CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	0.7470	0.7520	0.0050	0.7%	0.7526
High	0.7555	0.7548	-0.0007	-0.1%	0.7550
Low	0.7469	0.7514	0.0045	0.6%	0.7423
Close	0.7530	0.7534	0.0004	0.1%	0.7462
Range	0.0086	0.0034	-0.0052	-60.5%	0.0127
ATR	0.0077	0.0074	-0.0003	-4.0%	0.0000
Volume	77,201	64,359	-12,842	-16.6%	250,608

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7618	0.7553
R3	0.7600	0.7584	0.7543
R2	0.7566	0.7566	0.7540
R1	0.7550	0.7550	0.7537	0.7558
PP	0.7532	0.7532	0.7532	0.7536
S1	0.7516	0.7516	0.7531	0.7524
S2	0.7498	0.7498	0.7528
S3	0.7464	0.7482	0.7525
S4	0.7430	0.7448	0.7515

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7788	0.7532
R3	0.7732	0.7661	0.7497
R2	0.7605	0.7605	0.7485
R1	0.7534	0.7534	0.7474	0.7506
PP	0.7478	0.7478	0.7478	0.7465
S1	0.7407	0.7407	0.7450	0.7379
S2	0.7351	0.7351	0.7439
S3	0.7224	0.7280	0.7427
S4	0.7097	0.7153	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7555	0.7429	0.0126	1.7%	0.0058	0.8%	83%	False	False	67,625
10	0.7713	0.7423	0.0290	3.8%	0.0075	1.0%	38%	False	False	40,958
20	0.7713	0.7423	0.0290	3.8%	0.0072	1.0%	38%	False	False	21,014
40	0.7728	0.7394	0.0334	4.4%	0.0074	1.0%	42%	False	False	10,677
60	0.7728	0.7281	0.0447	5.9%	0.0071	0.9%	57%	False	False	7,169
80	0.7728	0.7151	0.0577	7.7%	0.0067	0.9%	66%	False	False	5,389
100	0.7728	0.7121	0.0607	8.1%	0.0055	0.7%	68%	False	False	4,313
120	0.7738	0.7121	0.0617	8.2%	0.0047	0.6%	67%	False	False	3,594

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7637
1.618	0.7603
1.000	0.7582
0.618	0.7569
HIGH	0.7548
0.618	0.7535
0.500	0.7531
0.382	0.7527
LOW	0.7514
0.618	0.7493
1.000	0.7480
1.618	0.7459
2.618	0.7425
4.250	0.7370

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	0.7533	0.7525
PP	0.7532	0.7516
S1	0.7531	0.7507

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

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