CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	0.7507	0.7512	0.0005	0.1%	0.7602
High	0.7529	0.7556	0.0027	0.4%	0.7688
Low	0.7487	0.7502	0.0015	0.2%	0.7547
Close	0.7510	0.7552	0.0042	0.6%	0.7549
Range	0.0042	0.0054	0.0012	28.6%	0.0141
ATR	0.0074	0.0073	-0.0001	-1.9%	0.0000
Volume	103,340	110,611	7,271	7.0%	420,597

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7679	0.7582
R3	0.7645	0.7625	0.7567
R2	0.7591	0.7591	0.7562
R1	0.7571	0.7571	0.7557	0.7581
PP	0.7537	0.7537	0.7537	0.7542
S1	0.7517	0.7517	0.7547	0.7527
S2	0.7483	0.7483	0.7542
S3	0.7429	0.7463	0.7537
S4	0.7375	0.7409	0.7522

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%	0.0075	1.0%	32%	False	False	113,049
10	0.7688	0.7487	0.0201	2.7%	0.0065	0.9%	32%	False	False	91,334
20	0.7748	0.7487	0.0261	3.5%	0.0070	0.9%	25%	False	False	89,342
40	0.7748	0.7407	0.0341	4.5%	0.0076	1.0%	43%	False	False	86,282
60	0.7748	0.7260	0.0488	6.5%	0.0084	1.1%	60%	False	False	91,535
80	0.7748	0.7115	0.0633	8.4%	0.0081	1.1%	69%	False	False	69,931
100	0.7777	0.7115	0.0662	8.8%	0.0082	1.1%	66%	False	False	55,999
120	0.7777	0.7115	0.0662	8.8%	0.0081	1.1%	66%	False	False	46,674

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7697
1.618	0.7643
1.000	0.7610
0.618	0.7589
HIGH	0.7556
0.618	0.7535
0.500	0.7529
0.382	0.7523
LOW	0.7502
0.618	0.7469
1.000	0.7448
1.618	0.7415
2.618	0.7361
4.250	0.7273

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	0.7544	0.7545
PP	0.7537	0.7538
S1	0.7529	0.7532

Download as Excel Spreadsheet

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

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