CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	0.8028	0.8019	-0.0009	-0.1%	0.7954
High	0.8049	0.8043	-0.0006	-0.1%	0.8125
Low	0.7997	0.7970	-0.0027	-0.3%	0.7941
Close	0.8020	0.7974	-0.0046	-0.6%	0.8061
Range	0.0052	0.0073	0.0021	40.4%	0.0184
ATR	0.0069	0.0069	0.0000	0.5%	0.0000
Volume	103,939	161,993	58,054	55.9%	486,618

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8215	0.8167	0.8014
R3	0.8142	0.8094	0.7994
R2	0.8069	0.8069	0.7987
R1	0.8021	0.8021	0.7981	0.8009
PP	0.7996	0.7996	0.7996	0.7989
S1	0.7948	0.7948	0.7967	0.7936
S2	0.7923	0.7923	0.7961
S3	0.7850	0.7875	0.7954
S4	0.7777	0.7802	0.7934

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	0.7970	0.0155	1.9%	0.0066	0.8%	3%	False	True	119,481
10	0.8125	0.7870	0.0255	3.2%	0.0073	0.9%	41%	False	False	117,398
20	0.8125	0.7813	0.0312	3.9%	0.0069	0.9%	52%	False	False	98,386
40	0.8125	0.7805	0.0320	4.0%	0.0070	0.9%	53%	False	False	98,084
60	0.8125	0.7526	0.0599	7.5%	0.0066	0.8%	75%	False	False	93,035
80	0.8125	0.7362	0.0763	9.6%	0.0063	0.8%	80%	False	False	73,876
100	0.8125	0.7315	0.0810	10.2%	0.0062	0.8%	81%	False	False	59,184
120	0.8125	0.7315	0.0810	10.2%	0.0059	0.7%	81%	False	False	49,341

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8353
2.618	0.8234
1.618	0.8161
1.000	0.8116
0.618	0.8088
HIGH	0.8043
0.618	0.8015
0.500	0.8007
0.382	0.7998
LOW	0.7970
0.618	0.7925
1.000	0.7897
1.618	0.7852
2.618	0.7779
4.250	0.7660

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	0.8007	0.8015
PP	0.7996	0.8001
S1	0.7985	0.7988

Download as Excel Spreadsheet

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

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