CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	0.7347	0.7400	0.0053	0.7%	0.7397
High	0.7427	0.7417	-0.0010	-0.1%	0.7464
Low	0.7319	0.7338	0.0019	0.3%	0.7326
Close	0.7402	0.7350	-0.0052	-0.7%	0.7355
Range	0.0108	0.0079	-0.0029	-26.9%	0.0138
ATR	0.0094	0.0093	-0.0001	-1.2%	0.0000
Volume	82,585	89,123	6,538	7.9%	361,824

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7557	0.7393
R3	0.7526	0.7478	0.7372
R2	0.7447	0.7447	0.7364
R1	0.7399	0.7399	0.7357	0.7384
PP	0.7368	0.7368	0.7368	0.7361
S1	0.7320	0.7320	0.7343	0.7305
S2	0.7289	0.7289	0.7336
S3	0.7210	0.7241	0.7328
S4	0.7131	0.7162	0.7307

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	0.7427	0.7305	0.0122	1.7%	0.0079	1.1%	37%	False	False	70,921
10	0.7472	0.7305	0.0167	2.3%	0.0090	1.2%	27%	False	False	78,096
20	0.7737	0.7305	0.0432	5.9%	0.0094	1.3%	10%	False	False	82,378
40	0.7814	0.7305	0.0509	6.9%	0.0096	1.3%	9%	False	False	59,818
60	0.8109	0.7305	0.0804	10.9%	0.0098	1.3%	6%	False	False	39,994
80	0.8109	0.7305	0.0804	10.9%	0.0093	1.3%	6%	False	False	30,024
100	0.8109	0.7305	0.0804	10.9%	0.0088	1.2%	6%	False	False	24,025
120	0.8109	0.7305	0.0804	10.9%	0.0078	1.1%	6%	False	False	20,022

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7753
2.618	0.7624
1.618	0.7545
1.000	0.7496
0.618	0.7466
HIGH	0.7417
0.618	0.7387
0.500	0.7378
0.382	0.7368
LOW	0.7338
0.618	0.7289
1.000	0.7259
1.618	0.7210
2.618	0.7131
4.250	0.7002

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	0.7378	0.7366
PP	0.7368	0.7361
S1	0.7359	0.7355

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

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