CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	0.7650	0.7666	0.0016	0.2%	0.7601
High	0.7669	0.7678	0.0009	0.1%	0.7696
Low	0.7628	0.7595	-0.0033	-0.4%	0.7575
Close	0.7660	0.7605	-0.0055	-0.7%	0.7649
Range	0.0041	0.0083	0.0042	102.4%	0.0121
ATR	0.0070	0.0071	0.0001	1.3%	0.0000
Volume	62,595	101,266	38,671	61.8%	420,633

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7875	0.7823	0.7651
R3	0.7792	0.7740	0.7628
R2	0.7709	0.7709	0.7620
R1	0.7657	0.7657	0.7613	0.7642
PP	0.7626	0.7626	0.7626	0.7618
S1	0.7574	0.7574	0.7597	0.7559
S2	0.7543	0.7543	0.7590
S3	0.7460	0.7491	0.7582
S4	0.7377	0.7408	0.7559

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%	25%	False	False	86,794
10	0.7696	0.7518	0.0178	2.3%	0.0067	0.9%	49%	False	False	86,074
20	0.7713	0.7423	0.0290	3.8%	0.0071	0.9%	63%	False	False	63,516
40	0.7728	0.7423	0.0305	4.0%	0.0070	0.9%	60%	False	False	32,141
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	63%	False	False	21,490
80	0.7728	0.7242	0.0486	6.4%	0.0072	0.9%	75%	False	False	16,144
100	0.7728	0.7121	0.0607	8.0%	0.0060	0.8%	80%	False	False	12,920
120	0.7738	0.7121	0.0617	8.1%	0.0052	0.7%	78%	False	False	10,767

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

Fibonacci Retracements and Extensions
4.250	0.8031
2.618	0.7895
1.618	0.7812
1.000	0.7761
0.618	0.7729
HIGH	0.7678
0.618	0.7646
0.500	0.7637
0.382	0.7627
LOW	0.7595
0.618	0.7544
1.000	0.7512
1.618	0.7461
2.618	0.7378
4.250	0.7242

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	0.7637	0.7627
PP	0.7626	0.7619
S1	0.7616	0.7612

Download as Excel Spreadsheet

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

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