CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	0.7352	0.7347	-0.0005	-0.1%	0.7397
High	0.7375	0.7427	0.0052	0.7%	0.7464
Low	0.7305	0.7319	0.0014	0.2%	0.7326
Close	0.7351	0.7402	0.0051	0.7%	0.7355
Range	0.0070	0.0108	0.0038	54.3%	0.0138
ATR	0.0093	0.0094	0.0001	1.1%	0.0000
Volume	67,086	82,585	15,499	23.1%	361,824

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7707	0.7662	0.7461
R3	0.7599	0.7554	0.7432
R2	0.7491	0.7491	0.7422
R1	0.7446	0.7446	0.7412	0.7469
PP	0.7383	0.7383	0.7383	0.7394
S1	0.7338	0.7338	0.7392	0.7361
S2	0.7275	0.7275	0.7382
S3	0.7167	0.7230	0.7372
S4	0.7059	0.7122	0.7343

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	0.7305	0.0159	2.1%	0.0091	1.2%	61%	False	False	72,618
10	0.7472	0.7305	0.0167	2.3%	0.0090	1.2%	58%	False	False	80,040
20	0.7737	0.7305	0.0432	5.8%	0.0094	1.3%	22%	False	False	81,556
40	0.7814	0.7305	0.0509	6.9%	0.0097	1.3%	19%	False	False	57,604
60	0.8109	0.7305	0.0804	10.9%	0.0097	1.3%	12%	False	False	38,511
80	0.8109	0.7305	0.0804	10.9%	0.0093	1.3%	12%	False	False	28,911
100	0.8109	0.7305	0.0804	10.9%	0.0088	1.2%	12%	False	False	23,134
120	0.8109	0.7305	0.0804	10.9%	0.0077	1.0%	12%	False	False	19,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7886
2.618	0.7710
1.618	0.7602
1.000	0.7535
0.618	0.7494
HIGH	0.7427
0.618	0.7386
0.500	0.7373
0.382	0.7360
LOW	0.7319
0.618	0.7252
1.000	0.7211
1.618	0.7144
2.618	0.7036
4.250	0.6860

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	0.7392	0.7390
PP	0.7383	0.7378
S1	0.7373	0.7366

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

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