CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	0.7949	0.7953	0.0004	0.1%	0.7817
High	0.7985	0.7953	-0.0032	-0.4%	0.7985
Low	0.7893	0.7870	-0.0023	-0.3%	0.7781
Close	0.7955	0.7913	-0.0042	-0.5%	0.7913
Range	0.0092	0.0083	-0.0009	-9.8%	0.0204
ATR	0.0064	0.0065	0.0002	2.4%	0.0000
Volume	132,454	113,649	-18,805	-14.2%	588,462

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8161	0.8120	0.7959
R3	0.8078	0.8037	0.7936
R2	0.7995	0.7995	0.7928
R1	0.7954	0.7954	0.7921	0.7933
PP	0.7912	0.7912	0.7912	0.7902
S1	0.7871	0.7871	0.7905	0.7850
S2	0.7829	0.7829	0.7898
S3	0.7746	0.7788	0.7890
S4	0.7663	0.7705	0.7867

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8505	0.8413	0.8025
R3	0.8301	0.8209	0.7969
R2	0.8097	0.8097	0.7950
R1	0.8005	0.8005	0.7932	0.8051
PP	0.7893	0.7893	0.7893	0.7916
S1	0.7801	0.7801	0.7894	0.7847
S2	0.7689	0.7689	0.7876
S3	0.7485	0.7597	0.7857
S4	0.7281	0.7393	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7985	0.7781	0.0204	2.6%	0.0085	1.1%	65%	False	False	117,692
10	0.7985	0.7580	0.0405	5.1%	0.0071	0.9%	82%	False	False	98,837
20	0.7985	0.7531	0.0454	5.7%	0.0063	0.8%	84%	False	False	90,397
40	0.7985	0.7362	0.0623	7.9%	0.0058	0.7%	88%	False	False	58,171
60	0.7985	0.7315	0.0670	8.5%	0.0057	0.7%	89%	False	False	38,944
80	0.7985	0.7315	0.0670	8.5%	0.0055	0.7%	89%	False	False	29,243

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8306
2.618	0.8170
1.618	0.8087
1.000	0.8036
0.618	0.8004
HIGH	0.7953
0.618	0.7921
0.500	0.7912
0.382	0.7902
LOW	0.7870
0.618	0.7819
1.000	0.7787
1.618	0.7736
2.618	0.7653
4.250	0.7517

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	0.7913	0.7928
PP	0.7912	0.7923
S1	0.7912	0.7918

Download as Excel Spreadsheet

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

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