CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	0.7134	0.7121	-0.0013	-0.2%	0.7366
High	0.7147	0.7175	0.0028	0.4%	0.7379
Low	0.7063	0.7093	0.0030	0.4%	0.7276
Close	0.7090	0.7162	0.0072	1.0%	0.7319
Range	0.0084	0.0082	-0.0002	-2.4%	0.0103
ATR	0.0102	0.0100	-0.0001	-1.2%	0.0000
Volume	114,914	90,134	-24,780	-21.6%	395,236

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7389	0.7358	0.7207
R3	0.7307	0.7276	0.7185
R2	0.7225	0.7225	0.7177
R1	0.7194	0.7194	0.7170	0.7210
PP	0.7143	0.7143	0.7143	0.7151
S1	0.7112	0.7112	0.7154	0.7128
S2	0.7061	0.7061	0.7147
S3	0.6979	0.7030	0.7139
S4	0.6897	0.6948	0.7117

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	0.7351	0.7033	0.0318	4.4%	0.0128	1.8%	41%	False	False	120,427
10	0.7386	0.7033	0.0353	4.9%	0.0095	1.3%	37%	False	False	96,978
20	0.7426	0.7033	0.0393	5.5%	0.0101	1.4%	33%	False	False	101,034
40	0.7627	0.7033	0.0594	8.3%	0.0095	1.3%	22%	False	False	93,117
60	0.7814	0.7033	0.0781	10.9%	0.0096	1.3%	17%	False	False	81,420
80	0.8109	0.7033	0.1076	15.0%	0.0096	1.3%	12%	False	False	61,376
100	0.8109	0.7033	0.1076	15.0%	0.0095	1.3%	12%	False	False	49,131
120	0.8109	0.7033	0.1076	15.0%	0.0093	1.3%	12%	False	False	40,952

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7390
1.618	0.7308
1.000	0.7257
0.618	0.7226
HIGH	0.7175
0.618	0.7144
0.500	0.7134
0.382	0.7124
LOW	0.7093
0.618	0.7042
1.000	0.7011
1.618	0.6960
2.618	0.6878
4.250	0.6745

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	0.7153	0.7159
PP	0.7143	0.7156
S1	0.7134	0.7153

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

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