CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	0.7362	0.7302	-0.0060	-0.8%	0.7380
High	0.7362	0.7322	-0.0040	-0.5%	0.7422
Low	0.7319	0.7280	-0.0039	-0.5%	0.7300
Close	0.7320	0.7317	-0.0003	0.0%	0.7320
Range	0.0043	0.0042	-0.0001	-2.3%	0.0122
ATR	0.0073	0.0071	-0.0002	-3.1%	0.0000
Volume	74	168	94	127.0%	1,134

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7417	0.7340
R3	0.7390	0.7375	0.7329
R2	0.7348	0.7348	0.7325
R1	0.7333	0.7333	0.7321	0.7341
PP	0.7306	0.7306	0.7306	0.7310
S1	0.7291	0.7291	0.7313	0.7299
S2	0.7264	0.7264	0.7309
S3	0.7222	0.7249	0.7305
S4	0.7180	0.7207	0.7294

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7639	0.7387
R3	0.7591	0.7517	0.7354
R2	0.7469	0.7469	0.7342
R1	0.7395	0.7395	0.7331	0.7371
PP	0.7347	0.7347	0.7347	0.7336
S1	0.7273	0.7273	0.7309	0.7249
S2	0.7225	0.7225	0.7298
S3	0.7103	0.7151	0.7286
S4	0.6981	0.7029	0.7253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7422	0.7280	0.0142	1.9%	0.0071	1.0%	26%	False	True	202
10	0.7436	0.7280	0.0156	2.1%	0.0071	1.0%	24%	False	True	158
20	0.7719	0.7280	0.0439	6.0%	0.0070	1.0%	8%	False	True	94
40	0.7764	0.7280	0.0484	6.6%	0.0058	0.8%	8%	False	True	54
60	0.8046	0.7280	0.0766	10.5%	0.0048	0.7%	5%	False	True	37
80	0.8046	0.7280	0.0766	10.5%	0.0041	0.6%	5%	False	True	29
100	0.8046	0.7280	0.0766	10.5%	0.0039	0.5%	5%	False	True	25
120	0.8046	0.7280	0.0766	10.5%	0.0034	0.5%	5%	False	True	21

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	0.0010
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7501
2.618	0.7432
1.618	0.7390
1.000	0.7364
0.618	0.7348
HIGH	0.7322
0.618	0.7306
0.500	0.7301
0.382	0.7296
LOW	0.7280
0.618	0.7254
1.000	0.7238
1.618	0.7212
2.618	0.7170
4.250	0.7102

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	0.7312	0.7328
PP	0.7306	0.7324
S1	0.7301	0.7321

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

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