CME Australian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	0.7672	0.7617	-0.0055	-0.7%	0.7730
High	0.7708	0.7627	-0.0081	-1.1%	0.7762
Low	0.7607	0.7560	-0.0047	-0.6%	0.7597
Close	0.7614	0.7593	-0.0021	-0.3%	0.7621
Range	0.0101	0.0067	-0.0034	-33.7%	0.0165
ATR	0.0095	0.0093	-0.0002	-2.1%	0.0000
Volume	64,228	80,620	16,392	25.5%	328,499

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7794	0.7761	0.7630
R3	0.7727	0.7694	0.7611
R2	0.7660	0.7660	0.7605
R1	0.7627	0.7627	0.7599	0.7610
PP	0.7593	0.7593	0.7593	0.7585
S1	0.7560	0.7560	0.7587	0.7543
S2	0.7526	0.7526	0.7581
S3	0.7459	0.7493	0.7575
S4	0.7392	0.7426	0.7556

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8155	0.8053	0.7712
R3	0.7990	0.7888	0.7666
R2	0.7825	0.7825	0.7651
R1	0.7723	0.7723	0.7636	0.7692
PP	0.7660	0.7660	0.7660	0.7644
S1	0.7558	0.7558	0.7606	0.7527
S2	0.7495	0.7495	0.7591
S3	0.7330	0.7393	0.7576
S4	0.7165	0.7228	0.7530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7708	0.7555	0.0153	2.0%	0.0094	1.2%	25%	False	False	78,085
10	0.7779	0.7555	0.0224	3.0%	0.0084	1.1%	17%	False	False	69,191
20	0.7814	0.7555	0.0259	3.4%	0.0095	1.2%	15%	False	False	61,694
40	0.8109	0.7554	0.0555	7.3%	0.0095	1.3%	7%	False	False	31,642
60	0.8109	0.7499	0.0610	8.0%	0.0094	1.2%	15%	False	False	21,148
80	0.8109	0.7470	0.0639	8.4%	0.0093	1.2%	19%	False	False	15,877
100	0.8109	0.7470	0.0639	8.4%	0.0078	1.0%	19%	False	False	12,702
120	0.8138	0.7470	0.0668	8.8%	0.0069	0.9%	18%	False	False	10,586

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7912
2.618	0.7802
1.618	0.7735
1.000	0.7694
0.618	0.7668
HIGH	0.7627
0.618	0.7601
0.500	0.7594
0.382	0.7586
LOW	0.7560
0.618	0.7519
1.000	0.7493
1.618	0.7452
2.618	0.7385
4.250	0.7275

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	0.7594	0.7634
PP	0.7593	0.7620
S1	0.7593	0.7607

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

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