CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	0.7036	0.7008	-0.0028	-0.4%	0.7159
High	0.7061	0.7018	-0.0043	-0.6%	0.7160
Low	0.6990	0.6905	-0.0085	-1.2%	0.6905
Close	0.7010	0.6923	-0.0087	-1.2%	0.6923
Range	0.0071	0.0113	0.0042	59.2%	0.0255
ATR	0.0097	0.0098	0.0001	1.2%	0.0000
Volume	77,712	105,099	27,387	35.2%	440,392

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7288	0.7218	0.6985
R3	0.7175	0.7105	0.6954
R2	0.7062	0.7062	0.6944
R1	0.6992	0.6992	0.6933	0.6971
PP	0.6949	0.6949	0.6949	0.6938
S1	0.6879	0.6879	0.6913	0.6858
S2	0.6836	0.6836	0.6902
S3	0.6723	0.6766	0.6892
S4	0.6610	0.6653	0.6861

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7761	0.7597	0.7063
R3	0.7506	0.7342	0.6993
R2	0.7251	0.7251	0.6970
R1	0.7087	0.7087	0.6946	0.7042
PP	0.6996	0.6996	0.6996	0.6973
S1	0.6832	0.6832	0.6900	0.6787
S2	0.6741	0.6741	0.6876
S3	0.6486	0.6577	0.6853
S4	0.6231	0.6322	0.6783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7160	0.6905	0.0255	3.7%	0.0095	1.4%	7%	False	True	88,078
10	0.7305	0.6905	0.0400	5.8%	0.0113	1.6%	5%	False	True	101,484
20	0.7426	0.6905	0.0521	7.5%	0.0100	1.4%	3%	False	True	97,642
40	0.7464	0.6905	0.0559	8.1%	0.0093	1.3%	3%	False	True	90,496
60	0.7814	0.6905	0.0909	13.1%	0.0094	1.4%	2%	False	True	86,768
80	0.8109	0.6905	0.1204	17.4%	0.0095	1.4%	1%	False	True	67,706
100	0.8109	0.6905	0.1204	17.4%	0.0095	1.4%	1%	False	True	54,200
120	0.8109	0.6905	0.1204	17.4%	0.0094	1.4%	1%	False	True	45,179

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7498
2.618	0.7314
1.618	0.7201
1.000	0.7131
0.618	0.7088
HIGH	0.7018
0.618	0.6975
0.500	0.6962
0.382	0.6948
LOW	0.6905
0.618	0.6835
1.000	0.6792
1.618	0.6722
2.618	0.6609
4.250	0.6425

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	0.6962	0.6983
PP	0.6949	0.6963
S1	0.6936	0.6943

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

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