CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 06-Sep-2017

Day Change Summary
	Previous	Current
	05-Sep-2017	06-Sep-2017	Change	Change %	Previous Week
Open	0.7954	0.7997	0.0043	0.5%	0.7932
High	0.8028	0.8020	-0.0008	-0.1%	0.7997
Low	0.7941	0.7963	0.0022	0.3%	0.7870
Close	0.7996	0.7994	-0.0002	0.0%	0.7968
Range	0.0087	0.0057	-0.0030	-34.5%	0.0127
ATR	0.0070	0.0069	-0.0001	-1.4%	0.0000
Volume	143,461	109,782	-33,679	-23.5%	474,260

Daily Pivots for day following 06-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8163	0.8136	0.8025
R3	0.8106	0.8079	0.8010
R2	0.8049	0.8049	0.8004
R1	0.8022	0.8022	0.7999	0.8007
PP	0.7992	0.7992	0.7992	0.7985
S1	0.7965	0.7965	0.7989	0.7950
S2	0.7935	0.7935	0.7984
S3	0.7878	0.7908	0.7978
S4	0.7821	0.7851	0.7963

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8326	0.8274	0.8038
R3	0.8199	0.8147	0.8003
R2	0.8072	0.8072	0.7991
R1	0.8020	0.8020	0.7980	0.8046
PP	0.7945	0.7945	0.7945	0.7958
S1	0.7893	0.7893	0.7956	0.7919
S2	0.7818	0.7818	0.7945
S3	0.7691	0.7766	0.7933
S4	0.7564	0.7639	0.7898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8028	0.7870	0.0158	2.0%	0.0081	1.0%	78%	False	False	115,315
10	0.8028	0.7865	0.0163	2.0%	0.0068	0.9%	79%	False	False	94,482
20	0.8028	0.7805	0.0223	2.8%	0.0068	0.9%	85%	False	False	92,025
40	0.8061	0.7629	0.0432	5.4%	0.0072	0.9%	84%	False	False	96,742
60	0.8061	0.7514	0.0547	6.8%	0.0066	0.8%	88%	False	False	87,915
80	0.8061	0.7362	0.0699	8.7%	0.0063	0.8%	90%	False	False	66,442
100	0.8061	0.7315	0.0746	9.3%	0.0061	0.8%	91%	False	False	53,220
120	0.8061	0.7315	0.0746	9.3%	0.0059	0.7%	91%	False	False	44,366

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8262
2.618	0.8169
1.618	0.8112
1.000	0.8077
0.618	0.8055
HIGH	0.8020
0.618	0.7998
0.500	0.7992
0.382	0.7985
LOW	0.7963
0.618	0.7928
1.000	0.7906
1.618	0.7871
2.618	0.7814
4.250	0.7721

Fisher Pivots for day following 06-Sep-2017
Pivot	1 day	3 day
R1	0.7993	0.7988
PP	0.7992	0.7981
S1	0.7992	0.7975

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

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