CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	0.7959	0.7982	0.0023	0.3%	0.7909
High	0.8003	0.8000	-0.0003	0.0%	0.8061
Low	0.7932	0.7951	0.0019	0.2%	0.7873
Close	0.7989	0.7994	0.0005	0.1%	0.7989
Range	0.0071	0.0049	-0.0022	-31.0%	0.0188
ATR	0.0073	0.0071	-0.0002	-2.3%	0.0000
Volume	95,750	76,319	-19,431	-20.3%	517,270

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8110	0.8021
R3	0.8080	0.8061	0.8007
R2	0.8031	0.8031	0.8003
R1	0.8012	0.8012	0.7998	0.8022
PP	0.7982	0.7982	0.7982	0.7986
S1	0.7963	0.7963	0.7990	0.7973
S2	0.7933	0.7933	0.7985
S3	0.7884	0.7914	0.7981
S4	0.7835	0.7865	0.7967

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%	0.0086	1.1%	64%	False	False	102,947
10	0.8061	0.7781	0.0280	3.5%	0.0088	1.1%	76%	False	False	108,875
20	0.8061	0.7562	0.0499	6.2%	0.0073	0.9%	87%	False	False	96,096
40	0.8061	0.7413	0.0648	8.1%	0.0062	0.8%	90%	False	False	72,875
60	0.8061	0.7315	0.0746	9.3%	0.0059	0.7%	91%	False	False	48,794
80	0.8061	0.7315	0.0746	9.3%	0.0058	0.7%	91%	False	False	36,654
100	0.8061	0.7315	0.0746	9.3%	0.0057	0.7%	91%	False	False	29,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8208
2.618	0.8128
1.618	0.8079
1.000	0.8049
0.618	0.8030
HIGH	0.8000
0.618	0.7981
0.500	0.7976
0.382	0.7970
LOW	0.7951
0.618	0.7921
1.000	0.7902
1.618	0.7872
2.618	0.7823
4.250	0.7743

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	0.7988	0.7997
PP	0.7982	0.7996
S1	0.7976	0.7995

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

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