CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	0.7251	0.7249	-0.0002	0.0%	0.7352
High	0.7305	0.7325	0.0020	0.3%	0.7427
Low	0.7246	0.7238	-0.0008	-0.1%	0.7240
Close	0.7262	0.7309	0.0047	0.6%	0.7263
Range	0.0059	0.0087	0.0028	47.5%	0.0187
ATR	0.0090	0.0089	0.0000	-0.2%	0.0000
Volume	76,883	90,768	13,885	18.1%	401,054

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7517	0.7357
R3	0.7465	0.7430	0.7333
R2	0.7378	0.7378	0.7325
R1	0.7343	0.7343	0.7317	0.7361
PP	0.7291	0.7291	0.7291	0.7299
S1	0.7256	0.7256	0.7301	0.7274
S2	0.7204	0.7204	0.7293
S3	0.7117	0.7169	0.7285
S4	0.7030	0.7082	0.7261

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7754	0.7366
R3	0.7684	0.7567	0.7314
R2	0.7497	0.7497	0.7297
R1	0.7380	0.7380	0.7280	0.7345
PP	0.7310	0.7310	0.7310	0.7293
S1	0.7193	0.7193	0.7246	0.7158
S2	0.7123	0.7123	0.7229
S3	0.6936	0.7006	0.7212
S4	0.6749	0.6819	0.7160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7417	0.7238	0.0179	2.4%	0.0078	1.1%	40%	False	True	83,806
10	0.7464	0.7238	0.0226	3.1%	0.0084	1.2%	31%	False	True	78,212
20	0.7708	0.7238	0.0470	6.4%	0.0091	1.2%	15%	False	True	84,285
40	0.7814	0.7238	0.0576	7.9%	0.0096	1.3%	12%	False	True	67,935
60	0.8109	0.7238	0.0871	11.9%	0.0095	1.3%	8%	False	True	45,474
80	0.8109	0.7238	0.0871	11.9%	0.0093	1.3%	8%	False	True	34,143
100	0.8109	0.7238	0.0871	11.9%	0.0091	1.2%	8%	False	True	27,324
120	0.8109	0.7238	0.0871	11.9%	0.0078	1.1%	8%	False	True	22,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7695
2.618	0.7553
1.618	0.7466
1.000	0.7412
0.618	0.7379
HIGH	0.7325
0.618	0.7292
0.500	0.7282
0.382	0.7271
LOW	0.7238
0.618	0.7184
1.000	0.7151
1.618	0.7097
2.618	0.7010
4.250	0.6868

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	0.7300	0.7303
PP	0.7291	0.7296
S1	0.7282	0.7290

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

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