CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	0.7293	0.7366	0.0073	1.0%	0.7380
High	0.7386	0.7366	-0.0020	-0.3%	0.7422
Low	0.7293	0.7306	0.0013	0.2%	0.7300
Close	0.7367	0.7315	-0.0052	-0.7%	0.7320
Range	0.0093	0.0060	-0.0033	-35.5%	0.0122
ATR	0.0073	0.0072	-0.0001	-1.2%	0.0000
Volume	143	51	-92	-64.3%	1,134

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7509	0.7472	0.7348
R3	0.7449	0.7412	0.7332
R2	0.7389	0.7389	0.7326
R1	0.7352	0.7352	0.7321	0.7341
PP	0.7329	0.7329	0.7329	0.7323
S1	0.7292	0.7292	0.7310	0.7281
S2	0.7269	0.7269	0.7304
S3	0.7209	0.7232	0.7299
S4	0.7149	0.7172	0.7282

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	0.7386	0.7280	0.0106	1.4%	0.0063	0.9%	33%	False	False	151
10	0.7436	0.7280	0.0156	2.1%	0.0073	1.0%	22%	False	False	164
20	0.7698	0.7280	0.0418	5.7%	0.0071	1.0%	8%	False	False	101
40	0.7764	0.7280	0.0484	6.6%	0.0061	0.8%	7%	False	False	59
60	0.8046	0.7280	0.0766	10.5%	0.0050	0.7%	5%	False	False	40
80	0.8046	0.7280	0.0766	10.5%	0.0043	0.6%	5%	False	False	31
100	0.8046	0.7280	0.0766	10.5%	0.0040	0.5%	5%	False	False	26
120	0.8046	0.7280	0.0766	10.5%	0.0035	0.5%	5%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7523
1.618	0.7463
1.000	0.7426
0.618	0.7403
HIGH	0.7366
0.618	0.7343
0.500	0.7336
0.382	0.7329
LOW	0.7306
0.618	0.7269
1.000	0.7246
1.618	0.7209
2.618	0.7149
4.250	0.7051

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	0.7336	0.7333
PP	0.7329	0.7327
S1	0.7322	0.7321

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

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