CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	0.7619	0.7650	0.0031	0.4%	0.7601
High	0.7659	0.7669	0.0010	0.1%	0.7696
Low	0.7575	0.7628	0.0053	0.7%	0.7575
Close	0.7649	0.7660	0.0011	0.1%	0.7649
Range	0.0084	0.0041	-0.0043	-51.2%	0.0121
ATR	0.0072	0.0070	-0.0002	-3.1%	0.0000
Volume	99,308	62,595	-36,713	-37.0%	420,633

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7759	0.7683
R3	0.7734	0.7718	0.7671
R2	0.7693	0.7693	0.7668
R1	0.7677	0.7677	0.7664	0.7685
PP	0.7652	0.7652	0.7652	0.7657
S1	0.7636	0.7636	0.7656	0.7644
S2	0.7611	0.7611	0.7652
S3	0.7570	0.7595	0.7649
S4	0.7529	0.7554	0.7637

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%	0.0069	0.9%	70%	False	False	85,004
10	0.7696	0.7514	0.0182	2.4%	0.0062	0.8%	80%	False	False	82,383
20	0.7713	0.7423	0.0290	3.8%	0.0073	1.0%	82%	False	False	58,699
40	0.7728	0.7423	0.0305	4.0%	0.0070	0.9%	78%	False	False	29,613
60	0.7728	0.7394	0.0334	4.4%	0.0070	0.9%	80%	False	False	19,803
80	0.7728	0.7242	0.0486	6.3%	0.0071	0.9%	86%	False	False	14,879
100	0.7728	0.7121	0.0607	7.9%	0.0060	0.8%	89%	False	False	11,907
120	0.7738	0.7121	0.0617	8.1%	0.0052	0.7%	87%	False	False	9,923

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7776
1.618	0.7735
1.000	0.7710
0.618	0.7694
HIGH	0.7669
0.618	0.7653
0.500	0.7649
0.382	0.7644
LOW	0.7628
0.618	0.7603
1.000	0.7587
1.618	0.7562
2.618	0.7521
4.250	0.7454

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	0.7656	0.7652
PP	0.7652	0.7644
S1	0.7649	0.7636

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

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