CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	0.7375	0.7426	0.0051	0.7%	0.7440
High	0.7453	0.7464	0.0011	0.1%	0.7619
Low	0.7363	0.7328	-0.0035	-0.5%	0.7345
Close	0.7423	0.7346	-0.0077	-1.0%	0.7411
Range	0.0090	0.0136	0.0046	51.1%	0.0274
ATR	0.0096	0.0099	0.0003	2.9%	0.0000
Volume	67,873	97,610	29,737	43.8%	531,717

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7787	0.7703	0.7421
R3	0.7651	0.7567	0.7383
R2	0.7515	0.7515	0.7371
R1	0.7431	0.7431	0.7358	0.7405
PP	0.7379	0.7379	0.7379	0.7367
S1	0.7295	0.7295	0.7334	0.7269
S2	0.7243	0.7243	0.7321
S3	0.7107	0.7159	0.7309
S4	0.6971	0.7023	0.7271

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	0.7472	0.7328	0.0144	2.0%	0.0100	1.4%	13%	False	True	85,272
10	0.7708	0.7328	0.0380	5.2%	0.0104	1.4%	5%	False	True	92,257
20	0.7814	0.7328	0.0486	6.6%	0.0099	1.3%	4%	False	True	82,919
40	0.7956	0.7328	0.0628	8.5%	0.0097	1.3%	3%	False	True	51,041
60	0.8109	0.7328	0.0781	10.6%	0.0097	1.3%	2%	False	True	34,098
80	0.8109	0.7328	0.0781	10.6%	0.0093	1.3%	2%	False	True	25,594
100	0.8109	0.7328	0.0781	10.6%	0.0086	1.2%	2%	False	True	20,479
120	0.8109	0.7328	0.0781	10.6%	0.0074	1.0%	2%	False	True	17,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8042
2.618	0.7820
1.618	0.7684
1.000	0.7600
0.618	0.7548
HIGH	0.7464
0.618	0.7412
0.500	0.7396
0.382	0.7380
LOW	0.7328
0.618	0.7244
1.000	0.7192
1.618	0.7108
2.618	0.6972
4.250	0.6750

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	0.7396	0.7396
PP	0.7379	0.7379
S1	0.7363	0.7363

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

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