CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	0.7216	0.7292	0.0076	1.1%	0.7302
High	0.7289	0.7295	0.0006	0.1%	0.7386
Low	0.7216	0.7241	0.0025	0.3%	0.7209
Close	0.7275	0.7254	-0.0021	-0.3%	0.7229
Range	0.0073	0.0054	-0.0019	-26.0%	0.0177
ATR	0.0071	0.0070	-0.0001	-1.7%	0.0000
Volume	286	516	230	80.4%	476

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7394	0.7284
R3	0.7371	0.7340	0.7269
R2	0.7317	0.7317	0.7264
R1	0.7286	0.7286	0.7259	0.7275
PP	0.7263	0.7263	0.7263	0.7258
S1	0.7232	0.7232	0.7249	0.7221
S2	0.7209	0.7209	0.7244
S3	0.7155	0.7178	0.7239
S4	0.7101	0.7124	0.7224

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	0.7358	0.7209	0.0149	2.1%	0.0064	0.9%	30%	False	False	275
10	0.7386	0.7209	0.0177	2.4%	0.0063	0.9%	25%	False	False	213
20	0.7660	0.7209	0.0451	6.2%	0.0071	1.0%	10%	False	False	162
40	0.7764	0.7209	0.0555	7.7%	0.0066	0.9%	8%	False	False	93
60	0.8046	0.7209	0.0837	11.5%	0.0051	0.7%	5%	False	False	62
80	0.8046	0.7209	0.0837	11.5%	0.0045	0.6%	5%	False	False	48
100	0.8046	0.7209	0.0837	11.5%	0.0043	0.6%	5%	False	False	40
120	0.8046	0.7209	0.0837	11.5%	0.0037	0.5%	5%	False	False	34

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7525
2.618	0.7436
1.618	0.7382
1.000	0.7349
0.618	0.7328
HIGH	0.7295
0.618	0.7274
0.500	0.7268
0.382	0.7262
LOW	0.7241
0.618	0.7208
1.000	0.7187
1.618	0.7154
2.618	0.7100
4.250	0.7012

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	0.7268	0.7256
PP	0.7263	0.7255
S1	0.7259	0.7255

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

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