CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	0.7568	0.7582	0.0014	0.2%	0.7433
High	0.7583	0.7610	0.0027	0.4%	0.7578
Low	0.7541	0.7564	0.0023	0.3%	0.7394
Close	0.7551	0.7605	0.0054	0.7%	0.7571
Range	0.0042	0.0046	0.0004	9.5%	0.0184
ATR	0.0080	0.0078	-0.0001	-1.9%	0.0000
Volume	199	196	-3	-1.5%	1,296

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7731	0.7714	0.7630
R3	0.7685	0.7668	0.7618
R2	0.7639	0.7639	0.7613
R1	0.7622	0.7622	0.7609	0.7631
PP	0.7593	0.7593	0.7593	0.7597
S1	0.7576	0.7576	0.7601	0.7585
S2	0.7547	0.7547	0.7597
S3	0.7501	0.7530	0.7592
S4	0.7455	0.7484	0.7580

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	0.7610	0.7464	0.0146	1.9%	0.0084	1.1%	97%	True	False	212
10	0.7610	0.7394	0.0216	2.8%	0.0078	1.0%	98%	True	False	249
20	0.7636	0.7394	0.0242	3.2%	0.0072	0.9%	87%	False	False	175
40	0.7636	0.7242	0.0394	5.2%	0.0072	0.9%	92%	False	False	140
60	0.7636	0.7121	0.0515	6.8%	0.0052	0.7%	94%	False	False	100
80	0.7738	0.7121	0.0617	8.1%	0.0042	0.5%	78%	False	False	75
100	0.7738	0.7121	0.0617	8.1%	0.0036	0.5%	78%	False	False	61

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7806
2.618	0.7730
1.618	0.7684
1.000	0.7656
0.618	0.7638
HIGH	0.7610
0.618	0.7592
0.500	0.7587
0.382	0.7582
LOW	0.7564
0.618	0.7536
1.000	0.7518
1.618	0.7490
2.618	0.7444
4.250	0.7369

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	0.7599	0.7583
PP	0.7593	0.7562
S1	0.7587	0.7540

Download as Excel Spreadsheet

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

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