CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	0.7849	0.7820	-0.0029	-0.4%	0.7950
High	0.7873	0.7931	0.0058	0.7%	0.7951
Low	0.7805	0.7813	0.0008	0.1%	0.7835
Close	0.7815	0.7914	0.0099	1.3%	0.7893
Range	0.0068	0.0118	0.0050	73.5%	0.0116
ATR	0.0067	0.0071	0.0004	5.4%	0.0000
Volume	93,553	109,433	15,880	17.0%	438,014

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8240	0.8195	0.7979
R3	0.8122	0.8077	0.7946
R2	0.8004	0.8004	0.7936
R1	0.7959	0.7959	0.7925	0.7982
PP	0.7886	0.7886	0.7886	0.7897
S1	0.7841	0.7841	0.7903	0.7864
S2	0.7768	0.7768	0.7892
S3	0.7650	0.7723	0.7882
S4	0.7532	0.7605	0.7849

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	0.7931	0.7805	0.0126	1.6%	0.0075	1.0%	87%	True	False	95,300
10	0.7976	0.7805	0.0171	2.2%	0.0069	0.9%	64%	False	False	92,367
20	0.8061	0.7805	0.0256	3.2%	0.0075	0.9%	43%	False	False	98,456
40	0.8061	0.7526	0.0535	6.8%	0.0066	0.8%	73%	False	False	91,319
60	0.8061	0.7362	0.0699	8.8%	0.0063	0.8%	79%	False	False	67,522
80	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	80%	False	False	50,751
100	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	80%	False	False	40,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8433
2.618	0.8240
1.618	0.8122
1.000	0.8049
0.618	0.8004
HIGH	0.7931
0.618	0.7886
0.500	0.7872
0.382	0.7858
LOW	0.7813
0.618	0.7740
1.000	0.7695
1.618	0.7622
2.618	0.7504
4.250	0.7312

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	0.7900	0.7899
PP	0.7886	0.7883
S1	0.7872	0.7868

Download as Excel Spreadsheet

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

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