CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	0.7933	0.7909	-0.0024	-0.3%	0.7891
High	0.7948	0.7917	-0.0031	-0.4%	0.7960
Low	0.7895	0.7880	-0.0015	-0.2%	0.7805
Close	0.7906	0.7905	-0.0001	0.0%	0.7930
Range	0.0053	0.0037	-0.0016	-30.2%	0.0155
ATR	0.0068	0.0066	-0.0002	-3.3%	0.0000
Volume	74,305	66,716	-7,589	-10.2%	467,142

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8012	0.7995	0.7925
R3	0.7975	0.7958	0.7915
R2	0.7938	0.7938	0.7912
R1	0.7921	0.7921	0.7908	0.7911
PP	0.7901	0.7901	0.7901	0.7896
S1	0.7884	0.7884	0.7902	0.7874
S2	0.7864	0.7864	0.7898
S3	0.7827	0.7847	0.7895
S4	0.7790	0.7810	0.7885

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	0.7866	0.0094	1.2%	0.0058	0.7%	41%	False	False	76,556
10	0.7960	0.7805	0.0155	2.0%	0.0067	0.8%	65%	False	False	85,928
20	0.8061	0.7805	0.0256	3.2%	0.0067	0.8%	39%	False	False	90,241
40	0.8061	0.7562	0.0499	6.3%	0.0068	0.9%	69%	False	False	93,471
60	0.8061	0.7362	0.0699	8.8%	0.0063	0.8%	78%	False	False	73,839
80	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	79%	False	False	55,519
100	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	79%	False	False	44,449
120	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	79%	False	False	37,059

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.8074
2.618	0.8014
1.618	0.7977
1.000	0.7954
0.618	0.7940
HIGH	0.7917
0.618	0.7903
0.500	0.7899
0.382	0.7894
LOW	0.7880
0.618	0.7857
1.000	0.7843
1.618	0.7820
2.618	0.7783
4.250	0.7723

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	0.7903	0.7914
PP	0.7901	0.7911
S1	0.7899	0.7908

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

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