CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	0.7551	0.7664	0.0113	1.5%	0.7530
High	0.7669	0.7677	0.0008	0.1%	0.7595
Low	0.7536	0.7632	0.0096	1.3%	0.7472
Close	0.7663	0.7653	-0.0010	-0.1%	0.7548
Range	0.0133	0.0045	-0.0088	-66.2%	0.0123
ATR	0.0074	0.0072	-0.0002	-2.8%	0.0000
Volume	4,936	2,446	-2,490	-50.4%	4,814

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7789	0.7766	0.7678
R3	0.7744	0.7721	0.7665
R2	0.7699	0.7699	0.7661
R1	0.7676	0.7676	0.7657	0.7665
PP	0.7654	0.7654	0.7654	0.7649
S1	0.7631	0.7631	0.7649	0.7620
S2	0.7609	0.7609	0.7645
S3	0.7564	0.7586	0.7641
S4	0.7519	0.7541	0.7628

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	0.7677	0.7472	0.0205	2.7%	0.0070	0.9%	88%	True	False	2,274
10	0.7677	0.7472	0.0205	2.7%	0.0070	0.9%	88%	True	False	1,302
20	0.7728	0.7472	0.0256	3.3%	0.0069	0.9%	71%	False	False	876
40	0.7728	0.7394	0.0334	4.4%	0.0070	0.9%	78%	False	False	537
60	0.7728	0.7242	0.0486	6.4%	0.0072	0.9%	85%	False	False	394
80	0.7728	0.7121	0.0607	7.9%	0.0058	0.8%	88%	False	False	302
100	0.7738	0.7121	0.0617	8.1%	0.0049	0.6%	86%	False	False	241
120	0.7738	0.7121	0.0617	8.1%	0.0042	0.5%	86%	False	False	201

Crabel Price Patterns
NR	True
NR4	True
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7868
2.618	0.7795
1.618	0.7750
1.000	0.7722
0.618	0.7705
HIGH	0.7677
0.618	0.7660
0.500	0.7655
0.382	0.7649
LOW	0.7632
0.618	0.7604
1.000	0.7587
1.618	0.7559
2.618	0.7514
4.250	0.7441

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	0.7655	0.7635
PP	0.7654	0.7616
S1	0.7654	0.7598

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

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