CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	0.7499	0.7536	0.0037	0.5%	0.7530
High	0.7539	0.7595	0.0056	0.7%	0.7595
Low	0.7485	0.7518	0.0033	0.4%	0.7472
Close	0.7536	0.7548	0.0012	0.2%	0.7548
Range	0.0054	0.0077	0.0023	42.6%	0.0123
ATR	0.0069	0.0069	0.0001	0.9%	0.0000
Volume	998	1,922	924	92.6%	4,814

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7785	0.7743	0.7590
R3	0.7708	0.7666	0.7569
R2	0.7631	0.7631	0.7562
R1	0.7589	0.7589	0.7555	0.7610
PP	0.7554	0.7554	0.7554	0.7564
S1	0.7512	0.7512	0.7541	0.7533
S2	0.7477	0.7477	0.7534
S3	0.7400	0.7435	0.7527
S4	0.7323	0.7358	0.7506

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7851	0.7616
R3	0.7784	0.7728	0.7582
R2	0.7661	0.7661	0.7571
R1	0.7605	0.7605	0.7559	0.7633
PP	0.7538	0.7538	0.7538	0.7553
S1	0.7482	0.7482	0.7537	0.7510
S2	0.7415	0.7415	0.7525
S3	0.7292	0.7359	0.7514
S4	0.7169	0.7236	0.7480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7595	0.7472	0.0123	1.6%	0.0061	0.8%	62%	True	False	962
10	0.7670	0.7472	0.0198	2.6%	0.0062	0.8%	38%	False	False	591
20	0.7728	0.7472	0.0256	3.4%	0.0067	0.9%	30%	False	False	527
40	0.7728	0.7394	0.0334	4.4%	0.0069	0.9%	46%	False	False	354
60	0.7728	0.7242	0.0486	6.4%	0.0070	0.9%	63%	False	False	272
80	0.7728	0.7121	0.0607	8.0%	0.0057	0.8%	70%	False	False	209
100	0.7738	0.7121	0.0617	8.2%	0.0047	0.6%	69%	False	False	168
120	0.7738	0.7121	0.0617	8.2%	0.0041	0.5%	69%	False	False	140

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7922
2.618	0.7797
1.618	0.7720
1.000	0.7672
0.618	0.7643
HIGH	0.7595
0.618	0.7566
0.500	0.7557
0.382	0.7547
LOW	0.7518
0.618	0.7470
1.000	0.7441
1.618	0.7393
2.618	0.7316
4.250	0.7191

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	0.7557	0.7543
PP	0.7554	0.7538
S1	0.7551	0.7534

Download as Excel Spreadsheet

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

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