CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	0.7366	0.7331	-0.0035	-0.5%	0.7380
High	0.7366	0.7358	-0.0008	-0.1%	0.7422
Low	0.7306	0.7300	-0.0006	-0.1%	0.7300
Close	0.7315	0.7308	-0.0007	-0.1%	0.7320
Range	0.0060	0.0058	-0.0002	-3.3%	0.0122
ATR	0.0072	0.0071	-0.0001	-1.4%	0.0000
Volume	51	78	27	52.9%	1,134

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7460	0.7340
R3	0.7438	0.7402	0.7324
R2	0.7380	0.7380	0.7319
R1	0.7344	0.7344	0.7313	0.7333
PP	0.7322	0.7322	0.7322	0.7317
S1	0.7286	0.7286	0.7303	0.7275
S2	0.7264	0.7264	0.7297
S3	0.7206	0.7228	0.7292
S4	0.7148	0.7170	0.7276

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	1.5%	0.0059	0.8%	26%	False	False	102
10	0.7436	0.7280	0.0156	2.1%	0.0071	1.0%	18%	False	False	170
20	0.7676	0.7280	0.0396	5.4%	0.0070	1.0%	7%	False	False	104
40	0.7764	0.7280	0.0484	6.6%	0.0062	0.8%	6%	False	False	61
60	0.8046	0.7280	0.0766	10.5%	0.0049	0.7%	4%	False	False	41
80	0.8046	0.7280	0.0766	10.5%	0.0043	0.6%	4%	False	False	32
100	0.8046	0.7280	0.0766	10.5%	0.0041	0.6%	4%	False	False	27
120	0.8046	0.7280	0.0766	10.5%	0.0036	0.5%	4%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7605
2.618	0.7510
1.618	0.7452
1.000	0.7416
0.618	0.7394
HIGH	0.7358
0.618	0.7336
0.500	0.7329
0.382	0.7322
LOW	0.7300
0.618	0.7264
1.000	0.7242
1.618	0.7206
2.618	0.7148
4.250	0.7054

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	0.7329	0.7340
PP	0.7322	0.7329
S1	0.7315	0.7319

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

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