CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	0.8007	0.7959	-0.0048	-0.6%	0.7909
High	0.8061	0.8003	-0.0058	-0.7%	0.8061
Low	0.7952	0.7932	-0.0020	-0.3%	0.7873
Close	0.7964	0.7989	0.0025	0.3%	0.7989
Range	0.0109	0.0071	-0.0038	-34.9%	0.0188
ATR	0.0073	0.0073	0.0000	-0.2%	0.0000
Volume	120,559	95,750	-24,809	-20.6%	517,270

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8188	0.8159	0.8028
R3	0.8117	0.8088	0.8009
R2	0.8046	0.8046	0.8002
R1	0.8017	0.8017	0.7996	0.8032
PP	0.7975	0.7975	0.7975	0.7982
S1	0.7946	0.7946	0.7982	0.7961
S2	0.7904	0.7904	0.7976
S3	0.7833	0.7875	0.7969
S4	0.7762	0.7804	0.7950

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8538	0.8452	0.8092
R3	0.8350	0.8264	0.8041
R2	0.8162	0.8162	0.8023
R1	0.8076	0.8076	0.8006	0.8119
PP	0.7974	0.7974	0.7974	0.7996
S1	0.7888	0.7888	0.7972	0.7931
S2	0.7786	0.7786	0.7955
S3	0.7598	0.7700	0.7937
S4	0.7410	0.7512	0.7886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8061	0.7873	0.0188	2.4%	0.0089	1.1%	62%	False	False	103,454
10	0.8061	0.7781	0.0280	3.5%	0.0087	1.1%	74%	False	False	110,573
20	0.8061	0.7562	0.0499	6.2%	0.0073	0.9%	86%	False	False	97,235
40	0.8061	0.7362	0.0699	8.7%	0.0062	0.8%	90%	False	False	70,996
60	0.8061	0.7315	0.0746	9.3%	0.0059	0.7%	90%	False	False	47,529
80	0.8061	0.7315	0.0746	9.3%	0.0058	0.7%	90%	False	False	35,700
100	0.8061	0.7315	0.0746	9.3%	0.0057	0.7%	90%	False	False	28,586

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	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8305
2.618	0.8189
1.618	0.8118
1.000	0.8074
0.618	0.8047
HIGH	0.8003
0.618	0.7976
0.500	0.7968
0.382	0.7959
LOW	0.7932
0.618	0.7888
1.000	0.7861
1.618	0.7817
2.618	0.7746
4.250	0.7630

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	0.7982	0.7982
PP	0.7975	0.7974
S1	0.7968	0.7967

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

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