CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	0.7869	0.7891	0.0022	0.3%	0.7950
High	0.7906	0.7916	0.0010	0.1%	0.7951
Low	0.7835	0.7841	0.0006	0.1%	0.7835
Close	0.7893	0.7855	-0.0038	-0.5%	0.7893
Range	0.0071	0.0075	0.0004	5.6%	0.0116
ATR	0.0067	0.0067	0.0001	0.9%	0.0000
Volume	109,539	76,691	-32,848	-30.0%	438,014

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8050	0.7896
R3	0.8021	0.7975	0.7876
R2	0.7946	0.7946	0.7869
R1	0.7900	0.7900	0.7862	0.7886
PP	0.7871	0.7871	0.7871	0.7863
S1	0.7825	0.7825	0.7848	0.7811
S2	0.7796	0.7796	0.7841
S3	0.7721	0.7750	0.7834
S4	0.7646	0.7675	0.7814

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	0.7938	0.7835	0.0103	1.3%	0.0061	0.8%	19%	False	False	91,781
10	0.8038	0.7835	0.0203	2.6%	0.0063	0.8%	10%	False	False	92,644
20	0.8061	0.7781	0.0280	3.6%	0.0076	1.0%	26%	False	False	100,759
40	0.8061	0.7526	0.0535	6.8%	0.0064	0.8%	61%	False	False	89,666
60	0.8061	0.7362	0.0699	8.9%	0.0061	0.8%	71%	False	False	64,155
80	0.8061	0.7315	0.0746	9.5%	0.0060	0.8%	72%	False	False	48,215
100	0.8061	0.7315	0.0746	9.5%	0.0057	0.7%	72%	False	False	38,596

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8235
2.618	0.8112
1.618	0.8037
1.000	0.7991
0.618	0.7962
HIGH	0.7916
0.618	0.7887
0.500	0.7879
0.382	0.7870
LOW	0.7841
0.618	0.7795
1.000	0.7766
1.618	0.7720
2.618	0.7645
4.250	0.7522

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	0.7879	0.7876
PP	0.7871	0.7869
S1	0.7863	0.7862

Download as Excel Spreadsheet

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

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