CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	0.7299	0.7135	-0.0164	-2.2%	0.7366
High	0.7305	0.7243	-0.0062	-0.8%	0.7379
Low	0.7033	0.7115	0.0082	1.2%	0.7276
Close	0.7162	0.7150	-0.0012	-0.2%	0.7319
Range	0.0272	0.0128	-0.0144	-52.9%	0.0103
ATR	0.0101	0.0103	0.0002	1.9%	0.0000
Volume	171,624	130,671	-40,953	-23.9%	395,236

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7480	0.7220
R3	0.7425	0.7352	0.7185
R2	0.7297	0.7297	0.7173
R1	0.7224	0.7224	0.7162	0.7261
PP	0.7169	0.7169	0.7169	0.7188
S1	0.7096	0.7096	0.7138	0.7133
S2	0.7041	0.7041	0.7127
S3	0.6913	0.6968	0.7115
S4	0.6785	0.6840	0.7080

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	0.7366	0.7033	0.0333	4.7%	0.0125	1.8%	35%	False	False	114,334
10	0.7398	0.7033	0.0365	5.1%	0.0104	1.5%	32%	False	False	102,283
20	0.7426	0.7033	0.0393	5.5%	0.0100	1.4%	30%	False	False	98,838
40	0.7708	0.7033	0.0675	9.4%	0.0095	1.3%	17%	False	False	91,562
60	0.7814	0.7033	0.0781	10.9%	0.0097	1.4%	15%	False	False	78,236
80	0.8109	0.7033	0.1076	15.0%	0.0096	1.3%	11%	False	False	58,815
100	0.8109	0.7033	0.1076	15.0%	0.0095	1.3%	11%	False	False	47,082
120	0.8109	0.7033	0.1076	15.0%	0.0093	1.3%	11%	False	False	39,243

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7787
2.618	0.7578
1.618	0.7450
1.000	0.7371
0.618	0.7322
HIGH	0.7243
0.618	0.7194
0.500	0.7179
0.382	0.7164
LOW	0.7115
0.618	0.7036
1.000	0.6987
1.618	0.6908
2.618	0.6780
4.250	0.6571

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	0.7179	0.7192
PP	0.7169	0.7178
S1	0.7160	0.7164

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

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