CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	0.7901	0.7932	0.0031	0.4%	0.7924
High	0.7952	0.7972	0.0020	0.3%	0.7952
Low	0.7884	0.7925	0.0041	0.5%	0.7865
Close	0.7935	0.7971	0.0036	0.5%	0.7935
Range	0.0068	0.0047	-0.0021	-30.9%	0.0087
ATR	0.0065	0.0064	-0.0001	-2.0%	0.0000
Volume	86,864	58,225	-28,639	-33.0%	345,916

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8081	0.7997
R3	0.8050	0.8034	0.7984
R2	0.8003	0.8003	0.7980
R1	0.7987	0.7987	0.7975	0.7995
PP	0.7956	0.7956	0.7956	0.7960
S1	0.7940	0.7940	0.7967	0.7948
S2	0.7909	0.7909	0.7962
S3	0.7862	0.7893	0.7958
S4	0.7815	0.7846	0.7945

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	0.7972	0.7865	0.0107	1.3%	0.0051	0.6%	99%	True	False	69,969
10	0.7972	0.7805	0.0167	2.1%	0.0064	0.8%	99%	True	False	79,459
20	0.8038	0.7805	0.0233	2.9%	0.0064	0.8%	71%	False	False	86,051
40	0.8061	0.7562	0.0499	6.3%	0.0068	0.9%	82%	False	False	91,073
60	0.8061	0.7413	0.0648	8.1%	0.0062	0.8%	86%	False	False	77,267
80	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	88%	False	False	58,108
100	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	88%	False	False	46,534
120	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	88%	False	False	38,800

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8172
2.618	0.8095
1.618	0.8048
1.000	0.8019
0.618	0.8001
HIGH	0.7972
0.618	0.7954
0.500	0.7949
0.382	0.7943
LOW	0.7925
0.618	0.7896
1.000	0.7878
1.618	0.7849
2.618	0.7802
4.250	0.7725

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	0.7964	0.7954
PP	0.7956	0.7936
S1	0.7949	0.7919

Download as Excel Spreadsheet

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

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