CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	0.7641	0.7540	-0.0101	-1.3%	0.7570
High	0.7656	0.7566	-0.0090	-1.2%	0.7730
Low	0.7531	0.7492	-0.0039	-0.5%	0.7531
Close	0.7548	0.7557	0.0009	0.1%	0.7548
Range	0.0125	0.0074	-0.0051	-40.8%	0.0199
ATR	0.0080	0.0079	0.0000	-0.5%	0.0000
Volume	137,068	137,435	367	0.3%	492,679

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7760	0.7733	0.7598
R3	0.7686	0.7659	0.7577
R2	0.7612	0.7612	0.7571
R1	0.7585	0.7585	0.7564	0.7599
PP	0.7538	0.7538	0.7538	0.7545
S1	0.7511	0.7511	0.7550	0.7525
S2	0.7464	0.7464	0.7543
S3	0.7390	0.7437	0.7537
S4	0.7316	0.7363	0.7516

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8073	0.7657
R3	0.8001	0.7874	0.7603
R2	0.7802	0.7802	0.7584
R1	0.7675	0.7675	0.7566	0.7639
PP	0.7603	0.7603	0.7603	0.7585
S1	0.7476	0.7476	0.7530	0.7440
S2	0.7404	0.7404	0.7512
S3	0.7205	0.7277	0.7493
S4	0.7006	0.7078	0.7439

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7492	0.0238	3.1%	0.0093	1.2%	27%	False	True	126,022
10	0.7730	0.7487	0.0243	3.2%	0.0078	1.0%	29%	False	False	115,728
20	0.7743	0.7487	0.0256	3.4%	0.0076	1.0%	27%	False	False	102,732
40	0.7748	0.7407	0.0341	4.5%	0.0077	1.0%	44%	False	False	90,862
60	0.7748	0.7283	0.0465	6.2%	0.0084	1.1%	59%	False	False	94,370
80	0.7748	0.7115	0.0633	8.4%	0.0083	1.1%	70%	False	False	79,285
100	0.7777	0.7115	0.0662	8.8%	0.0083	1.1%	67%	False	False	63,490
120	0.7777	0.7115	0.0662	8.8%	0.0082	1.1%	67%	False	False	52,925

Crabel Price Patterns
NR	True
NR4	False
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7881
2.618	0.7760
1.618	0.7686
1.000	0.7640
0.618	0.7612
HIGH	0.7566
0.618	0.7538
0.500	0.7529
0.382	0.7520
LOW	0.7492
0.618	0.7446
1.000	0.7418
1.618	0.7372
2.618	0.7298
4.250	0.7178

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	0.7548	0.7611
PP	0.7538	0.7593
S1	0.7529	0.7575

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

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