CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	0.7589	0.7591	0.0002	0.0%	0.7642
High	0.7611	0.7616	0.0005	0.1%	0.7726
Low	0.7568	0.7581	0.0013	0.2%	0.7576
Close	0.7588	0.7594	0.0006	0.1%	0.7597
Range	0.0043	0.0035	-0.0008	-18.6%	0.0150
ATR	0.0070	0.0068	-0.0003	-3.6%	0.0000
Volume	304	108	-196	-64.5%	2,085

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7683	0.7613
R3	0.7667	0.7648	0.7604
R2	0.7632	0.7632	0.7600
R1	0.7613	0.7613	0.7597	0.7623
PP	0.7597	0.7597	0.7597	0.7602
S1	0.7578	0.7578	0.7591	0.7588
S2	0.7562	0.7562	0.7588
S3	0.7527	0.7543	0.7584
S4	0.7492	0.7508	0.7575

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	0.7647	0.7561	0.0086	1.1%	0.0049	0.6%	38%	False	False	220
10	0.7726	0.7561	0.0165	2.2%	0.0064	0.8%	20%	False	False	428
20	0.7728	0.7464	0.0264	3.5%	0.0069	0.9%	49%	False	False	329
40	0.7728	0.7370	0.0358	4.7%	0.0068	0.9%	63%	False	False	241
60	0.7728	0.7160	0.0568	7.5%	0.0066	0.9%	76%	False	False	190
80	0.7728	0.7121	0.0607	8.0%	0.0051	0.7%	78%	False	False	144
100	0.7738	0.7121	0.0617	8.1%	0.0043	0.6%	77%	False	False	115
120	0.7738	0.7121	0.0617	8.1%	0.0038	0.5%	77%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7765
2.618	0.7708
1.618	0.7673
1.000	0.7651
0.618	0.7638
HIGH	0.7616
0.618	0.7603
0.500	0.7599
0.382	0.7594
LOW	0.7581
0.618	0.7559
1.000	0.7546
1.618	0.7524
2.618	0.7489
4.250	0.7432

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	0.7599	0.7600
PP	0.7597	0.7598
S1	0.7596	0.7596

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

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