CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	0.7530	0.7551	0.0021	0.3%	0.7588
High	0.7561	0.7558	-0.0003	0.0%	0.7670
Low	0.7505	0.7481	-0.0024	-0.3%	0.7530
Close	0.7556	0.7490	-0.0066	-0.9%	0.7532
Range	0.0056	0.0077	0.0021	37.5%	0.0140
ATR	0.0072	0.0072	0.0000	0.5%	0.0000
Volume	273	553	280	102.6%	1,104

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7741	0.7692	0.7532
R3	0.7664	0.7615	0.7511
R2	0.7587	0.7587	0.7504
R1	0.7538	0.7538	0.7497	0.7524
PP	0.7510	0.7510	0.7510	0.7503
S1	0.7461	0.7461	0.7483	0.7447
S2	0.7433	0.7433	0.7476
S3	0.7356	0.7384	0.7469
S4	0.7279	0.7307	0.7448

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	0.7481	0.0189	2.5%	0.0070	0.9%	5%	False	True	330
10	0.7697	0.7481	0.0216	2.9%	0.0068	0.9%	4%	False	True	350
20	0.7728	0.7481	0.0247	3.3%	0.0066	0.9%	4%	False	True	357
40	0.7728	0.7379	0.0349	4.7%	0.0071	0.9%	32%	False	False	266
60	0.7728	0.7242	0.0486	6.5%	0.0069	0.9%	51%	False	False	210
80	0.7728	0.7121	0.0607	8.1%	0.0055	0.7%	61%	False	False	159
100	0.7738	0.7121	0.0617	8.2%	0.0046	0.6%	60%	False	False	128
120	0.7738	0.7121	0.0617	8.2%	0.0041	0.5%	60%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7885
2.618	0.7760
1.618	0.7683
1.000	0.7635
0.618	0.7606
HIGH	0.7558
0.618	0.7529
0.500	0.7520
0.382	0.7510
LOW	0.7481
0.618	0.7433
1.000	0.7404
1.618	0.7356
2.618	0.7279
4.250	0.7154

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	0.7520	0.7576
PP	0.7510	0.7547
S1	0.7500	0.7519

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

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