CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	0.7666	0.7599	-0.0067	-0.9%	0.7601
High	0.7678	0.7632	-0.0046	-0.6%	0.7696
Low	0.7595	0.7580	-0.0015	-0.2%	0.7575
Close	0.7605	0.7610	0.0005	0.1%	0.7649
Range	0.0083	0.0052	-0.0031	-37.3%	0.0121
ATR	0.0071	0.0070	-0.0001	-1.9%	0.0000
Volume	101,266	100,223	-1,043	-1.0%	420,633

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7739	0.7639
R3	0.7711	0.7687	0.7624
R2	0.7659	0.7659	0.7620
R1	0.7635	0.7635	0.7615	0.7647
PP	0.7607	0.7607	0.7607	0.7614
S1	0.7583	0.7583	0.7605	0.7595
S2	0.7555	0.7555	0.7600
S3	0.7503	0.7531	0.7596
S4	0.7451	0.7479	0.7581

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%	29%	False	False	91,179
10	0.7696	0.7575	0.0121	1.6%	0.0062	0.8%	29%	False	False	84,466
20	0.7713	0.7423	0.0290	3.8%	0.0071	0.9%	64%	False	False	68,405
40	0.7728	0.7423	0.0305	4.0%	0.0070	0.9%	61%	False	False	34,640
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	65%	False	False	23,159
80	0.7728	0.7242	0.0486	6.4%	0.0072	0.9%	76%	False	False	17,397
100	0.7728	0.7121	0.0607	8.0%	0.0061	0.8%	81%	False	False	13,922
120	0.7738	0.7121	0.0617	8.1%	0.0052	0.7%	79%	False	False	11,602

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7853
2.618	0.7768
1.618	0.7716
1.000	0.7684
0.618	0.7664
HIGH	0.7632
0.618	0.7612
0.500	0.7606
0.382	0.7600
LOW	0.7580
0.618	0.7548
1.000	0.7528
1.618	0.7496
2.618	0.7444
4.250	0.7359

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	0.7609	0.7629
PP	0.7607	0.7623
S1	0.7606	0.7616

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

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