CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	0.7402	0.7423	0.0021	0.3%	0.7440
High	0.7464	0.7472	0.0008	0.1%	0.7619
Low	0.7365	0.7383	0.0018	0.2%	0.7345
Close	0.7417	0.7411	-0.0006	-0.1%	0.7411
Range	0.0099	0.0089	-0.0010	-10.1%	0.0274
ATR	0.0098	0.0098	-0.0001	-0.7%	0.0000
Volume	91,748	88,601	-3,147	-3.4%	531,717

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7689	0.7639	0.7460
R3	0.7600	0.7550	0.7435
R2	0.7511	0.7511	0.7427
R1	0.7461	0.7461	0.7419	0.7442
PP	0.7422	0.7422	0.7422	0.7412
S1	0.7372	0.7372	0.7403	0.7353
S2	0.7333	0.7333	0.7395
S3	0.7244	0.7283	0.7387
S4	0.7155	0.7194	0.7362

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8280	0.8120	0.7562
R3	0.8006	0.7846	0.7486
R2	0.7732	0.7732	0.7461
R1	0.7572	0.7572	0.7436	0.7515
PP	0.7458	0.7458	0.7458	0.7430
S1	0.7298	0.7298	0.7386	0.7241
S2	0.7184	0.7184	0.7361
S3	0.6910	0.7024	0.7336
S4	0.6636	0.6750	0.7260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7619	0.7345	0.0274	3.7%	0.0112	1.5%	24%	False	False	106,343
10	0.7708	0.7345	0.0363	4.9%	0.0103	1.4%	18%	False	False	92,214
20	0.7814	0.7345	0.0469	6.3%	0.0094	1.3%	14%	False	False	79,312
40	0.8109	0.7345	0.0764	10.3%	0.0096	1.3%	9%	False	False	44,916
60	0.8109	0.7345	0.0764	10.3%	0.0096	1.3%	9%	False	False	30,003
80	0.8109	0.7345	0.0764	10.3%	0.0094	1.3%	9%	False	False	22,521
100	0.8109	0.7345	0.0764	10.3%	0.0084	1.1%	9%	False	False	18,019
120	0.8109	0.7345	0.0764	10.3%	0.0073	1.0%	9%	False	False	15,017

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7850
2.618	0.7705
1.618	0.7616
1.000	0.7561
0.618	0.7527
HIGH	0.7472
0.618	0.7438
0.500	0.7428
0.382	0.7417
LOW	0.7383
0.618	0.7328
1.000	0.7294
1.618	0.7239
2.618	0.7150
4.250	0.7005

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	0.7428	0.7410
PP	0.7422	0.7409
S1	0.7417	0.7409

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

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