CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	0.7460	0.7473	0.0013	0.2%	0.7570
High	0.7494	0.7522	0.0028	0.4%	0.7730
Low	0.7450	0.7445	-0.0005	-0.1%	0.7531
Close	0.7470	0.7515	0.0045	0.6%	0.7548
Range	0.0044	0.0077	0.0033	75.0%	0.0199
ATR	0.0080	0.0080	0.0000	-0.3%	0.0000
Volume	139,851	142,493	2,642	1.9%	492,679

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7725	0.7697	0.7557
R3	0.7648	0.7620	0.7536
R2	0.7571	0.7571	0.7529
R1	0.7543	0.7543	0.7522	0.7557
PP	0.7494	0.7494	0.7494	0.7501
S1	0.7466	0.7466	0.7508	0.7480
S2	0.7417	0.7417	0.7501
S3	0.7340	0.7389	0.7494
S4	0.7263	0.7312	0.7473

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	0.7656	0.7441	0.0215	2.9%	0.0089	1.2%	34%	False	False	145,795
10	0.7730	0.7441	0.0289	3.8%	0.0085	1.1%	26%	False	False	131,537
20	0.7730	0.7441	0.0289	3.8%	0.0076	1.0%	26%	False	False	110,520
40	0.7748	0.7407	0.0341	4.5%	0.0078	1.0%	32%	False	False	96,884
60	0.7748	0.7283	0.0465	6.2%	0.0085	1.1%	50%	False	False	97,827
80	0.7748	0.7115	0.0633	8.4%	0.0084	1.1%	63%	False	False	84,936
100	0.7748	0.7115	0.0633	8.4%	0.0083	1.1%	63%	False	False	68,030
120	0.7777	0.7115	0.0662	8.8%	0.0083	1.1%	60%	False	False	56,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7849
2.618	0.7724
1.618	0.7647
1.000	0.7599
0.618	0.7570
HIGH	0.7522
0.618	0.7493
0.500	0.7484
0.382	0.7474
LOW	0.7445
0.618	0.7397
1.000	0.7368
1.618	0.7320
2.618	0.7243
4.250	0.7118

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	0.7505	0.7511
PP	0.7494	0.7507
S1	0.7484	0.7504

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

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