CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 25-Aug-2017

Day Change Summary
	Previous	Current
	24-Aug-2017	25-Aug-2017	Change	Change %	Previous Week
Open	0.7906	0.7901	-0.0005	-0.1%	0.7924
High	0.7914	0.7952	0.0038	0.5%	0.7952
Low	0.7865	0.7884	0.0019	0.2%	0.7865
Close	0.7903	0.7935	0.0032	0.4%	0.7935
Range	0.0049	0.0068	0.0019	38.8%	0.0087
ATR	0.0065	0.0065	0.0000	0.3%	0.0000
Volume	63,737	86,864	23,127	36.3%	345,916

Daily Pivots for day following 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8128	0.8099	0.7972
R3	0.8060	0.8031	0.7954
R2	0.7992	0.7992	0.7947
R1	0.7963	0.7963	0.7941	0.7978
PP	0.7924	0.7924	0.7924	0.7931
S1	0.7895	0.7895	0.7929	0.7910
S2	0.7856	0.7856	0.7923
S3	0.7788	0.7827	0.7916
S4	0.7720	0.7759	0.7898

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8144	0.7983
R3	0.8091	0.8057	0.7959
R2	0.8004	0.8004	0.7951
R1	0.7970	0.7970	0.7943	0.7987
PP	0.7917	0.7917	0.7917	0.7926
S1	0.7883	0.7883	0.7927	0.7900
S2	0.7830	0.7830	0.7919
S3	0.7743	0.7796	0.7911
S4	0.7656	0.7709	0.7887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7952	0.7865	0.0087	1.1%	0.0049	0.6%	80%	True	False	69,183
10	0.7960	0.7805	0.0155	2.0%	0.0067	0.8%	84%	False	False	81,305
20	0.8038	0.7805	0.0233	2.9%	0.0064	0.8%	56%	False	False	86,956
40	0.8061	0.7562	0.0499	6.3%	0.0068	0.9%	75%	False	False	92,095
60	0.8061	0.7362	0.0699	8.8%	0.0063	0.8%	82%	False	False	76,316
80	0.8061	0.7315	0.0746	9.4%	0.0060	0.8%	83%	False	False	57,386
100	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	83%	False	False	45,952
120	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	83%	False	False	38,314

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	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8241
2.618	0.8130
1.618	0.8062
1.000	0.8020
0.618	0.7994
HIGH	0.7952
0.618	0.7926
0.500	0.7918
0.382	0.7910
LOW	0.7884
0.618	0.7842
1.000	0.7816
1.618	0.7774
2.618	0.7706
4.250	0.7595

Fisher Pivots for day following 25-Aug-2017
Pivot	1 day	3 day
R1	0.7929	0.7926
PP	0.7924	0.7917
S1	0.7918	0.7909

Download as Excel Spreadsheet

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

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