CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	0.7573	0.7507	-0.0066	-0.9%	0.7602
High	0.7576	0.7529	-0.0047	-0.6%	0.7688
Low	0.7496	0.7487	-0.0009	-0.1%	0.7547
Close	0.7506	0.7510	0.0004	0.1%	0.7549
Range	0.0080	0.0042	-0.0038	-47.5%	0.0141
ATR	0.0077	0.0074	-0.0002	-3.2%	0.0000
Volume	101,564	103,340	1,776	1.7%	420,597

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7635	0.7614	0.7533
R3	0.7593	0.7572	0.7522
R2	0.7551	0.7551	0.7518
R1	0.7530	0.7530	0.7514	0.7541
PP	0.7509	0.7509	0.7509	0.7514
S1	0.7488	0.7488	0.7506	0.7499
S2	0.7467	0.7467	0.7502
S3	0.7425	0.7446	0.7498
S4	0.7383	0.7404	0.7487

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	0.7487	0.0201	2.7%	0.0072	1.0%	11%	False	True	103,020
10	0.7716	0.7487	0.0229	3.0%	0.0067	0.9%	10%	False	True	89,503
20	0.7748	0.7487	0.0261	3.5%	0.0070	0.9%	9%	False	True	87,771
40	0.7748	0.7407	0.0341	4.5%	0.0077	1.0%	30%	False	False	85,967
60	0.7748	0.7260	0.0488	6.5%	0.0084	1.1%	51%	False	False	90,405
80	0.7748	0.7115	0.0633	8.4%	0.0081	1.1%	62%	False	False	68,554
100	0.7777	0.7115	0.0662	8.8%	0.0082	1.1%	60%	False	False	54,894
120	0.7777	0.7115	0.0662	8.8%	0.0081	1.1%	60%	False	False	45,753

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7708
2.618	0.7639
1.618	0.7597
1.000	0.7571
0.618	0.7555
HIGH	0.7529
0.618	0.7513
0.500	0.7508
0.382	0.7503
LOW	0.7487
0.618	0.7461
1.000	0.7445
1.618	0.7419
2.618	0.7377
4.250	0.7309

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	0.7509	0.7533
PP	0.7509	0.7525
S1	0.7508	0.7518

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

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