CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	0.7012	0.7036	0.0024	0.3%	0.7299
High	0.7044	0.7061	0.0017	0.2%	0.7305
Low	0.6977	0.6990	0.0013	0.2%	0.7033
Close	0.7025	0.7010	-0.0015	-0.2%	0.7161
Range	0.0067	0.0071	0.0004	6.0%	0.0272
ATR	0.0099	0.0097	-0.0002	-2.0%	0.0000
Volume	92,808	77,712	-15,096	-16.3%	574,450

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7233	0.7193	0.7049
R3	0.7162	0.7122	0.7030
R2	0.7091	0.7091	0.7023
R1	0.7051	0.7051	0.7017	0.7036
PP	0.7020	0.7020	0.7020	0.7013
S1	0.6980	0.6980	0.7003	0.6965
S2	0.6949	0.6949	0.6997
S3	0.6878	0.6909	0.6990
S4	0.6807	0.6838	0.6971

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%	0.0090	1.3%	15%	False	False	80,480
10	0.7351	0.6977	0.0374	5.3%	0.0109	1.6%	9%	False	False	100,453
20	0.7426	0.6977	0.0449	6.4%	0.0099	1.4%	7%	False	False	98,146
40	0.7472	0.6977	0.0495	7.1%	0.0093	1.3%	7%	False	False	90,083
60	0.7814	0.6977	0.0837	11.9%	0.0093	1.3%	4%	False	False	85,691
80	0.8109	0.6977	0.1132	16.1%	0.0095	1.4%	3%	False	False	66,395
100	0.8109	0.6977	0.1132	16.1%	0.0095	1.4%	3%	False	False	53,150
120	0.8109	0.6977	0.1132	16.1%	0.0095	1.4%	3%	False	False	44,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7363
2.618	0.7247
1.618	0.7176
1.000	0.7132
0.618	0.7105
HIGH	0.7061
0.618	0.7034
0.500	0.7026
0.382	0.7017
LOW	0.6990
0.618	0.6946
1.000	0.6919
1.618	0.6875
2.618	0.6804
4.250	0.6688

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	0.7026	0.7064
PP	0.7020	0.7046
S1	0.7015	0.7028

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

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