CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 14-Sep-2017

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	0.8019	0.7984	-0.0035	-0.4%	0.7954
High	0.8043	0.8016	-0.0027	-0.3%	0.8125
Low	0.7970	0.7955	-0.0015	-0.2%	0.7941
Close	0.7974	0.7986	0.0012	0.2%	0.8061
Range	0.0073	0.0061	-0.0012	-16.4%	0.0184
ATR	0.0069	0.0068	-0.0001	-0.8%	0.0000
Volume	161,993	137,182	-24,811	-15.3%	486,618

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8138	0.8020
R3	0.8108	0.8077	0.8003
R2	0.8047	0.8047	0.7997
R1	0.8016	0.8016	0.7992	0.8032
PP	0.7986	0.7986	0.7986	0.7993
S1	0.7955	0.7955	0.7980	0.7971
S2	0.7925	0.7925	0.7975
S3	0.7864	0.7894	0.7969
S4	0.7803	0.7833	0.7952

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	0.7955	0.0170	2.1%	0.0062	0.8%	18%	False	True	123,734
10	0.8125	0.7870	0.0255	3.2%	0.0069	0.9%	45%	False	False	121,087
20	0.8125	0.7865	0.0260	3.3%	0.0066	0.8%	47%	False	False	99,773
40	0.8125	0.7805	0.0320	4.0%	0.0070	0.9%	57%	False	False	99,114
60	0.8125	0.7526	0.0599	7.5%	0.0066	0.8%	77%	False	False	94,137
80	0.8125	0.7362	0.0763	9.6%	0.0063	0.8%	82%	False	False	75,585
100	0.8125	0.7315	0.0810	10.1%	0.0062	0.8%	83%	False	False	60,555
120	0.8125	0.7315	0.0810	10.1%	0.0060	0.7%	83%	False	False	50,484

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	0.8275
2.618	0.8176
1.618	0.8115
1.000	0.8077
0.618	0.8054
HIGH	0.8016
0.618	0.7993
0.500	0.7986
0.382	0.7978
LOW	0.7955
0.618	0.7917
1.000	0.7894
1.618	0.7856
2.618	0.7795
4.250	0.7696

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	0.7986	0.8002
PP	0.7986	0.7997
S1	0.7986	0.7991

Download as Excel Spreadsheet

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

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