CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	0.7947	0.7950	0.0003	0.0%	0.7982
High	0.7976	0.7951	-0.0025	-0.3%	0.8038
Low	0.7887	0.7895	0.0008	0.1%	0.7887
Close	0.7921	0.7909	-0.0012	-0.2%	0.7921
Range	0.0089	0.0056	-0.0033	-37.1%	0.0151
ATR	0.0071	0.0070	-0.0001	-1.5%	0.0000
Volume	113,579	55,799	-57,780	-50.9%	488,059

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.8054	0.7940
R3	0.8030	0.7998	0.7924
R2	0.7974	0.7974	0.7919
R1	0.7942	0.7942	0.7914	0.7930
PP	0.7918	0.7918	0.7918	0.7913
S1	0.7886	0.7886	0.7904	0.7874
S2	0.7862	0.7862	0.7899
S3	0.7806	0.7830	0.7894
S4	0.7750	0.7774	0.7878

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8402	0.8312	0.8004
R3	0.8251	0.8161	0.7963
R2	0.8100	0.8100	0.7949
R1	0.8010	0.8010	0.7935	0.7980
PP	0.7949	0.7949	0.7949	0.7933
S1	0.7859	0.7859	0.7907	0.7829
S2	0.7798	0.7798	0.7893
S3	0.7647	0.7708	0.7879
S4	0.7496	0.7557	0.7838

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8038	0.7887	0.0151	1.9%	0.0066	0.8%	15%	False	False	93,507
10	0.8061	0.7873	0.0188	2.4%	0.0076	1.0%	19%	False	False	98,227
20	0.8061	0.7596	0.0465	5.9%	0.0076	1.0%	67%	False	False	100,396
40	0.8061	0.7512	0.0549	6.9%	0.0063	0.8%	72%	False	False	84,078
60	0.8061	0.7355	0.0706	8.9%	0.0061	0.8%	78%	False	False	56,549
80	0.8061	0.7315	0.0746	9.4%	0.0059	0.8%	80%	False	False	42,492
100	0.8061	0.7315	0.0746	9.4%	0.0057	0.7%	80%	False	False	34,012

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8098
1.618	0.8042
1.000	0.8007
0.618	0.7986
HIGH	0.7951
0.618	0.7930
0.500	0.7923
0.382	0.7916
LOW	0.7895
0.618	0.7860
1.000	0.7839
1.618	0.7804
2.618	0.7748
4.250	0.7657

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	0.7923	0.7932
PP	0.7918	0.7924
S1	0.7914	0.7917

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

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