CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	0.7639	0.7645	0.0006	0.1%	0.7642
High	0.7697	0.7647	-0.0050	-0.6%	0.7726
Low	0.7625	0.7576	-0.0049	-0.6%	0.7576
Close	0.7668	0.7597	-0.0071	-0.9%	0.7597
Range	0.0072	0.0071	-0.0001	-1.4%	0.0150
ATR	0.0075	0.0077	0.0001	1.6%	0.0000
Volume	544	410	-134	-24.6%	2,085

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7820	0.7779	0.7636
R3	0.7749	0.7708	0.7617
R2	0.7678	0.7678	0.7610
R1	0.7637	0.7637	0.7604	0.7622
PP	0.7607	0.7607	0.7607	0.7599
S1	0.7566	0.7566	0.7590	0.7551
S2	0.7536	0.7536	0.7584
S3	0.7465	0.7495	0.7577
S4	0.7394	0.7424	0.7558

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.7990	0.7680
R3	0.7933	0.7840	0.7638
R2	0.7783	0.7783	0.7625
R1	0.7690	0.7690	0.7611	0.7662
PP	0.7633	0.7633	0.7633	0.7619
S1	0.7540	0.7540	0.7583	0.7512
S2	0.7483	0.7483	0.7570
S3	0.7333	0.7390	0.7556
S4	0.7183	0.7240	0.7515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7726	0.7576	0.0150	2.0%	0.0077	1.0%	14%	False	True	417
10	0.7728	0.7569	0.0159	2.1%	0.0073	1.0%	18%	False	False	462
20	0.7728	0.7394	0.0334	4.4%	0.0075	1.0%	61%	False	False	355
40	0.7728	0.7272	0.0456	6.0%	0.0077	1.0%	71%	False	False	246
60	0.7728	0.7151	0.0577	7.6%	0.0064	0.8%	77%	False	False	178
80	0.7728	0.7121	0.0607	8.0%	0.0050	0.7%	78%	False	False	136
100	0.7738	0.7121	0.0617	8.1%	0.0042	0.5%	77%	False	False	109
120	0.7738	0.7121	0.0617	8.1%	0.0038	0.5%	77%	False	False	91

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7833
1.618	0.7762
1.000	0.7718
0.618	0.7691
HIGH	0.7647
0.618	0.7620
0.500	0.7612
0.382	0.7603
LOW	0.7576
0.618	0.7532
1.000	0.7505
1.618	0.7461
2.618	0.7390
4.250	0.7274

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	0.7612	0.7637
PP	0.7607	0.7623
S1	0.7602	0.7610

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

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