CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	0.7494	0.7499	0.0005	0.1%	0.7588
High	0.7512	0.7539	0.0027	0.4%	0.7670
Low	0.7472	0.7485	0.0013	0.2%	0.7530
Close	0.7494	0.7536	0.0042	0.6%	0.7532
Range	0.0040	0.0054	0.0014	35.0%	0.0140
ATR	0.0070	0.0069	-0.0001	-1.6%	0.0000
Volume	1,068	998	-70	-6.6%	1,104

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7663	0.7566
R3	0.7628	0.7609	0.7551
R2	0.7574	0.7574	0.7546
R1	0.7555	0.7555	0.7541	0.7565
PP	0.7520	0.7520	0.7520	0.7525
S1	0.7501	0.7501	0.7531	0.7511
S2	0.7466	0.7466	0.7526
S3	0.7412	0.7447	0.7521
S4	0.7358	0.7393	0.7506

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	0.7472	0.0198	2.6%	0.0073	1.0%	32%	False	False	661
10	0.7670	0.7472	0.0198	2.6%	0.0061	0.8%	32%	False	False	440
20	0.7728	0.7472	0.0256	3.4%	0.0066	0.9%	25%	False	False	441
40	0.7728	0.7394	0.0334	4.4%	0.0069	0.9%	43%	False	False	308
60	0.7728	0.7242	0.0486	6.4%	0.0070	0.9%	60%	False	False	241
80	0.7728	0.7121	0.0607	8.1%	0.0056	0.7%	68%	False	False	185
100	0.7738	0.7121	0.0617	8.2%	0.0047	0.6%	67%	False	False	148
120	0.7738	0.7121	0.0617	8.2%	0.0041	0.5%	67%	False	False	124

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7769
2.618	0.7680
1.618	0.7626
1.000	0.7593
0.618	0.7572
HIGH	0.7539
0.618	0.7518
0.500	0.7512
0.382	0.7506
LOW	0.7485
0.618	0.7452
1.000	0.7431
1.618	0.7398
2.618	0.7344
4.250	0.7255

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	0.7528	0.7529
PP	0.7520	0.7522
S1	0.7512	0.7515

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

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