CME Australian Dollar Future December 2016

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

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	0.7563	0.7495	-0.0068	-0.9%	0.7433
High	0.7581	0.7606	0.0025	0.3%	0.7578
Low	0.7497	0.7470	-0.0027	-0.4%	0.7394
Close	0.7532	0.7577	0.0045	0.6%	0.7571
Range	0.0084	0.0136	0.0052	61.9%	0.0184
ATR	0.0079	0.0083	0.0004	5.2%	0.0000
Volume	151	438	287	190.1%	1,296

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7904	0.7652
R3	0.7823	0.7768	0.7614
R2	0.7687	0.7687	0.7602
R1	0.7632	0.7632	0.7589	0.7660
PP	0.7551	0.7551	0.7551	0.7565
S1	0.7496	0.7496	0.7565	0.7524
S2	0.7415	0.7415	0.7552
S3	0.7279	0.7360	0.7540
S4	0.7143	0.7224	0.7502

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.8003	0.7672
R3	0.7882	0.7819	0.7622
R2	0.7698	0.7698	0.7605
R1	0.7635	0.7635	0.7588	0.7666
PP	0.7514	0.7514	0.7514	0.7530
S1	0.7451	0.7451	0.7554	0.7483
S2	0.7330	0.7330	0.7537
S3	0.7146	0.7267	0.7520
S4	0.6962	0.7083	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7606	0.7394	0.0212	2.8%	0.0104	1.4%	86%	True	False	244
10	0.7606	0.7394	0.0212	2.8%	0.0080	1.1%	86%	True	False	249
20	0.7636	0.7379	0.0257	3.4%	0.0076	1.0%	77%	False	False	174
40	0.7636	0.7242	0.0394	5.2%	0.0071	0.9%	85%	False	False	137
60	0.7636	0.7121	0.0515	6.8%	0.0051	0.7%	89%	False	False	94
80	0.7738	0.7121	0.0617	8.1%	0.0041	0.5%	74%	False	False	70
100	0.7738	0.7121	0.0617	8.1%	0.0036	0.5%	74%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8184
2.618	0.7962
1.618	0.7826
1.000	0.7742
0.618	0.7690
HIGH	0.7606
0.618	0.7554
0.500	0.7538
0.382	0.7522
LOW	0.7470
0.618	0.7386
1.000	0.7334
1.618	0.7250
2.618	0.7114
4.250	0.6892

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	0.7564	0.7563
PP	0.7551	0.7549
S1	0.7538	0.7535

Download as Excel Spreadsheet

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

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