CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	0.7290	0.7261	-0.0029	-0.4%	0.7251
High	0.7299	0.7413	0.0114	1.6%	0.7350
Low	0.7244	0.7247	0.0003	0.0%	0.7218
Close	0.7253	0.7368	0.0115	1.6%	0.7276
Range	0.0055	0.0166	0.0111	201.8%	0.0132
ATR	0.0087	0.0093	0.0006	6.4%	0.0000
Volume	60,484	131,438	70,954	117.3%	454,803

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7770	0.7459
R3	0.7675	0.7604	0.7414
R2	0.7509	0.7509	0.7398
R1	0.7438	0.7438	0.7383	0.7474
PP	0.7343	0.7343	0.7343	0.7360
S1	0.7272	0.7272	0.7353	0.7308
S2	0.7177	0.7177	0.7338
S3	0.7011	0.7106	0.7322
S4	0.6845	0.6940	0.7277

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	0.7413	0.7218	0.0195	2.6%	0.0098	1.3%	77%	True	False	95,814
10	0.7417	0.7218	0.0199	2.7%	0.0088	1.2%	75%	False	False	89,810
20	0.7472	0.7218	0.0254	3.4%	0.0089	1.2%	59%	False	False	84,925
40	0.7814	0.7218	0.0596	8.1%	0.0093	1.3%	25%	False	False	78,605
60	0.8109	0.7218	0.0891	12.1%	0.0094	1.3%	17%	False	False	53,444
80	0.8109	0.7218	0.0891	12.1%	0.0095	1.3%	17%	False	False	40,125
100	0.8109	0.7218	0.0891	12.1%	0.0093	1.3%	17%	False	False	32,113
120	0.8109	0.7218	0.0891	12.1%	0.0082	1.1%	17%	False	False	26,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8119
2.618	0.7848
1.618	0.7682
1.000	0.7579
0.618	0.7516
HIGH	0.7413
0.618	0.7350
0.500	0.7330
0.382	0.7310
LOW	0.7247
0.618	0.7144
1.000	0.7081
1.618	0.6978
2.618	0.6812
4.250	0.6542

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	0.7355	0.7351
PP	0.7343	0.7333
S1	0.7330	0.7316

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

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