CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	0.6992	0.7005	0.0013	0.2%	0.6995
High	0.7058	0.7044	-0.0014	-0.2%	0.7058
Low	0.6972	0.6976	0.0004	0.1%	0.6908
Close	0.7004	0.7008	0.0004	0.1%	0.7008
Range	0.0086	0.0068	-0.0018	-20.9%	0.0150
ATR	0.0089	0.0087	-0.0001	-1.7%	0.0000
Volume	83,288	78,707	-4,581	-5.5%	358,477

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7213	0.7179	0.7045
R3	0.7145	0.7111	0.7027
R2	0.7077	0.7077	0.7020
R1	0.7043	0.7043	0.7014	0.7060
PP	0.7009	0.7009	0.7009	0.7018
S1	0.6975	0.6975	0.7002	0.6992
S2	0.6941	0.6941	0.6996
S3	0.6873	0.6907	0.6989
S4	0.6805	0.6839	0.6971

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7375	0.7091
R3	0.7291	0.7225	0.7049
R2	0.7141	0.7141	0.7036
R1	0.7075	0.7075	0.7022	0.7108
PP	0.6991	0.6991	0.6991	0.7008
S1	0.6925	0.6925	0.6994	0.6958
S2	0.6841	0.6841	0.6981
S3	0.6691	0.6775	0.6967
S4	0.6541	0.6625	0.6926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7058	0.6908	0.0150	2.1%	0.0070	1.0%	67%	False	False	71,695
10	0.7165	0.6908	0.0257	3.7%	0.0079	1.1%	39%	False	False	71,610
20	0.7246	0.6874	0.0372	5.3%	0.0090	1.3%	36%	False	False	70,991
40	0.7370	0.6874	0.0496	7.1%	0.0091	1.3%	27%	False	False	36,108
60	0.7436	0.6874	0.0562	8.0%	0.0085	1.2%	24%	False	False	24,143
80	0.7764	0.6874	0.0890	12.7%	0.0080	1.1%	15%	False	False	18,116
100	0.8046	0.6874	0.1172	16.7%	0.0070	1.0%	11%	False	False	14,494
120	0.8046	0.6874	0.1172	16.7%	0.0064	0.9%	11%	False	False	12,078

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7333
2.618	0.7222
1.618	0.7154
1.000	0.7112
0.618	0.7086
HIGH	0.7044
0.618	0.7018
0.500	0.7010
0.382	0.7002
LOW	0.6976
0.618	0.6934
1.000	0.6908
1.618	0.6866
2.618	0.6798
4.250	0.6687

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	0.7010	0.7009
PP	0.7009	0.7009
S1	0.7009	0.7008

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

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