CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	0.7473	0.7418	-0.0055	-0.7%	0.7593
High	0.7473	0.7431	-0.0042	-0.6%	0.7708
Low	0.7370	0.7345	-0.0025	-0.3%	0.7555
Close	0.7411	0.7393	-0.0018	-0.2%	0.7593
Range	0.0103	0.0086	-0.0017	-16.5%	0.0153
ATR	0.0099	0.0098	-0.0001	-1.0%	0.0000
Volume	103,649	108,564	4,915	4.7%	310,258

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7648	0.7606	0.7440
R3	0.7562	0.7520	0.7417
R2	0.7476	0.7476	0.7409
R1	0.7434	0.7434	0.7401	0.7412
PP	0.7390	0.7390	0.7390	0.7379
S1	0.7348	0.7348	0.7385	0.7326
S2	0.7304	0.7304	0.7377
S3	0.7218	0.7262	0.7369
S4	0.7132	0.7176	0.7346

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	0.7345	0.0363	4.9%	0.0108	1.5%	13%	False	True	99,243
10	0.7737	0.7345	0.0392	5.3%	0.0099	1.3%	12%	False	True	86,660
20	0.7814	0.7345	0.0469	6.3%	0.0097	1.3%	10%	False	True	75,891
40	0.8109	0.7345	0.0764	10.3%	0.0098	1.3%	6%	False	True	40,413
60	0.8109	0.7345	0.0764	10.3%	0.0096	1.3%	6%	False	True	27,000
80	0.8109	0.7345	0.0764	10.3%	0.0095	1.3%	6%	False	True	20,267
100	0.8109	0.7345	0.0764	10.3%	0.0082	1.1%	6%	False	True	16,216
120	0.8138	0.7345	0.0793	10.7%	0.0072	1.0%	6%	False	True	13,514

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7797
2.618	0.7656
1.618	0.7570
1.000	0.7517
0.618	0.7484
HIGH	0.7431
0.618	0.7398
0.500	0.7388
0.382	0.7378
LOW	0.7345
0.618	0.7292
1.000	0.7259
1.618	0.7206
2.618	0.7120
4.250	0.6980

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	0.7391	0.7482
PP	0.7390	0.7452
S1	0.7388	0.7423

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

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