CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	0.7950	0.7904	-0.0046	-0.6%	0.7924
High	0.7994	0.7949	-0.0045	-0.6%	0.7952
Low	0.7889	0.7870	-0.0019	-0.2%	0.7865
Close	0.7902	0.7948	0.0046	0.6%	0.7935
Range	0.0105	0.0079	-0.0026	-24.8%	0.0087
ATR	0.0068	0.0069	0.0001	1.2%	0.0000
Volume	100,287	112,195	11,908	11.9%	345,916

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8133	0.7991
R3	0.8080	0.8054	0.7970
R2	0.8001	0.8001	0.7962
R1	0.7975	0.7975	0.7955	0.7988
PP	0.7922	0.7922	0.7922	0.7929
S1	0.7896	0.7896	0.7941	0.7909
S2	0.7843	0.7843	0.7934
S3	0.7764	0.7817	0.7926
S4	0.7685	0.7738	0.7905

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	0.7870	0.0124	1.6%	0.0075	0.9%	63%	False	True	90,054
10	0.7994	0.7865	0.0129	1.6%	0.0063	0.8%	64%	False	False	79,671
20	0.7994	0.7805	0.0189	2.4%	0.0067	0.8%	76%	False	False	86,403
40	0.8061	0.7565	0.0496	6.2%	0.0070	0.9%	77%	False	False	92,078
60	0.8061	0.7509	0.0552	6.9%	0.0063	0.8%	80%	False	False	82,157
80	0.8061	0.7325	0.0736	9.3%	0.0062	0.8%	85%	False	False	61,908
100	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	85%	False	False	49,582
120	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	85%	False	False	41,338

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8285
2.618	0.8156
1.618	0.8077
1.000	0.8028
0.618	0.7998
HIGH	0.7949
0.618	0.7919
0.500	0.7910
0.382	0.7900
LOW	0.7870
0.618	0.7821
1.000	0.7791
1.618	0.7742
2.618	0.7663
4.250	0.7534

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	0.7935	0.7943
PP	0.7922	0.7937
S1	0.7910	0.7932

Download as Excel Spreadsheet

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

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