
S4	0.7286	0.7316	0.7462

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8018	0.7924	0.7627
R3	0.7877	0.7783	0.7588
R2	0.7736	0.7736	0.7575
R1	0.7642	0.7642	0.7562	0.7619
PP	0.7595	0.7595	0.7595	0.7583
S1	0.7501	0.7501	0.7536	0.7478
S2	0.7454	0.7454	0.7523
S3	0.7313	0.7360	0.7510
S4	0.7172	0.7219	0.7471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7688	0.7496	0.0192	2.6%	0.0072	1.0%	5%	False	True	96,103
10	0.7716	0.7496	0.0220	2.9%	0.0073	1.0%	5%	False	True	89,978
20	0.7748	0.7496	0.0252	3.4%	0.0070	0.9%	4%	False	True	86,142
40	0.7748	0.7388	0.0360	4.8%	0.0079	1.0%	33%	False	False	86,209
60	0.7748	0.7260	0.0488	6.5%	0.0085	1.1%	50%	False	False	88,982
80	0.7748	0.7115	0.0633	8.4%	0.0082	1.1%	62%	False	False	67,267
100	0.7777	0.7115	0.0662	8.8%	0.0083	1.1%	59%	False	False	53,862
120	0.7777	0.7115	0.0662	8.8%	0.0082	1.1%	59%	False	False	44,892

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7916
2.618	0.7785
1.618	0.7705
1.000	0.7656
0.618	0.7625
HIGH	0.7576
0.618	0.7545
0.500	0.7536
0.382	0.7527
LOW	0.7496
0.618	0.7447
1.000	0.7416
1.618	0.7367
2.618	0.7287
4.250	0.7156

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	0.7536	0.7592
PP	0.7526	0.7563
S1	0.7516	0.7535

Download as Excel Spreadsheet

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

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