CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	0.7273	0.7290	0.0017	0.2%	0.7251
High	0.7350	0.7299	-0.0051	-0.7%	0.7350
Low	0.7218	0.7244	0.0026	0.4%	0.7218
Close	0.7276	0.7253	-0.0023	-0.3%	0.7276
Range	0.0132	0.0055	-0.0077	-58.3%	0.0132
ATR	0.0090	0.0087	-0.0002	-2.8%	0.0000
Volume	126,013	60,484	-65,529	-52.0%	454,803

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7430	0.7397	0.7283
R3	0.7375	0.7342	0.7268
R2	0.7320	0.7320	0.7263
R1	0.7287	0.7287	0.7258	0.7276
PP	0.7265	0.7265	0.7265	0.7260
S1	0.7232	0.7232	0.7248	0.7221
S2	0.7210	0.7210	0.7243
S3	0.7155	0.7177	0.7238
S4	0.7100	0.7122	0.7223

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%	0.0082	1.1%	27%	False	False	87,680
10	0.7427	0.7218	0.0209	2.9%	0.0082	1.1%	17%	False	False	84,925
20	0.7473	0.7218	0.0255	3.5%	0.0086	1.2%	14%	False	False	83,536
40	0.7814	0.7218	0.0596	8.2%	0.0091	1.3%	6%	False	False	75,957
60	0.8109	0.7218	0.0891	12.3%	0.0093	1.3%	4%	False	False	51,256
80	0.8109	0.7218	0.0891	12.3%	0.0094	1.3%	4%	False	False	38,483
100	0.8109	0.7218	0.0891	12.3%	0.0092	1.3%	4%	False	False	30,799
120	0.8109	0.7218	0.0891	12.3%	0.0081	1.1%	4%	False	False	25,667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7533
2.618	0.7443
1.618	0.7388
1.000	0.7354
0.618	0.7333
HIGH	0.7299
0.618	0.7278
0.500	0.7272
0.382	0.7265
LOW	0.7244
0.618	0.7210
1.000	0.7189
1.618	0.7155
2.618	0.7100
4.250	0.7010

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	0.7272	0.7284
PP	0.7265	0.7274
S1	0.7259	0.7263

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

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