CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	0.7418	0.7402	-0.0016	-0.2%	0.7593
High	0.7431	0.7464	0.0033	0.4%	0.7708
Low	0.7345	0.7365	0.0020	0.3%	0.7555
Close	0.7393	0.7417	0.0024	0.3%	0.7593
Range	0.0086	0.0099	0.0013	15.1%	0.0153
ATR	0.0098	0.0098	0.0000	0.0%	0.0000
Volume	108,564	91,748	-16,816	-15.5%	310,258

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7664	0.7471
R3	0.7613	0.7565	0.7444
R2	0.7514	0.7514	0.7435
R1	0.7466	0.7466	0.7426	0.7490
PP	0.7415	0.7415	0.7415	0.7428
S1	0.7367	0.7367	0.7408	0.7391
S2	0.7316	0.7316	0.7399
S3	0.7217	0.7268	0.7390
S4	0.7118	0.7169	0.7363

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	0.7627	0.7345	0.0282	3.8%	0.0108	1.5%	26%	False	False	104,747
10	0.7720	0.7345	0.0375	5.1%	0.0100	1.3%	19%	False	False	88,871
20	0.7814	0.7345	0.0469	6.3%	0.0094	1.3%	15%	False	False	76,907
40	0.8109	0.7345	0.0764	10.3%	0.0097	1.3%	9%	False	False	42,706
60	0.8109	0.7345	0.0764	10.3%	0.0097	1.3%	9%	False	False	28,528
80	0.8109	0.7345	0.0764	10.3%	0.0096	1.3%	9%	False	False	21,414
100	0.8109	0.7345	0.0764	10.3%	0.0083	1.1%	9%	False	False	17,133
120	0.8138	0.7345	0.0793	10.7%	0.0073	1.0%	9%	False	False	14,278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7885
2.618	0.7723
1.618	0.7624
1.000	0.7563
0.618	0.7525
HIGH	0.7464
0.618	0.7426
0.500	0.7415
0.382	0.7403
LOW	0.7365
0.618	0.7304
1.000	0.7266
1.618	0.7205
2.618	0.7106
4.250	0.6944

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	0.7416	0.7414
PP	0.7415	0.7412
S1	0.7415	0.7409

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

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