CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	0.7397	0.7293	-0.0104	-1.4%	0.7290
High	0.7426	0.7375	-0.0051	-0.7%	0.7413
Low	0.7270	0.7201	-0.0069	-0.9%	0.7244
Close	0.7277	0.7363	0.0086	1.2%	0.7395
Range	0.0156	0.0174	0.0018	11.5%	0.0169
ATR	0.0093	0.0099	0.0006	6.2%	0.0000
Volume	140,513	170,615	30,102	21.4%	449,323

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7835	0.7773	0.7459
R3	0.7661	0.7599	0.7411
R2	0.7487	0.7487	0.7395
R1	0.7425	0.7425	0.7379	0.7456
PP	0.7313	0.7313	0.7313	0.7329
S1	0.7251	0.7251	0.7347	0.7282
S2	0.7139	0.7139	0.7331
S3	0.6965	0.7077	0.7315
S4	0.6791	0.6903	0.7267

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	0.7426	0.7201	0.0225	3.1%	0.0114	1.5%	72%	False	True	112,834
10	0.7426	0.7201	0.0225	3.1%	0.0105	1.4%	72%	False	True	104,601
20	0.7427	0.7201	0.0226	3.1%	0.0091	1.2%	72%	False	True	90,454
40	0.7814	0.7201	0.0613	8.3%	0.0095	1.3%	26%	False	True	86,686
60	0.7956	0.7201	0.0755	10.3%	0.0095	1.3%	21%	False	True	64,179
80	0.8109	0.7201	0.0908	12.3%	0.0095	1.3%	18%	False	True	48,187
100	0.8109	0.7201	0.0908	12.3%	0.0092	1.3%	18%	False	True	38,566
120	0.8109	0.7201	0.0908	12.3%	0.0087	1.2%	18%	False	True	32,141

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	0.0029
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.8115
2.618	0.7831
1.618	0.7657
1.000	0.7549
0.618	0.7483
HIGH	0.7375
0.618	0.7309
0.500	0.7288
0.382	0.7267
LOW	0.7201
0.618	0.7093
1.000	0.7027
1.618	0.6919
2.618	0.6745
4.250	0.6462

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	0.7338	0.7347
PP	0.7313	0.7330
S1	0.7288	0.7314

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

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