CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	0.8055	0.8028	-0.0027	-0.3%	0.7954
High	0.8060	0.8049	-0.0011	-0.1%	0.8125
Low	0.8018	0.7997	-0.0021	-0.3%	0.7941
Close	0.8030	0.8020	-0.0010	-0.1%	0.8061
Range	0.0042	0.0052	0.0010	23.8%	0.0184
ATR	0.0070	0.0069	-0.0001	-1.8%	0.0000
Volume	98,102	103,939	5,837	5.9%	486,618

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8151	0.8049
R3	0.8126	0.8099	0.8034
R2	0.8074	0.8074	0.8030
R1	0.8047	0.8047	0.8025	0.8035
PP	0.8022	0.8022	0.8022	0.8016
S1	0.7995	0.7995	0.8015	0.7982
S2	0.7970	0.7970	0.8010
S3	0.7918	0.7943	0.8006
S4	0.7866	0.7891	0.7991

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8594	0.8512	0.8162
R3	0.8410	0.8328	0.8112
R2	0.8226	0.8226	0.8095
R1	0.8144	0.8144	0.8078	0.8185
PP	0.8042	0.8042	0.8042	0.8063
S1	0.7960	0.7960	0.8044	0.8001
S2	0.7858	0.7858	0.8027
S3	0.7674	0.7776	0.8010
S4	0.7490	0.7592	0.7960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8125	0.7963	0.0162	2.0%	0.0062	0.8%	35%	False	False	109,039
10	0.8125	0.7870	0.0255	3.2%	0.0074	0.9%	59%	False	False	110,469
20	0.8125	0.7805	0.0320	4.0%	0.0069	0.9%	67%	False	False	94,964
40	0.8125	0.7781	0.0344	4.3%	0.0072	0.9%	69%	False	False	97,862
60	0.8125	0.7526	0.0599	7.5%	0.0065	0.8%	82%	False	False	91,432
80	0.8125	0.7362	0.0763	9.5%	0.0063	0.8%	86%	False	False	71,857
100	0.8125	0.7315	0.0810	10.1%	0.0062	0.8%	87%	False	False	57,565
120	0.8125	0.7315	0.0810	10.1%	0.0059	0.7%	87%	False	False	47,991

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	0.8270
2.618	0.8185
1.618	0.8133
1.000	0.8101
0.618	0.8081
HIGH	0.8049
0.618	0.8029
0.500	0.8023
0.382	0.8017
LOW	0.7997
0.618	0.7965
1.000	0.7945
1.618	0.7913
2.618	0.7861
4.250	0.7776

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	0.8023	0.8061
PP	0.8022	0.8047
S1	0.8021	0.8034

Download as Excel Spreadsheet

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

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