CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 30-Aug-2017

Day Change Summary
	Previous	Current
	29-Aug-2017	30-Aug-2017	Change	Change %	Previous Week
Open	0.7939	0.7950	0.0011	0.1%	0.7924
High	0.7982	0.7994	0.0012	0.2%	0.7952
Low	0.7904	0.7889	-0.0015	-0.2%	0.7865
Close	0.7956	0.7902	-0.0054	-0.7%	0.7935
Range	0.0078	0.0105	0.0027	34.6%	0.0087
ATR	0.0065	0.0068	0.0003	4.4%	0.0000
Volume	92,703	100,287	7,584	8.2%	345,916

Daily Pivots for day following 30-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8243	0.8178	0.7960
R3	0.8138	0.8073	0.7931
R2	0.8033	0.8033	0.7921
R1	0.7968	0.7968	0.7912	0.7948
PP	0.7928	0.7928	0.7928	0.7919
S1	0.7863	0.7863	0.7892	0.7843
S2	0.7823	0.7823	0.7883
S3	0.7718	0.7758	0.7873
S4	0.7613	0.7653	0.7844

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	0.7994	0.7865	0.0129	1.6%	0.0069	0.9%	29%	True	False	80,363
10	0.7994	0.7865	0.0129	1.6%	0.0064	0.8%	29%	True	False	78,459
20	0.7994	0.7805	0.0189	2.4%	0.0066	0.8%	51%	True	False	85,413
40	0.8061	0.7565	0.0496	6.3%	0.0069	0.9%	68%	False	False	90,902
60	0.8061	0.7490	0.0571	7.2%	0.0063	0.8%	72%	False	False	80,357
80	0.8061	0.7315	0.0746	9.4%	0.0062	0.8%	79%	False	False	60,516
100	0.8061	0.7315	0.0746	9.4%	0.0060	0.8%	79%	False	False	48,461
120	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	79%	False	False	40,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8440
2.618	0.8269
1.618	0.8164
1.000	0.8099
0.618	0.8059
HIGH	0.7994
0.618	0.7954
0.500	0.7942
0.382	0.7929
LOW	0.7889
0.618	0.7824
1.000	0.7784
1.618	0.7719
2.618	0.7614
4.250	0.7443

Fisher Pivots for day following 30-Aug-2017
Pivot	1 day	3 day
R1	0.7942	0.7942
PP	0.7928	0.7928
S1	0.7915	0.7915

Download as Excel Spreadsheet

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

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