CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	0.7601	0.7622	0.0021	0.3%	0.7470
High	0.7634	0.7680	0.0046	0.6%	0.7658
Low	0.7587	0.7596	0.0009	0.1%	0.7469
Close	0.7621	0.7649	0.0028	0.4%	0.7602
Range	0.0047	0.0084	0.0037	78.7%	0.0189
ATR	0.0071	0.0072	0.0001	1.3%	0.0000
Volume	58,206	92,316	34,110	58.6%	417,809

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7894	0.7855	0.7695
R3	0.7810	0.7771	0.7672
R2	0.7726	0.7726	0.7664
R1	0.7687	0.7687	0.7657	0.7707
PP	0.7642	0.7642	0.7642	0.7651
S1	0.7603	0.7603	0.7641	0.7623
S2	0.7558	0.7558	0.7634
S3	0.7474	0.7519	0.7626
S4	0.7390	0.7435	0.7603

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	0.7680	0.7518	0.0162	2.1%	0.0064	0.8%	81%	True	False	85,354
10	0.7680	0.7429	0.0251	3.3%	0.0061	0.8%	88%	True	False	76,489
20	0.7713	0.7423	0.0290	3.8%	0.0073	1.0%	78%	False	False	42,291
40	0.7728	0.7423	0.0305	4.0%	0.0071	0.9%	74%	False	False	21,321
60	0.7728	0.7379	0.0349	4.6%	0.0072	0.9%	77%	False	False	14,268
80	0.7728	0.7242	0.0486	6.4%	0.0069	0.9%	84%	False	False	10,724
100	0.7728	0.7121	0.0607	7.9%	0.0058	0.8%	87%	False	False	8,580
120	0.7738	0.7121	0.0617	8.1%	0.0050	0.6%	86%	False	False	7,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8037
2.618	0.7900
1.618	0.7816
1.000	0.7764
0.618	0.7732
HIGH	0.7680
0.618	0.7648
0.500	0.7638
0.382	0.7628
LOW	0.7596
0.618	0.7544
1.000	0.7512
1.618	0.7460
2.618	0.7376
4.250	0.7239

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	0.7645	0.7644
PP	0.7642	0.7639
S1	0.7638	0.7634

Download as Excel Spreadsheet

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

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