CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	0.7655	0.7625	-0.0030	-0.4%	0.7551
High	0.7713	0.7639	-0.0074	-1.0%	0.7713
Low	0.7617	0.7519	-0.0098	-1.3%	0.7519
Close	0.7624	0.7531	-0.0093	-1.2%	0.7531
Range	0.0096	0.0120	0.0024	25.0%	0.0194
ATR	0.0074	0.0077	0.0003	4.5%	0.0000
Volume	5,616	9,353	3,737	66.5%	22,351

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7847	0.7597
R3	0.7803	0.7727	0.7564
R2	0.7683	0.7683	0.7553
R1	0.7607	0.7607	0.7542	0.7585
PP	0.7563	0.7563	0.7563	0.7552
S1	0.7487	0.7487	0.7520	0.7465
S2	0.7443	0.7443	0.7509
S3	0.7323	0.7367	0.7498
S4	0.7203	0.7247	0.7465

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8170	0.8044	0.7638
R3	0.7976	0.7850	0.7584
R2	0.7782	0.7782	0.7567
R1	0.7656	0.7656	0.7549	0.7622
PP	0.7588	0.7588	0.7588	0.7571
S1	0.7462	0.7462	0.7513	0.7428
S2	0.7394	0.7394	0.7495
S3	0.7200	0.7268	0.7478
S4	0.7006	0.7074	0.7424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7713	0.7518	0.0195	2.6%	0.0094	1.3%	7%	False	False	4,854
10	0.7713	0.7472	0.0241	3.2%	0.0084	1.1%	24%	False	False	2,757
20	0.7726	0.7472	0.0254	3.4%	0.0074	1.0%	23%	False	False	1,593
40	0.7728	0.7394	0.0334	4.4%	0.0073	1.0%	41%	False	False	909
60	0.7728	0.7242	0.0486	6.5%	0.0074	1.0%	59%	False	False	639
80	0.7728	0.7121	0.0607	8.1%	0.0061	0.8%	68%	False	False	489
100	0.7728	0.7121	0.0607	8.1%	0.0051	0.7%	68%	False	False	391
120	0.7738	0.7121	0.0617	8.2%	0.0043	0.6%	66%	False	False	326

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8149
2.618	0.7953
1.618	0.7833
1.000	0.7759
0.618	0.7713
HIGH	0.7639
0.618	0.7593
0.500	0.7579
0.382	0.7565
LOW	0.7519
0.618	0.7445
1.000	0.7399
1.618	0.7325
2.618	0.7205
4.250	0.7009

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	0.7579	0.7616
PP	0.7563	0.7588
S1	0.7547	0.7559

Download as Excel Spreadsheet

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

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