CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	0.7675	0.7619	-0.0056	-0.7%	0.7601
High	0.7696	0.7659	-0.0037	-0.5%	0.7696
Low	0.7610	0.7575	-0.0035	-0.5%	0.7575
Close	0.7630	0.7649	0.0019	0.2%	0.7649
Range	0.0086	0.0084	-0.0002	-2.3%	0.0121
ATR	0.0072	0.0072	0.0001	1.2%	0.0000
Volume	92,504	99,308	6,804	7.4%	420,633

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7848	0.7695
R3	0.7796	0.7764	0.7672
R2	0.7712	0.7712	0.7664
R1	0.7680	0.7680	0.7657	0.7696
PP	0.7628	0.7628	0.7628	0.7636
S1	0.7596	0.7596	0.7641	0.7612
S2	0.7544	0.7544	0.7634
S3	0.7460	0.7512	0.7626
S4	0.7376	0.7428	0.7603

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8003	0.7947	0.7716
R3	0.7882	0.7826	0.7682
R2	0.7761	0.7761	0.7671
R1	0.7705	0.7705	0.7660	0.7733
PP	0.7640	0.7640	0.7640	0.7654
S1	0.7584	0.7584	0.7638	0.7612
S2	0.7519	0.7519	0.7627
S3	0.7398	0.7463	0.7616
S4	0.7277	0.7342	0.7582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7575	0.0121	1.6%	0.0070	0.9%	61%	False	True	84,126
10	0.7696	0.7469	0.0227	3.0%	0.0066	0.9%	79%	False	False	83,844
20	0.7713	0.7423	0.0290	3.8%	0.0075	1.0%	78%	False	False	55,666
40	0.7728	0.7423	0.0305	4.0%	0.0071	0.9%	74%	False	False	28,053
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	76%	False	False	18,760
80	0.7728	0.7242	0.0486	6.4%	0.0071	0.9%	84%	False	False	14,097
100	0.7728	0.7121	0.0607	7.9%	0.0060	0.8%	87%	False	False	11,281
120	0.7738	0.7121	0.0617	8.1%	0.0051	0.7%	86%	False	False	9,401

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8016
2.618	0.7879
1.618	0.7795
1.000	0.7743
0.618	0.7711
HIGH	0.7659
0.618	0.7627
0.500	0.7617
0.382	0.7607
LOW	0.7575
0.618	0.7523
1.000	0.7491
1.618	0.7439
2.618	0.7355
4.250	0.7218

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	0.7638	0.7645
PP	0.7628	0.7640
S1	0.7617	0.7636

Download as Excel Spreadsheet

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

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