CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	0.7540	0.7563	0.0023	0.3%	0.7570
High	0.7566	0.7566	0.0000	0.0%	0.7730
Low	0.7492	0.7441	-0.0051	-0.7%	0.7531
Close	0.7557	0.7452	-0.0105	-1.4%	0.7548
Range	0.0074	0.0125	0.0051	68.9%	0.0199
ATR	0.0079	0.0083	0.0003	4.1%	0.0000
Volume	137,435	172,129	34,694	25.2%	492,679

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7782	0.7521
R3	0.7736	0.7657	0.7486
R2	0.7611	0.7611	0.7475
R1	0.7532	0.7532	0.7463	0.7509
PP	0.7486	0.7486	0.7486	0.7475
S1	0.7407	0.7407	0.7441	0.7384
S2	0.7361	0.7361	0.7429
S3	0.7236	0.7282	0.7418
S4	0.7111	0.7157	0.7383

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	0.7441	0.0289	3.9%	0.0093	1.3%	4%	False	True	131,455
10	0.7730	0.7441	0.0289	3.9%	0.0085	1.1%	4%	False	True	123,793
20	0.7743	0.7441	0.0302	4.1%	0.0080	1.1%	4%	False	True	108,208
40	0.7748	0.7407	0.0341	4.6%	0.0079	1.1%	13%	False	False	93,824
60	0.7748	0.7283	0.0465	6.2%	0.0085	1.1%	36%	False	False	95,952
80	0.7748	0.7115	0.0633	8.5%	0.0084	1.1%	53%	False	False	81,423
100	0.7748	0.7115	0.0633	8.5%	0.0083	1.1%	53%	False	False	65,208
120	0.7777	0.7115	0.0662	8.9%	0.0082	1.1%	51%	False	False	54,359

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8097
2.618	0.7893
1.618	0.7768
1.000	0.7691
0.618	0.7643
HIGH	0.7566
0.618	0.7518
0.500	0.7504
0.382	0.7489
LOW	0.7441
0.618	0.7364
1.000	0.7316
1.618	0.7239
2.618	0.7114
4.250	0.6910

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	0.7504	0.7549
PP	0.7486	0.7516
S1	0.7469	0.7484

Download as Excel Spreadsheet

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

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