CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	0.7400	0.7358	-0.0042	-0.6%	0.7397
High	0.7417	0.7396	-0.0021	-0.3%	0.7464
Low	0.7338	0.7331	-0.0007	-0.1%	0.7326
Close	0.7350	0.7342	-0.0008	-0.1%	0.7355
Range	0.0079	0.0065	-0.0014	-17.7%	0.0138
ATR	0.0093	0.0091	-0.0002	-2.2%	0.0000
Volume	89,123	68,558	-20,565	-23.1%	361,824

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7551	0.7512	0.7378
R3	0.7486	0.7447	0.7360
R2	0.7421	0.7421	0.7354
R1	0.7382	0.7382	0.7348	0.7369
PP	0.7356	0.7356	0.7356	0.7350
S1	0.7317	0.7317	0.7336	0.7304
S2	0.7291	0.7291	0.7330
S3	0.7226	0.7252	0.7324
S4	0.7161	0.7187	0.7306

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%	0.0075	1.0%	30%	False	False	70,843
10	0.7472	0.7305	0.0167	2.3%	0.0086	1.2%	22%	False	False	75,777
20	0.7720	0.7305	0.0415	5.7%	0.0093	1.3%	9%	False	False	82,324
40	0.7814	0.7305	0.0509	6.9%	0.0096	1.3%	7%	False	False	61,521
60	0.8109	0.7305	0.0804	11.0%	0.0096	1.3%	5%	False	False	41,136
80	0.8109	0.7305	0.0804	11.0%	0.0093	1.3%	5%	False	False	30,880
100	0.8109	0.7305	0.0804	11.0%	0.0089	1.2%	5%	False	False	24,711
120	0.8109	0.7305	0.0804	11.0%	0.0078	1.1%	5%	False	False	20,593

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7566
1.618	0.7501
1.000	0.7461
0.618	0.7436
HIGH	0.7396
0.618	0.7371
0.500	0.7364
0.382	0.7356
LOW	0.7331
0.618	0.7291
1.000	0.7266
1.618	0.7226
2.618	0.7161
4.250	0.7055

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	0.7364	0.7373
PP	0.7356	0.7363
S1	0.7349	0.7352

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

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