CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	0.7356	0.7383	0.0027	0.4%	0.7397
High	0.7414	0.7395	-0.0019	-0.3%	0.7464
Low	0.7326	0.7344	0.0018	0.2%	0.7326
Close	0.7380	0.7355	-0.0025	-0.3%	0.7355
Range	0.0088	0.0051	-0.0037	-42.0%	0.0138
ATR	0.0098	0.0095	-0.0003	-3.4%	0.0000
Volume	68,950	46,863	-22,087	-32.0%	361,824

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7487	0.7383
R3	0.7467	0.7436	0.7369
R2	0.7416	0.7416	0.7364
R1	0.7385	0.7385	0.7360	0.7375
PP	0.7365	0.7365	0.7365	0.7360
S1	0.7334	0.7334	0.7350	0.7324
S2	0.7314	0.7314	0.7346
S3	0.7263	0.7283	0.7341
S4	0.7212	0.7232	0.7327

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7796	0.7713	0.7431
R3	0.7658	0.7575	0.7393
R2	0.7520	0.7520	0.7380
R1	0.7437	0.7437	0.7368	0.7410
PP	0.7382	0.7382	0.7382	0.7368
S1	0.7299	0.7299	0.7342	0.7272
S2	0.7244	0.7244	0.7330
S3	0.7106	0.7161	0.7317
S4	0.6968	0.7023	0.7279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7464	0.7326	0.0138	1.9%	0.0090	1.2%	21%	False	False	72,364
10	0.7619	0.7326	0.0293	4.0%	0.0101	1.4%	10%	False	False	89,354
20	0.7779	0.7326	0.0453	6.2%	0.0093	1.3%	6%	False	False	79,272
40	0.7880	0.7326	0.0554	7.5%	0.0097	1.3%	5%	False	False	53,896
60	0.8109	0.7326	0.0783	10.6%	0.0097	1.3%	4%	False	False	36,025
80	0.8109	0.7326	0.0783	10.6%	0.0093	1.3%	4%	False	False	27,041
100	0.8109	0.7326	0.0783	10.6%	0.0086	1.2%	4%	False	False	21,637
120	0.8109	0.7326	0.0783	10.6%	0.0075	1.0%	4%	False	False	18,032

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.7612
2.618	0.7529
1.618	0.7478
1.000	0.7446
0.618	0.7427
HIGH	0.7395
0.618	0.7376
0.500	0.7370
0.382	0.7363
LOW	0.7344
0.618	0.7312
1.000	0.7293
1.618	0.7261
2.618	0.7210
4.250	0.7127

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	0.7370	0.7395
PP	0.7365	0.7382
S1	0.7360	0.7368

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

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