CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	0.7512	0.7548	0.0036	0.5%	0.7551
High	0.7556	0.7613	0.0057	0.8%	0.7613
Low	0.7502	0.7533	0.0031	0.4%	0.7487
Close	0.7552	0.7564	0.0012	0.2%	0.7564
Range	0.0054	0.0080	0.0026	48.1%	0.0126
ATR	0.0073	0.0073	0.0001	0.7%	0.0000
Volume	110,611	120,179	9,568	8.7%	527,168

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7767	0.7608
R3	0.7730	0.7687	0.7586
R2	0.7650	0.7650	0.7579
R1	0.7607	0.7607	0.7571	0.7629
PP	0.7570	0.7570	0.7570	0.7581
S1	0.7527	0.7527	0.7557	0.7549
S2	0.7490	0.7490	0.7549
S3	0.7410	0.7447	0.7542
S4	0.7330	0.7367	0.7520

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7933	0.7874	0.7633
R3	0.7807	0.7748	0.7599
R2	0.7681	0.7681	0.7587
R1	0.7622	0.7622	0.7576	0.7652
PP	0.7555	0.7555	0.7555	0.7569
S1	0.7496	0.7496	0.7552	0.7526
S2	0.7429	0.7429	0.7541
S3	0.7303	0.7370	0.7529
S4	0.7177	0.7244	0.7495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7613	0.7487	0.0126	1.7%	0.0063	0.8%	61%	True	False	105,433
10	0.7688	0.7487	0.0201	2.7%	0.0064	0.8%	38%	False	False	94,776
20	0.7748	0.7487	0.0261	3.5%	0.0070	0.9%	30%	False	False	90,876
40	0.7748	0.7407	0.0341	4.5%	0.0076	1.0%	46%	False	False	86,494
60	0.7748	0.7260	0.0488	6.5%	0.0084	1.1%	62%	False	False	92,660
80	0.7748	0.7115	0.0633	8.4%	0.0081	1.1%	71%	False	False	71,431
100	0.7777	0.7115	0.0662	8.8%	0.0082	1.1%	68%	False	False	57,200
120	0.7777	0.7115	0.0662	8.8%	0.0082	1.1%	68%	False	False	47,676

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7953
2.618	0.7822
1.618	0.7742
1.000	0.7693
0.618	0.7662
HIGH	0.7613
0.618	0.7582
0.500	0.7573
0.382	0.7564
LOW	0.7533
0.618	0.7484
1.000	0.7453
1.618	0.7404
2.618	0.7324
4.250	0.7193

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	0.7573	0.7559
PP	0.7570	0.7555
S1	0.7567	0.7550

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

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