CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	0.7261	0.7366	0.0105	1.4%	0.7251
High	0.7413	0.7380	-0.0033	-0.4%	0.7350
Low	0.7247	0.7318	0.0071	1.0%	0.7218
Close	0.7368	0.7331	-0.0037	-0.5%	0.7276
Range	0.0166	0.0062	-0.0104	-62.7%	0.0132
ATR	0.0093	0.0091	-0.0002	-2.4%	0.0000
Volume	131,438	81,316	-50,122	-38.1%	454,803

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7529	0.7492	0.7365
R3	0.7467	0.7430	0.7348
R2	0.7405	0.7405	0.7342
R1	0.7368	0.7368	0.7337	0.7356
PP	0.7343	0.7343	0.7343	0.7337
S1	0.7306	0.7306	0.7325	0.7294
S2	0.7281	0.7281	0.7320
S3	0.7219	0.7244	0.7314
S4	0.7157	0.7182	0.7297

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	2.7%	0.0097	1.3%	58%	False	False	96,368
10	0.7413	0.7218	0.0195	2.7%	0.0086	1.2%	58%	False	False	89,030
20	0.7472	0.7218	0.0254	3.5%	0.0088	1.2%	44%	False	False	83,563
40	0.7814	0.7218	0.0596	8.1%	0.0092	1.3%	19%	False	False	79,727
60	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	13%	False	False	54,797
80	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	13%	False	False	41,141
100	0.8109	0.7218	0.0891	12.2%	0.0094	1.3%	13%	False	False	32,926
120	0.8109	0.7218	0.0891	12.2%	0.0083	1.1%	13%	False	False	27,440

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

Fibonacci Retracements and Extensions
4.250	0.7644
2.618	0.7542
1.618	0.7480
1.000	0.7442
0.618	0.7418
HIGH	0.7380
0.618	0.7356
0.500	0.7349
0.382	0.7342
LOW	0.7318
0.618	0.7280
1.000	0.7256
1.618	0.7218
2.618	0.7156
4.250	0.7055

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	0.7349	0.7330
PP	0.7343	0.7329
S1	0.7337	0.7329

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

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