CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	0.7911	0.7885	-0.0026	-0.3%	0.7982
High	0.7911	0.7908	-0.0003	0.0%	0.8038
Low	0.7852	0.7863	0.0011	0.1%	0.7887
Close	0.7880	0.7887	0.0007	0.1%	0.7921
Range	0.0059	0.0045	-0.0014	-23.7%	0.0151
ATR	0.0068	0.0066	-0.0002	-2.4%	0.0000
Volume	103,135	87,284	-15,851	-15.4%	488,059

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.7999	0.7912
R3	0.7976	0.7954	0.7899
R2	0.7931	0.7931	0.7895
R1	0.7909	0.7909	0.7891	0.7920
PP	0.7886	0.7886	0.7886	0.7892
S1	0.7864	0.7864	0.7883	0.7875
S2	0.7841	0.7841	0.7879
S3	0.7796	0.7819	0.7875
S4	0.7751	0.7774	0.7862

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	0.7976	0.7852	0.0124	1.6%	0.0061	0.8%	28%	False	False	88,410
10	0.8038	0.7852	0.0186	2.4%	0.0061	0.8%	19%	False	False	91,228
20	0.8061	0.7723	0.0338	4.3%	0.0076	1.0%	49%	False	False	101,853
40	0.8061	0.7526	0.0535	6.8%	0.0063	0.8%	67%	False	False	88,429
60	0.8061	0.7362	0.0699	8.9%	0.0061	0.8%	75%	False	False	61,073
80	0.8061	0.7315	0.0746	9.5%	0.0060	0.8%	77%	False	False	45,895
100	0.8061	0.7315	0.0746	9.5%	0.0057	0.7%	77%	False	False	36,739

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.8026
1.618	0.7981
1.000	0.7953
0.618	0.7936
HIGH	0.7908
0.618	0.7891
0.500	0.7886
0.382	0.7880
LOW	0.7863
0.618	0.7835
1.000	0.7818
1.618	0.7790
2.618	0.7745
4.250	0.7672

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	0.7887	0.7895
PP	0.7886	0.7892
S1	0.7886	0.7890

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

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