CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	0.7275	0.7273	-0.0002	0.0%	0.7251
High	0.7305	0.7350	0.0045	0.6%	0.7350
Low	0.7237	0.7218	-0.0019	-0.3%	0.7218
Close	0.7269	0.7276	0.0007	0.1%	0.7276
Range	0.0068	0.0132	0.0064	94.1%	0.0132
ATR	0.0086	0.0090	0.0003	3.8%	0.0000
Volume	82,591	126,013	43,422	52.6%	454,803

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7609	0.7349
R3	0.7545	0.7477	0.7312
R2	0.7413	0.7413	0.7300
R1	0.7345	0.7345	0.7288	0.7379
PP	0.7281	0.7281	0.7281	0.7299
S1	0.7213	0.7213	0.7264	0.7247
S2	0.7149	0.7149	0.7252
S3	0.7017	0.7081	0.7240
S4	0.6885	0.6949	0.7203

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7677	0.7609	0.7349
R3	0.7545	0.7477	0.7312
R2	0.7413	0.7413	0.7300
R1	0.7345	0.7345	0.7288	0.7379
PP	0.7281	0.7281	0.7281	0.7299
S1	0.7213	0.7213	0.7264	0.7247
S2	0.7149	0.7149	0.7252
S3	0.7017	0.7081	0.7240
S4	0.6885	0.6949	0.7203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7350	0.7218	0.0132	1.8%	0.0083	1.1%	44%	True	True	90,960
10	0.7427	0.7218	0.0209	2.9%	0.0084	1.2%	28%	False	True	85,585
20	0.7619	0.7218	0.0401	5.5%	0.0092	1.3%	14%	False	True	87,469
40	0.7814	0.7218	0.0596	8.2%	0.0094	1.3%	10%	False	True	74,582
60	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	7%	False	True	50,251
80	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	7%	False	True	37,728
100	0.8109	0.7218	0.0891	12.2%	0.0093	1.3%	7%	False	True	30,195
120	0.8109	0.7218	0.0891	12.2%	0.0080	1.1%	7%	False	True	25,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7911
2.618	0.7696
1.618	0.7564
1.000	0.7482
0.618	0.7432
HIGH	0.7350
0.618	0.7300
0.500	0.7284
0.382	0.7268
LOW	0.7218
0.618	0.7136
1.000	0.7086
1.618	0.7004
2.618	0.6872
4.250	0.6657

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	0.7284	0.7284
PP	0.7281	0.7281
S1	0.7279	0.7279

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

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