CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	0.7293	0.7369	0.0076	1.0%	0.7290
High	0.7375	0.7398	0.0023	0.3%	0.7413
Low	0.7201	0.7311	0.0110	1.5%	0.7244
Close	0.7363	0.7350	-0.0013	-0.2%	0.7395
Range	0.0174	0.0087	-0.0087	-50.0%	0.0169
ATR	0.0099	0.0098	-0.0001	-0.9%	0.0000
Volume	170,615	87,474	-83,141	-48.7%	449,323

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7569	0.7398
R3	0.7527	0.7482	0.7374
R2	0.7440	0.7440	0.7366
R1	0.7395	0.7395	0.7358	0.7374
PP	0.7353	0.7353	0.7353	0.7343
S1	0.7308	0.7308	0.7342	0.7287
S2	0.7266	0.7266	0.7334
S3	0.7179	0.7221	0.7326
S4	0.7092	0.7134	0.7302

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%	0.0115	1.6%	66%	False	False	118,147
10	0.7426	0.7201	0.0225	3.1%	0.0107	1.5%	66%	False	False	105,089
20	0.7427	0.7201	0.0226	3.1%	0.0091	1.2%	66%	False	False	91,380
40	0.7814	0.7201	0.0613	8.3%	0.0094	1.3%	24%	False	False	86,345
60	0.7880	0.7201	0.0679	9.2%	0.0095	1.3%	22%	False	False	65,616
80	0.8109	0.7201	0.0908	12.4%	0.0096	1.3%	16%	False	False	49,279
100	0.8109	0.7201	0.0908	12.4%	0.0092	1.3%	16%	False	False	39,441
120	0.8109	0.7201	0.0908	12.4%	0.0087	1.2%	16%	False	False	32,870

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7626
1.618	0.7539
1.000	0.7485
0.618	0.7452
HIGH	0.7398
0.618	0.7365
0.500	0.7355
0.382	0.7344
LOW	0.7311
0.618	0.7257
1.000	0.7224
1.618	0.7170
2.618	0.7083
4.250	0.6941

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	0.7355	0.7338
PP	0.7353	0.7326
S1	0.7352	0.7314

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

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