CME Australian Dollar Future December 2016

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

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	0.7687	0.7667	-0.0020	-0.3%	0.7585
High	0.7697	0.7698	0.0001	0.0%	0.7728
Low	0.7665	0.7620	-0.0045	-0.6%	0.7569
Close	0.7678	0.7623	-0.0055	-0.7%	0.7623
Range	0.0032	0.0078	0.0046	143.8%	0.0159
ATR	0.0074	0.0074	0.0000	0.4%	0.0000
Volume	321	1,510	1,189	370.4%	2,538

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7830	0.7666
R3	0.7803	0.7752	0.7644
R2	0.7725	0.7725	0.7637
R1	0.7674	0.7674	0.7630	0.7661
PP	0.7647	0.7647	0.7647	0.7640
S1	0.7596	0.7596	0.7616	0.7583
S2	0.7569	0.7569	0.7609
S3	0.7491	0.7518	0.7602
S4	0.7413	0.7440	0.7580

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8117	0.8029	0.7710
R3	0.7958	0.7870	0.7667
R2	0.7799	0.7799	0.7652
R1	0.7711	0.7711	0.7638	0.7755
PP	0.7640	0.7640	0.7640	0.7662
S1	0.7552	0.7552	0.7608	0.7596
S2	0.7481	0.7481	0.7594
S3	0.7322	0.7393	0.7579
S4	0.7163	0.7234	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7728	0.7569	0.0159	2.1%	0.0068	0.9%	34%	False	False	507
10	0.7728	0.7470	0.0258	3.4%	0.0071	0.9%	59%	False	False	372
20	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	69%	False	False	296
40	0.7728	0.7272	0.0456	6.0%	0.0073	1.0%	77%	False	False	199
60	0.7728	0.7121	0.0607	8.0%	0.0058	0.8%	83%	False	False	146
80	0.7728	0.7121	0.0607	8.0%	0.0046	0.6%	83%	False	False	110
100	0.7738	0.7121	0.0617	8.1%	0.0038	0.5%	81%	False	False	88

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8030
2.618	0.7902
1.618	0.7824
1.000	0.7776
0.618	0.7746
HIGH	0.7698
0.618	0.7668
0.500	0.7659
0.382	0.7650
LOW	0.7620
0.618	0.7572
1.000	0.7542
1.618	0.7494
2.618	0.7416
4.250	0.7289

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	0.7659	0.7674
PP	0.7647	0.7657
S1	0.7635	0.7640

Download as Excel Spreadsheet

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

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