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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |