CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	0.7606	0.7530	-0.0076	-1.0%	0.7588
High	0.7670	0.7561	-0.0109	-1.4%	0.7670
Low	0.7530	0.7505	-0.0025	-0.3%	0.7530
Close	0.7532	0.7556	0.0024	0.3%	0.7532
Range	0.0140	0.0056	-0.0084	-60.0%	0.0140
ATR	0.0073	0.0072	-0.0001	-1.7%	0.0000
Volume	414	273	-141	-34.1%	1,104

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7709	0.7688	0.7587
R3	0.7653	0.7632	0.7571
R2	0.7597	0.7597	0.7566
R1	0.7576	0.7576	0.7561	0.7587
PP	0.7541	0.7541	0.7541	0.7546
S1	0.7520	0.7520	0.7551	0.7531
S2	0.7485	0.7485	0.7546
S3	0.7429	0.7464	0.7541
S4	0.7373	0.7408	0.7525

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7997	0.7905	0.7609
R3	0.7857	0.7765	0.7571
R2	0.7717	0.7717	0.7558
R1	0.7625	0.7625	0.7545	0.7601
PP	0.7577	0.7577	0.7577	0.7566
S1	0.7485	0.7485	0.7519	0.7461
S2	0.7437	0.7437	0.7506
S3	0.7297	0.7345	0.7494
S4	0.7157	0.7205	0.7455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7670	0.7505	0.0165	2.2%	0.0063	0.8%	31%	False	True	247
10	0.7726	0.7505	0.0221	2.9%	0.0070	0.9%	23%	False	True	328
20	0.7728	0.7470	0.0258	3.4%	0.0069	0.9%	33%	False	False	351
40	0.7728	0.7379	0.0349	4.6%	0.0071	0.9%	51%	False	False	257
60	0.7728	0.7242	0.0486	6.4%	0.0068	0.9%	65%	False	False	201
80	0.7728	0.7121	0.0607	8.0%	0.0054	0.7%	72%	False	False	153
100	0.7738	0.7121	0.0617	8.2%	0.0045	0.6%	71%	False	False	122
120	0.7738	0.7121	0.0617	8.2%	0.0040	0.5%	71%	False	False	102

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7708
1.618	0.7652
1.000	0.7617
0.618	0.7596
HIGH	0.7561
0.618	0.7540
0.500	0.7533
0.382	0.7526
LOW	0.7505
0.618	0.7470
1.000	0.7449
1.618	0.7414
2.618	0.7358
4.250	0.7267

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	0.7548	0.7588
PP	0.7541	0.7577
S1	0.7533	0.7567

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

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