CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	0.7302	0.7293	-0.0009	-0.1%	0.7380
High	0.7322	0.7386	0.0064	0.9%	0.7422
Low	0.7280	0.7293	0.0013	0.2%	0.7300
Close	0.7317	0.7367	0.0050	0.7%	0.7320
Range	0.0042	0.0093	0.0051	121.4%	0.0122
ATR	0.0071	0.0073	0.0002	2.2%	0.0000
Volume	168	143	-25	-14.9%	1,134

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7628	0.7590	0.7418
R3	0.7535	0.7497	0.7393
R2	0.7442	0.7442	0.7384
R1	0.7404	0.7404	0.7376	0.7423
PP	0.7349	0.7349	0.7349	0.7358
S1	0.7311	0.7311	0.7358	0.7330
S2	0.7256	0.7256	0.7350
S3	0.7163	0.7218	0.7341
S4	0.7070	0.7125	0.7316

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%	0.0074	1.0%	61%	False	False	209
10	0.7436	0.7280	0.0156	2.1%	0.0074	1.0%	56%	False	False	165
20	0.7698	0.7280	0.0418	5.7%	0.0071	1.0%	21%	False	False	100
40	0.7764	0.7280	0.0484	6.6%	0.0061	0.8%	18%	False	False	58
60	0.8046	0.7280	0.0766	10.4%	0.0049	0.7%	11%	False	False	39
80	0.8046	0.7280	0.0766	10.4%	0.0042	0.6%	11%	False	False	31
100	0.8046	0.7280	0.0766	10.4%	0.0039	0.5%	11%	False	False	26
120	0.8046	0.7280	0.0766	10.4%	0.0035	0.5%	11%	False	False	22

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7629
1.618	0.7536
1.000	0.7479
0.618	0.7443
HIGH	0.7386
0.618	0.7350
0.500	0.7340
0.382	0.7329
LOW	0.7293
0.618	0.7236
1.000	0.7200
1.618	0.7143
2.618	0.7050
4.250	0.6898

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	0.7358	0.7356
PP	0.7349	0.7344
S1	0.7340	0.7333

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

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