CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	0.7330	0.7397	0.0067	0.9%	0.7290
High	0.7407	0.7409	0.0002	0.0%	0.7413
Low	0.7319	0.7339	0.0020	0.3%	0.7244
Close	0.7395	0.7394	-0.0001	0.0%	0.7395
Range	0.0088	0.0070	-0.0018	-20.5%	0.0169
ATR	0.0090	0.0088	-0.0001	-1.6%	0.0000
Volume	115,177	76,959	-38,218	-33.2%	449,323

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7562	0.7433
R3	0.7521	0.7492	0.7413
R2	0.7451	0.7451	0.7407
R1	0.7422	0.7422	0.7400	0.7402
PP	0.7381	0.7381	0.7381	0.7370
S1	0.7352	0.7352	0.7388	0.7332
S2	0.7311	0.7311	0.7381
S3	0.7241	0.7282	0.7375
S4	0.7171	0.7212	0.7356

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7858	0.7795	0.7488
R3	0.7689	0.7626	0.7441
R2	0.7520	0.7520	0.7426
R1	0.7457	0.7457	0.7410	0.7489
PP	0.7351	0.7351	0.7351	0.7366
S1	0.7288	0.7288	0.7380	0.7320
S2	0.7182	0.7182	0.7364
S3	0.7013	0.7119	0.7349
S4	0.6844	0.6950	0.7302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7247	0.0166	2.2%	0.0094	1.3%	89%	False	False	93,159
10	0.7413	0.7218	0.0195	2.6%	0.0088	1.2%	90%	False	False	90,420
20	0.7464	0.7218	0.0246	3.3%	0.0086	1.2%	72%	False	False	83,171
40	0.7814	0.7218	0.0596	8.1%	0.0090	1.2%	30%	False	False	81,550
60	0.8034	0.7218	0.0816	11.0%	0.0092	1.2%	22%	False	False	59,004
80	0.8109	0.7218	0.0891	12.1%	0.0094	1.3%	20%	False	False	44,301
100	0.8109	0.7218	0.0891	12.1%	0.0092	1.2%	20%	False	False	35,456
120	0.8109	0.7218	0.0891	12.1%	0.0084	1.1%	20%	False	False	29,549

Crabel Price Patterns
NR	True
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7707
2.618	0.7592
1.618	0.7522
1.000	0.7479
0.618	0.7452
HIGH	0.7409
0.618	0.7382
0.500	0.7374
0.382	0.7366
LOW	0.7339
0.618	0.7296
1.000	0.7269
1.618	0.7226
2.618	0.7156
4.250	0.7042

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	0.7387	0.7381
PP	0.7381	0.7368
S1	0.7374	0.7355

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

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