CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	0.7321	0.7275	-0.0046	-0.6%	0.7352
High	0.7332	0.7305	-0.0027	-0.4%	0.7427
Low	0.7264	0.7237	-0.0027	-0.4%	0.7240
Close	0.7288	0.7269	-0.0019	-0.3%	0.7263
Range	0.0068	0.0068	0.0000	0.0%	0.0187
ATR	0.0088	0.0086	-0.0001	-1.6%	0.0000
Volume	78,548	82,591	4,043	5.1%	401,054

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7474	0.7440	0.7306
R3	0.7406	0.7372	0.7288
R2	0.7338	0.7338	0.7281
R1	0.7304	0.7304	0.7275	0.7287
PP	0.7270	0.7270	0.7270	0.7262
S1	0.7236	0.7236	0.7263	0.7219
S2	0.7202	0.7202	0.7257
S3	0.7134	0.7168	0.7250
S4	0.7066	0.7100	0.7232

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	0.7341	0.7237	0.0104	1.4%	0.0077	1.1%	31%	False	True	84,498
10	0.7427	0.7237	0.0190	2.6%	0.0076	1.0%	17%	False	True	77,670
20	0.7627	0.7237	0.0390	5.4%	0.0089	1.2%	8%	False	True	85,200
40	0.7814	0.7237	0.0577	7.9%	0.0093	1.3%	6%	False	True	71,613
60	0.8109	0.7237	0.0872	12.0%	0.0094	1.3%	4%	False	True	48,157
80	0.8109	0.7237	0.0872	12.0%	0.0093	1.3%	4%	False	True	36,156
100	0.8109	0.7237	0.0872	12.0%	0.0092	1.3%	4%	False	True	28,935
120	0.8109	0.7237	0.0872	12.0%	0.0079	1.1%	4%	False	True	24,113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017

Fibonacci Retracements and Extensions
4.250	0.7594
2.618	0.7483
1.618	0.7415
1.000	0.7373
0.618	0.7347
HIGH	0.7305
0.618	0.7279
0.500	0.7271
0.382	0.7263
LOW	0.7237
0.618	0.7195
1.000	0.7169
1.618	0.7127
2.618	0.7059
4.250	0.6948

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	0.7271	0.7285
PP	0.7270	0.7279
S1	0.7270	0.7274

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

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