CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	0.7109	0.7012	-0.0097	-1.4%	0.7299
High	0.7150	0.7044	-0.0106	-1.5%	0.7305
Low	0.7010	0.6977	-0.0033	-0.5%	0.7033
Close	0.7028	0.7025	-0.0003	0.0%	0.7161
Range	0.0140	0.0067	-0.0073	-52.1%	0.0272
ATR	0.0101	0.0099	-0.0002	-2.4%	0.0000
Volume	103,109	92,808	-10,301	-10.0%	574,450

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7216	0.7188	0.7062
R3	0.7149	0.7121	0.7043
R2	0.7082	0.7082	0.7037
R1	0.7054	0.7054	0.7031	0.7068
PP	0.7015	0.7015	0.7015	0.7023
S1	0.6987	0.6987	0.7019	0.7001
S2	0.6948	0.6948	0.7013
S3	0.6881	0.6920	0.7007
S4	0.6814	0.6853	0.6988

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7982	0.7844	0.7311
R3	0.7710	0.7572	0.7236
R2	0.7438	0.7438	0.7211
R1	0.7300	0.7300	0.7186	0.7233
PP	0.7166	0.7166	0.7166	0.7133
S1	0.7028	0.7028	0.7136	0.6961
S2	0.6894	0.6894	0.7111
S3	0.6622	0.6756	0.7086
S4	0.6350	0.6484	0.7011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7201	0.6977	0.0224	3.2%	0.0092	1.3%	21%	False	True	82,964
10	0.7365	0.6977	0.0388	5.5%	0.0111	1.6%	12%	False	True	101,211
20	0.7426	0.6977	0.0449	6.4%	0.0099	1.4%	11%	False	True	97,306
40	0.7472	0.6977	0.0495	7.0%	0.0094	1.3%	10%	False	True	90,434
60	0.7814	0.6977	0.0837	11.9%	0.0095	1.3%	6%	False	True	85,586
80	0.8109	0.6977	0.1132	16.1%	0.0096	1.4%	4%	False	True	65,424
100	0.8109	0.6977	0.1132	16.1%	0.0095	1.4%	4%	False	True	52,374
120	0.8109	0.6977	0.1132	16.1%	0.0095	1.3%	4%	False	True	43,656

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0023
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7329
2.618	0.7219
1.618	0.7152
1.000	0.7111
0.618	0.7085
HIGH	0.7044
0.618	0.7018
0.500	0.7011
0.382	0.7003
LOW	0.6977
0.618	0.6936
1.000	0.6910
1.618	0.6869
2.618	0.6802
4.250	0.6692

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	0.7020	0.7069
PP	0.7015	0.7054
S1	0.7011	0.7040

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

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