CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	0.7997	0.8000	0.0003	0.0%	0.7932
High	0.8020	0.8050	0.0030	0.4%	0.7997
Low	0.7963	0.7972	0.0009	0.1%	0.7870
Close	0.7994	0.8029	0.0035	0.4%	0.7968
Range	0.0057	0.0078	0.0021	36.8%	0.0127
ATR	0.0069	0.0070	0.0001	0.9%	0.0000
Volume	109,782	115,919	6,137	5.6%	474,260

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8251	0.8218	0.8072
R3	0.8173	0.8140	0.8050
R2	0.8095	0.8095	0.8043
R1	0.8062	0.8062	0.8036	0.8079
PP	0.8017	0.8017	0.8017	0.8025
S1	0.7984	0.7984	0.8022	0.8001
S2	0.7939	0.7939	0.8015
S3	0.7861	0.7906	0.8008
S4	0.7783	0.7828	0.7986

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	0.8050	0.7870	0.0180	2.2%	0.0075	0.9%	88%	True	False	118,441
10	0.8050	0.7865	0.0185	2.3%	0.0072	0.9%	89%	True	False	99,402
20	0.8050	0.7805	0.0245	3.1%	0.0069	0.9%	91%	True	False	92,665
40	0.8061	0.7669	0.0392	4.9%	0.0073	0.9%	92%	False	False	97,534
60	0.8061	0.7523	0.0538	6.7%	0.0066	0.8%	94%	False	False	89,467
80	0.8061	0.7362	0.0699	8.7%	0.0063	0.8%	95%	False	False	67,882
100	0.8061	0.7315	0.0746	9.3%	0.0062	0.8%	96%	False	False	54,378
120	0.8061	0.7315	0.0746	9.3%	0.0059	0.7%	96%	False	False	45,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8382
2.618	0.8254
1.618	0.8176
1.000	0.8128
0.618	0.8098
HIGH	0.8050
0.618	0.8020
0.500	0.8011
0.382	0.8002
LOW	0.7972
0.618	0.7924
1.000	0.7894
1.618	0.7846
2.618	0.7768
4.250	0.7640

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	0.8023	0.8018
PP	0.8017	0.8007
S1	0.8011	0.7996

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

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