CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	0.7526	0.7547	0.0021	0.3%	0.7551
High	0.7548	0.7550	0.0002	0.0%	0.7713
Low	0.7476	0.7423	-0.0053	-0.7%	0.7519
Close	0.7540	0.7435	-0.0105	-1.4%	0.7531
Range	0.0072	0.0127	0.0055	76.4%	0.0194
ATR	0.0077	0.0080	0.0004	4.7%	0.0000
Volume	17,062	36,980	19,918	116.7%	22,351

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7850	0.7770	0.7505
R3	0.7723	0.7643	0.7470
R2	0.7596	0.7596	0.7458
R1	0.7516	0.7516	0.7447	0.7493
PP	0.7469	0.7469	0.7469	0.7458
S1	0.7389	0.7389	0.7423	0.7366
S2	0.7342	0.7342	0.7412
S3	0.7215	0.7262	0.7400
S4	0.7088	0.7135	0.7365

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	0.7423	0.0290	3.9%	0.0092	1.2%	4%	False	True	14,291
10	0.7713	0.7423	0.0290	3.9%	0.0084	1.1%	4%	False	True	8,093
20	0.7726	0.7423	0.0303	4.1%	0.0077	1.0%	4%	False	True	4,210
40	0.7728	0.7394	0.0334	4.5%	0.0074	1.0%	12%	False	False	2,256
60	0.7728	0.7272	0.0456	6.1%	0.0075	1.0%	36%	False	False	1,539
80	0.7728	0.7121	0.0607	8.2%	0.0063	0.9%	52%	False	False	1,164
100	0.7728	0.7121	0.0607	8.2%	0.0052	0.7%	52%	False	False	931
120	0.7738	0.7121	0.0617	8.3%	0.0045	0.6%	51%	False	False	776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8090
2.618	0.7882
1.618	0.7755
1.000	0.7677
0.618	0.7628
HIGH	0.7550
0.618	0.7501
0.500	0.7487
0.382	0.7472
LOW	0.7423
0.618	0.7345
1.000	0.7296
1.618	0.7218
2.618	0.7091
4.250	0.6883

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	0.7487	0.7531
PP	0.7469	0.7499
S1	0.7452	0.7467

Download as Excel Spreadsheet

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

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