CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	0.7440	0.7473	0.0033	0.4%	0.7593
High	0.7619	0.7473	-0.0146	-1.9%	0.7708
Low	0.7435	0.7370	-0.0065	-0.9%	0.7555
Close	0.7468	0.7411	-0.0057	-0.8%	0.7593
Range	0.0184	0.0103	-0.0081	-44.0%	0.0153
ATR	0.0099	0.0099	0.0000	0.3%	0.0000
Volume	139,155	103,649	-35,506	-25.5%	310,258

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7672	0.7468
R3	0.7624	0.7569	0.7439
R2	0.7521	0.7521	0.7430
R1	0.7466	0.7466	0.7420	0.7442
PP	0.7418	0.7418	0.7418	0.7406
S1	0.7363	0.7363	0.7402	0.7339
S2	0.7315	0.7315	0.7392
S3	0.7212	0.7260	0.7383
S4	0.7109	0.7157	0.7354

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8078	0.7988	0.7677
R3	0.7925	0.7835	0.7635
R2	0.7772	0.7772	0.7621
R1	0.7682	0.7682	0.7607	0.7670
PP	0.7619	0.7619	0.7619	0.7612
S1	0.7529	0.7529	0.7579	0.7517
S2	0.7466	0.7466	0.7565
S3	0.7313	0.7376	0.7551
S4	0.7160	0.7223	0.7509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7708	0.7370	0.0338	4.6%	0.0104	1.4%	12%	False	True	93,255
10	0.7737	0.7370	0.0367	5.0%	0.0097	1.3%	11%	False	True	83,071
20	0.7814	0.7370	0.0444	6.0%	0.0097	1.3%	9%	False	True	72,284
40	0.8109	0.7370	0.0739	10.0%	0.0097	1.3%	6%	False	True	37,704
60	0.8109	0.7370	0.0739	10.0%	0.0097	1.3%	6%	False	True	25,192
80	0.8109	0.7370	0.0739	10.0%	0.0095	1.3%	6%	False	True	18,910
100	0.8109	0.7370	0.0739	10.0%	0.0081	1.1%	6%	False	True	15,130
120	0.8138	0.7370	0.0768	10.4%	0.0071	1.0%	5%	False	True	12,609

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7911
2.618	0.7743
1.618	0.7640
1.000	0.7576
0.618	0.7537
HIGH	0.7473
0.618	0.7434
0.500	0.7422
0.382	0.7409
LOW	0.7370
0.618	0.7306
1.000	0.7267
1.618	0.7203
2.618	0.7100
4.250	0.6932

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	0.7422	0.7499
PP	0.7418	0.7469
S1	0.7415	0.7440

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

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