CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	0.7008	0.6911	-0.0097	-1.4%	0.7159
High	0.7018	0.7037	0.0019	0.3%	0.7160
Low	0.6905	0.6910	0.0005	0.1%	0.6905
Close	0.6923	0.7026	0.0103	1.5%	0.6923
Range	0.0113	0.0127	0.0014	12.4%	0.0255
ATR	0.0098	0.0100	0.0002	2.1%	0.0000
Volume	105,099	155,349	50,250	47.8%	440,392

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7372	0.7326	0.7096
R3	0.7245	0.7199	0.7061
R2	0.7118	0.7118	0.7049
R1	0.7072	0.7072	0.7038	0.7095
PP	0.6991	0.6991	0.6991	0.7003
S1	0.6945	0.6945	0.7014	0.6968
S2	0.6864	0.6864	0.7003
S3	0.6737	0.6818	0.6991
S4	0.6610	0.6691	0.6956

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	0.7150	0.6905	0.0245	3.5%	0.0104	1.5%	49%	False	False	106,815
10	0.7243	0.6905	0.0338	4.8%	0.0098	1.4%	36%	False	False	99,856
20	0.7426	0.6905	0.0521	7.4%	0.0103	1.5%	23%	False	False	101,561
40	0.7464	0.6905	0.0559	8.0%	0.0094	1.3%	22%	False	False	92,366
60	0.7814	0.6905	0.0909	12.9%	0.0094	1.3%	13%	False	False	88,220
80	0.8034	0.6905	0.1129	16.1%	0.0095	1.4%	11%	False	False	69,643
100	0.8109	0.6905	0.1204	17.1%	0.0095	1.4%	10%	False	False	55,753
120	0.8109	0.6905	0.1204	17.1%	0.0093	1.3%	10%	False	False	46,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7577
2.618	0.7369
1.618	0.7242
1.000	0.7164
0.618	0.7115
HIGH	0.7037
0.618	0.6988
0.500	0.6974
0.382	0.6959
LOW	0.6910
0.618	0.6832
1.000	0.6783
1.618	0.6705
2.618	0.6578
4.250	0.6370

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	0.7009	0.7012
PP	0.6991	0.6997
S1	0.6974	0.6983

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

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