CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	0.7885	0.7869	-0.0016	-0.2%	0.7950
High	0.7908	0.7906	-0.0002	0.0%	0.7951
Low	0.7863	0.7835	-0.0028	-0.4%	0.7835
Close	0.7887	0.7893	0.0006	0.1%	0.7893
Range	0.0045	0.0071	0.0026	57.8%	0.0116
ATR	0.0066	0.0067	0.0000	0.5%	0.0000
Volume	87,284	109,539	22,255	25.5%	438,014

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8091	0.8063	0.7932
R3	0.8020	0.7992	0.7913
R2	0.7949	0.7949	0.7906
R1	0.7921	0.7921	0.7900	0.7935
PP	0.7878	0.7878	0.7878	0.7885
S1	0.7850	0.7850	0.7886	0.7864
S2	0.7807	0.7807	0.7880
S3	0.7736	0.7779	0.7873
S4	0.7665	0.7708	0.7854

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8241	0.8183	0.7957
R3	0.8125	0.8067	0.7925
R2	0.8009	0.8009	0.7914
R1	0.7951	0.7951	0.7904	0.7922
PP	0.7893	0.7893	0.7893	0.7879
S1	0.7835	0.7835	0.7882	0.7806
S2	0.7777	0.7777	0.7872
S3	0.7661	0.7719	0.7861
S4	0.7545	0.7603	0.7829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7951	0.7835	0.0116	1.5%	0.0057	0.7%	50%	False	True	87,602
10	0.8038	0.7835	0.0203	2.6%	0.0061	0.8%	29%	False	True	92,607
20	0.8061	0.7781	0.0280	3.5%	0.0074	0.9%	40%	False	False	101,590
40	0.8061	0.7526	0.0535	6.8%	0.0063	0.8%	69%	False	False	89,901
60	0.8061	0.7362	0.0699	8.9%	0.0061	0.8%	76%	False	False	62,892
80	0.8061	0.7315	0.0746	9.5%	0.0060	0.8%	77%	False	False	47,259
100	0.8061	0.7315	0.0746	9.5%	0.0057	0.7%	77%	False	False	37,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8208
2.618	0.8092
1.618	0.8021
1.000	0.7977
0.618	0.7950
HIGH	0.7906
0.618	0.7879
0.500	0.7871
0.382	0.7862
LOW	0.7835
0.618	0.7791
1.000	0.7764
1.618	0.7720
2.618	0.7649
4.250	0.7533

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	0.7886	0.7886
PP	0.7878	0.7880
S1	0.7871	0.7873

Download as Excel Spreadsheet

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

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