CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	0.7426	0.7356	-0.0070	-0.9%	0.7440
High	0.7464	0.7414	-0.0050	-0.7%	0.7619
Low	0.7328	0.7326	-0.0002	0.0%	0.7345
Close	0.7346	0.7380	0.0034	0.5%	0.7411
Range	0.0136	0.0088	-0.0048	-35.3%	0.0274
ATR	0.0099	0.0098	-0.0001	-0.8%	0.0000
Volume	97,610	68,950	-28,660	-29.4%	531,717

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7637	0.7597	0.7428
R3	0.7549	0.7509	0.7404
R2	0.7461	0.7461	0.7396
R1	0.7421	0.7421	0.7388	0.7441
PP	0.7373	0.7373	0.7373	0.7384
S1	0.7333	0.7333	0.7372	0.7353
S2	0.7285	0.7285	0.7364
S3	0.7197	0.7245	0.7356
S4	0.7109	0.7157	0.7332

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	0.7326	0.0146	2.0%	0.0098	1.3%	37%	False	True	80,712
10	0.7627	0.7326	0.0301	4.1%	0.0103	1.4%	18%	False	True	92,729
20	0.7814	0.7326	0.0488	6.6%	0.0097	1.3%	11%	False	True	81,311
40	0.7880	0.7326	0.0554	7.5%	0.0097	1.3%	10%	False	True	52,735
60	0.8109	0.7326	0.0783	10.6%	0.0097	1.3%	7%	False	True	35,246
80	0.8109	0.7326	0.0783	10.6%	0.0093	1.3%	7%	False	True	26,456
100	0.8109	0.7326	0.0783	10.6%	0.0086	1.2%	7%	False	True	21,169
120	0.8109	0.7326	0.0783	10.6%	0.0075	1.0%	7%	False	True	17,641

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7788
2.618	0.7644
1.618	0.7556
1.000	0.7502
0.618	0.7468
HIGH	0.7414
0.618	0.7380
0.500	0.7370
0.382	0.7360
LOW	0.7326
0.618	0.7272
1.000	0.7238
1.618	0.7184
2.618	0.7096
4.250	0.6952

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	0.7377	0.7395
PP	0.7373	0.7390
S1	0.7370	0.7385

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

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