CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	0.7664	0.7655	-0.0009	-0.1%	0.7530
High	0.7677	0.7713	0.0036	0.5%	0.7595
Low	0.7632	0.7617	-0.0015	-0.2%	0.7472
Close	0.7653	0.7624	-0.0029	-0.4%	0.7548
Range	0.0045	0.0096	0.0051	113.3%	0.0123
ATR	0.0072	0.0074	0.0002	2.4%	0.0000
Volume	2,446	5,616	3,170	129.6%	4,814

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7939	0.7878	0.7677
R3	0.7843	0.7782	0.7650
R2	0.7747	0.7747	0.7642
R1	0.7686	0.7686	0.7633	0.7669
PP	0.7651	0.7651	0.7651	0.7643
S1	0.7590	0.7590	0.7615	0.7573
S2	0.7555	0.7555	0.7606
S3	0.7459	0.7494	0.7598
S4	0.7363	0.7398	0.7571

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	0.7713	0.7485	0.0228	3.0%	0.0081	1.1%	61%	True	False	3,183
10	0.7713	0.7472	0.0241	3.2%	0.0075	1.0%	63%	True	False	1,833
20	0.7726	0.7472	0.0254	3.3%	0.0069	0.9%	60%	False	False	1,141
40	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	69%	False	False	676
60	0.7728	0.7242	0.0486	6.4%	0.0073	1.0%	79%	False	False	485
80	0.7728	0.7121	0.0607	8.0%	0.0059	0.8%	83%	False	False	372
100	0.7738	0.7121	0.0617	8.1%	0.0049	0.6%	82%	False	False	298
120	0.7738	0.7121	0.0617	8.1%	0.0042	0.6%	82%	False	False	248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8121
2.618	0.7964
1.618	0.7868
1.000	0.7809
0.618	0.7772
HIGH	0.7713
0.618	0.7676
0.500	0.7665
0.382	0.7654
LOW	0.7617
0.618	0.7558
1.000	0.7521
1.618	0.7462
2.618	0.7366
4.250	0.7209

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	0.7665	0.7625
PP	0.7651	0.7624
S1	0.7638	0.7624

Download as Excel Spreadsheet

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

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