CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	0.7674	0.7639	-0.0035	-0.5%	0.7585
High	0.7682	0.7697	0.0015	0.2%	0.7728
Low	0.7589	0.7625	0.0036	0.5%	0.7569
Close	0.7626	0.7668	0.0042	0.6%	0.7623
Range	0.0093	0.0072	-0.0021	-22.6%	0.0159
ATR	0.0076	0.0075	0.0000	-0.3%	0.0000
Volume	620	544	-76	-12.3%	2,538

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7846	0.7708
R3	0.7807	0.7774	0.7688
R2	0.7735	0.7735	0.7681
R1	0.7702	0.7702	0.7675	0.7719
PP	0.7663	0.7663	0.7663	0.7672
S1	0.7630	0.7630	0.7661	0.7647
S2	0.7591	0.7591	0.7655
S3	0.7519	0.7558	0.7648
S4	0.7447	0.7486	0.7628

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	0.7726	0.7589	0.0137	1.8%	0.0078	1.0%	58%	False	False	637
10	0.7728	0.7569	0.0159	2.1%	0.0072	0.9%	62%	False	False	441
20	0.7728	0.7394	0.0334	4.4%	0.0075	1.0%	82%	False	False	345
40	0.7728	0.7272	0.0456	5.9%	0.0077	1.0%	87%	False	False	238
60	0.7728	0.7149	0.0579	7.6%	0.0063	0.8%	90%	False	False	172
80	0.7728	0.7121	0.0607	7.9%	0.0049	0.6%	90%	False	False	130
100	0.7738	0.7121	0.0617	8.0%	0.0041	0.5%	89%	False	False	105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8003
2.618	0.7885
1.618	0.7813
1.000	0.7769
0.618	0.7741
HIGH	0.7697
0.618	0.7669
0.500	0.7661
0.382	0.7653
LOW	0.7625
0.618	0.7581
1.000	0.7553
1.618	0.7509
2.618	0.7437
4.250	0.7319

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	0.7666	0.7665
PP	0.7663	0.7661
S1	0.7661	0.7658

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

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