CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	0.7592	0.7601	0.0009	0.1%	0.7675
High	0.7607	0.7636	0.0029	0.4%	0.7688
Low	0.7580	0.7596	0.0016	0.2%	0.7562
Close	0.7600	0.7631	0.0031	0.4%	0.7596
Range	0.0027	0.0040	0.0013	48.1%	0.0126
ATR	0.0052	0.0051	-0.0001	-1.7%	0.0000
Volume	41,567	61,010	19,443	46.8%	339,958

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7741	0.7726	0.7653
R3	0.7701	0.7686	0.7642
R2	0.7661	0.7661	0.7638
R1	0.7646	0.7646	0.7635	0.7654
PP	0.7621	0.7621	0.7621	0.7625
S1	0.7606	0.7606	0.7627	0.7614
S2	0.7581	0.7581	0.7624
S3	0.7541	0.7566	0.7620
S4	0.7501	0.7526	0.7609

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7921	0.7665
R3	0.7867	0.7795	0.7631
R2	0.7741	0.7741	0.7619
R1	0.7669	0.7669	0.7608	0.7642
PP	0.7615	0.7615	0.7615	0.7602
S1	0.7543	0.7543	0.7584	0.7516
S2	0.7489	0.7489	0.7573
S3	0.7363	0.7417	0.7561
S4	0.7237	0.7291	0.7527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7676	0.7562	0.0114	1.5%	0.0054	0.7%	61%	False	False	75,897
10	0.7705	0.7562	0.0143	1.9%	0.0053	0.7%	48%	False	False	81,528
20	0.7705	0.7514	0.0191	2.5%	0.0052	0.7%	61%	False	False	70,260
40	0.7705	0.7362	0.0343	4.5%	0.0053	0.7%	78%	False	False	36,143
60	0.7705	0.7315	0.0390	5.1%	0.0054	0.7%	81%	False	False	24,205
80	0.7725	0.7315	0.0410	5.4%	0.0052	0.7%	77%	False	False	18,179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7806
2.618	0.7741
1.618	0.7701
1.000	0.7676
0.618	0.7661
HIGH	0.7636
0.618	0.7621
0.500	0.7616
0.382	0.7611
LOW	0.7596
0.618	0.7571
1.000	0.7556
1.618	0.7531
2.618	0.7491
4.250	0.7426

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	0.7626	0.7621
PP	0.7621	0.7611
S1	0.7616	0.7601

Download as Excel Spreadsheet

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

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