CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	0.7331	0.7298	-0.0033	-0.5%	0.7302
High	0.7358	0.7298	-0.0060	-0.8%	0.7386
Low	0.7300	0.7209	-0.0091	-1.2%	0.7209
Close	0.7308	0.7229	-0.0079	-1.1%	0.7229
Range	0.0058	0.0089	0.0031	53.4%	0.0177
ATR	0.0071	0.0073	0.0002	2.8%	0.0000
Volume	78	36	-42	-53.8%	476

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7460	0.7278
R3	0.7423	0.7371	0.7253
R2	0.7334	0.7334	0.7245
R1	0.7282	0.7282	0.7237	0.7264
PP	0.7245	0.7245	0.7245	0.7236
S1	0.7193	0.7193	0.7221	0.7175
S2	0.7156	0.7156	0.7213
S3	0.7067	0.7104	0.7205
S4	0.6978	0.7015	0.7180

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7806	0.7694	0.7326
R3	0.7629	0.7517	0.7278
R2	0.7452	0.7452	0.7261
R1	0.7340	0.7340	0.7245	0.7308
PP	0.7275	0.7275	0.7275	0.7258
S1	0.7163	0.7163	0.7213	0.7131
S2	0.7098	0.7098	0.7197
S3	0.6921	0.6986	0.7180
S4	0.6744	0.6809	0.7132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7386	0.7209	0.0177	2.4%	0.0068	0.9%	11%	False	True	95
10	0.7422	0.7209	0.0213	2.9%	0.0072	1.0%	9%	False	True	161
20	0.7660	0.7209	0.0451	6.2%	0.0073	1.0%	4%	False	True	103
40	0.7764	0.7209	0.0555	7.7%	0.0062	0.9%	4%	False	True	61
60	0.8046	0.7209	0.0837	11.6%	0.0050	0.7%	2%	False	True	42
80	0.8046	0.7209	0.0837	11.6%	0.0044	0.6%	2%	False	True	33
100	0.8046	0.7209	0.0837	11.6%	0.0042	0.6%	2%	False	True	27
120	0.8046	0.7209	0.0837	11.6%	0.0036	0.5%	2%	False	True	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7531
1.618	0.7442
1.000	0.7387
0.618	0.7353
HIGH	0.7298
0.618	0.7264
0.500	0.7254
0.382	0.7243
LOW	0.7209
0.618	0.7154
1.000	0.7120
1.618	0.7065
2.618	0.6976
4.250	0.6831

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	0.7254	0.7288
PP	0.7245	0.7268
S1	0.7237	0.7249

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

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