CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	0.7327	0.7299	-0.0028	-0.4%	0.7366
High	0.7351	0.7305	-0.0046	-0.6%	0.7379
Low	0.7278	0.7033	-0.0245	-3.4%	0.7276
Close	0.7319	0.7162	-0.0157	-2.1%	0.7319
Range	0.0073	0.0272	0.0199	272.6%	0.0103
ATR	0.0086	0.0101	0.0014	16.5%	0.0000
Volume	94,794	171,624	76,830	81.0%	395,236

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7844	0.7312
R3	0.7711	0.7572	0.7237
R2	0.7439	0.7439	0.7212
R1	0.7300	0.7300	0.7187	0.7234
PP	0.7167	0.7167	0.7167	0.7133
S1	0.7028	0.7028	0.7137	0.6962
S2	0.6895	0.6895	0.7112
S3	0.6623	0.6756	0.7087
S4	0.6351	0.6484	0.7012

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7579	0.7376
R3	0.7531	0.7476	0.7347
R2	0.7428	0.7428	0.7338
R1	0.7373	0.7373	0.7328	0.7349
PP	0.7325	0.7325	0.7325	0.7313
S1	0.7270	0.7270	0.7310	0.7246
S2	0.7222	0.7222	0.7300
S3	0.7119	0.7167	0.7291
S4	0.7016	0.7064	0.7262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7376	0.7033	0.0343	4.8%	0.0113	1.6%	38%	False	True	102,953
10	0.7426	0.7033	0.0393	5.5%	0.0107	1.5%	33%	False	True	103,267
20	0.7426	0.7033	0.0393	5.5%	0.0097	1.4%	33%	False	True	96,843
40	0.7708	0.7033	0.0675	9.4%	0.0095	1.3%	19%	False	True	90,465
60	0.7814	0.7033	0.0781	10.9%	0.0096	1.3%	17%	False	True	76,086
80	0.8109	0.7033	0.1076	15.0%	0.0096	1.3%	12%	False	True	57,187
100	0.8109	0.7033	0.1076	15.0%	0.0095	1.3%	12%	False	True	45,777
120	0.8109	0.7033	0.1076	15.0%	0.0092	1.3%	12%	False	True	38,154

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	0.0026
Widest range in 210 trading days

Fibonacci Retracements and Extensions
4.250	0.8461
2.618	0.8017
1.618	0.7745
1.000	0.7577
0.618	0.7473
HIGH	0.7305
0.618	0.7201
0.500	0.7169
0.382	0.7137
LOW	0.7033
0.618	0.6865
1.000	0.6761
1.618	0.6593
2.618	0.6321
4.250	0.5877

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	0.7169	0.7199
PP	0.7167	0.7187
S1	0.7164	0.7174

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

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