CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	0.7927	0.7884	-0.0043	-0.5%	0.7891
High	0.7960	0.7942	-0.0018	-0.2%	0.7960
Low	0.7877	0.7866	-0.0011	-0.1%	0.7805
Close	0.7902	0.7930	0.0028	0.4%	0.7930
Range	0.0083	0.0076	-0.0007	-8.4%	0.0155
ATR	0.0072	0.0072	0.0000	0.4%	0.0000
Volume	100,079	87,386	-12,693	-12.7%	467,142

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8141	0.8111	0.7972
R3	0.8065	0.8035	0.7951
R2	0.7989	0.7989	0.7944
R1	0.7959	0.7959	0.7937	0.7974
PP	0.7913	0.7913	0.7913	0.7920
S1	0.7883	0.7883	0.7923	0.7898
S2	0.7837	0.7837	0.7916
S3	0.7761	0.7807	0.7909
S4	0.7685	0.7731	0.7888

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8302	0.8015
R3	0.8208	0.8147	0.7973
R2	0.8053	0.8053	0.7958
R1	0.7992	0.7992	0.7944	0.8023
PP	0.7898	0.7898	0.7898	0.7914
S1	0.7837	0.7837	0.7916	0.7868
S2	0.7743	0.7743	0.7902
S3	0.7588	0.7682	0.7887
S4	0.7433	0.7527	0.7845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7960	0.7805	0.0155	2.0%	0.0084	1.1%	81%	False	False	93,428
10	0.7960	0.7805	0.0155	2.0%	0.0070	0.9%	81%	False	False	90,515
20	0.8061	0.7805	0.0256	3.2%	0.0074	0.9%	49%	False	False	95,524
40	0.8061	0.7531	0.0530	6.7%	0.0068	0.9%	75%	False	False	92,960
60	0.8061	0.7362	0.0699	8.8%	0.0063	0.8%	81%	False	False	70,622
80	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	82%	False	False	53,089
100	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	82%	False	False	42,499

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

Fibonacci Retracements and Extensions
4.250	0.8265
2.618	0.8141
1.618	0.8065
1.000	0.8018
0.618	0.7989
HIGH	0.7942
0.618	0.7913
0.500	0.7904
0.382	0.7895
LOW	0.7866
0.618	0.7819
1.000	0.7790
1.618	0.7743
2.618	0.7667
4.250	0.7543

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	0.7921	0.7916
PP	0.7913	0.7901
S1	0.7904	0.7887

Download as Excel Spreadsheet

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

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