CME Australian Dollar Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Sep-2016 | 
                    23-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7615 | 
                        0.7629 | 
                        0.0014 | 
                        0.2% | 
                        0.7470 | 
                     
                    
                        | High | 
                        0.7658 | 
                        0.7637 | 
                        -0.0021 | 
                        -0.3% | 
                        0.7658 | 
                     
                    
                        | Low | 
                        0.7608 | 
                        0.7593 | 
                        -0.0015 | 
                        -0.2% | 
                        0.7469 | 
                     
                    
                        | Close | 
                        0.7619 | 
                        0.7602 | 
                        -0.0017 | 
                        -0.2% | 
                        0.7602 | 
                     
                    
                        | Range | 
                        0.0050 | 
                        0.0044 | 
                        -0.0006 | 
                        -12.0% | 
                        0.0189 | 
                     
                    
                        | ATR | 
                        0.0075 | 
                        0.0073 | 
                        -0.0002 | 
                        -3.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        89,106 | 
                        70,840 | 
                        -18,266 | 
                        -20.5% | 
                        417,809 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7743 | 
                0.7716 | 
                0.7626 | 
                 | 
             
            
                | R3 | 
                0.7699 | 
                0.7672 | 
                0.7614 | 
                 | 
             
            
                | R2 | 
                0.7655 | 
                0.7655 | 
                0.7610 | 
                 | 
             
            
                | R1 | 
                0.7628 | 
                0.7628 | 
                0.7606 | 
                0.7620 | 
             
            
                | PP | 
                0.7611 | 
                0.7611 | 
                0.7611 | 
                0.7606 | 
             
            
                | S1 | 
                0.7584 | 
                0.7584 | 
                0.7598 | 
                0.7576 | 
             
            
                | S2 | 
                0.7567 | 
                0.7567 | 
                0.7594 | 
                 | 
             
            
                | S3 | 
                0.7523 | 
                0.7540 | 
                0.7590 | 
                 | 
             
            
                | S4 | 
                0.7479 | 
                0.7496 | 
                0.7578 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8143 | 
                0.8062 | 
                0.7706 | 
                 | 
             
            
                | R3 | 
                0.7954 | 
                0.7873 | 
                0.7654 | 
                 | 
             
            
                | R2 | 
                0.7765 | 
                0.7765 | 
                0.7637 | 
                 | 
             
            
                | R1 | 
                0.7684 | 
                0.7684 | 
                0.7619 | 
                0.7724 | 
             
            
                | PP | 
                0.7576 | 
                0.7576 | 
                0.7576 | 
                0.7597 | 
             
            
                | S1 | 
                0.7495 | 
                0.7495 | 
                0.7585 | 
                0.7536 | 
             
            
                | S2 | 
                0.7387 | 
                0.7387 | 
                0.7567 | 
                 | 
             
            
                | S3 | 
                0.7198 | 
                0.7306 | 
                0.7550 | 
                 | 
             
            
                | S4 | 
                0.7009 | 
                0.7117 | 
                0.7498 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7658 | 
                0.7469 | 
                0.0189 | 
                2.5% | 
                0.0062 | 
                0.8% | 
                70% | 
                False | 
                False | 
                83,561 | 
                 
                
                | 10 | 
                0.7658 | 
                0.7423 | 
                0.0235 | 
                3.1% | 
                0.0068 | 
                0.9% | 
                76% | 
                False | 
                False | 
                66,841 | 
                 
                
                | 20 | 
                0.7713 | 
                0.7423 | 
                0.0290 | 
                3.8% | 
                0.0076 | 
                1.0% | 
                62% | 
                False | 
                False | 
                34,799 | 
                 
                
                | 40 | 
                0.7728 | 
                0.7423 | 
                0.0305 | 
                4.0% | 
                0.0073 | 
                1.0% | 
                59% | 
                False | 
                False | 
                17,564 | 
                 
                
                | 60 | 
                0.7728 | 
                0.7370 | 
                0.0358 | 
                4.7% | 
                0.0071 | 
                0.9% | 
                65% | 
                False | 
                False | 
                11,760 | 
                 
                
                | 80 | 
                0.7728 | 
                0.7160 | 
                0.0568 | 
                7.5% | 
                0.0069 | 
                0.9% | 
                78% | 
                False | 
                False | 
                8,842 | 
                 
                
                | 100 | 
                0.7728 | 
                0.7121 | 
                0.0607 | 
                8.0% | 
                0.0056 | 
                0.7% | 
                79% | 
                False | 
                False | 
                7,075 | 
                 
                
                | 120 | 
                0.7738 | 
                0.7121 | 
                0.0617 | 
                8.1% | 
                0.0049 | 
                0.6% | 
                78% | 
                False | 
                False | 
                5,896 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7824 | 
         
        
            | 
2.618             | 
            0.7752 | 
         
        
            | 
1.618             | 
            0.7708 | 
         
        
            | 
1.000             | 
            0.7681 | 
         
        
            | 
0.618             | 
            0.7664 | 
         
        
            | 
HIGH             | 
            0.7637 | 
         
        
            | 
0.618             | 
            0.7620 | 
         
        
            | 
0.500             | 
            0.7615 | 
         
        
            | 
0.382             | 
            0.7610 | 
         
        
            | 
LOW             | 
            0.7593 | 
         
        
            | 
0.618             | 
            0.7566 | 
         
        
            | 
1.000             | 
            0.7549 | 
         
        
            | 
1.618             | 
            0.7522 | 
         
        
            | 
2.618             | 
            0.7478 | 
         
        
            | 
4.250             | 
            0.7406 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7615 | 
                                0.7597 | 
                             
                            
                                | PP | 
                                0.7611 | 
                                0.7593 | 
                             
                            
                                | S1 | 
                                0.7606 | 
                                0.7588 | 
                             
             
         |