CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	0.7292	0.7246	-0.0046	-0.6%	0.7302
High	0.7295	0.7265	-0.0030	-0.4%	0.7386
Low	0.7241	0.7213	-0.0028	-0.4%	0.7209
Close	0.7254	0.7235	-0.0019	-0.3%	0.7229
Range	0.0054	0.0052	-0.0002	-3.7%	0.0177
ATR	0.0070	0.0069	-0.0001	-1.8%	0.0000
Volume	516	118	-398	-77.1%	476

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7394	0.7366	0.7264
R3	0.7342	0.7314	0.7249
R2	0.7290	0.7290	0.7245
R1	0.7262	0.7262	0.7240	0.7250
PP	0.7238	0.7238	0.7238	0.7232
S1	0.7210	0.7210	0.7230	0.7198
S2	0.7186	0.7186	0.7225
S3	0.7134	0.7158	0.7221
S4	0.7082	0.7106	0.7206

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	0.7298	0.7209	0.0089	1.2%	0.0063	0.9%	29%	False	False	283
10	0.7386	0.7209	0.0177	2.4%	0.0061	0.8%	15%	False	False	193
20	0.7586	0.7209	0.0377	5.2%	0.0069	1.0%	7%	False	False	166
40	0.7764	0.7209	0.0555	7.7%	0.0066	0.9%	5%	False	False	96
60	0.8046	0.7209	0.0837	11.6%	0.0051	0.7%	3%	False	False	64
80	0.8046	0.7209	0.0837	11.6%	0.0045	0.6%	3%	False	False	49
100	0.8046	0.7209	0.0837	11.6%	0.0043	0.6%	3%	False	False	41
120	0.8046	0.7209	0.0837	11.6%	0.0037	0.5%	3%	False	False	35

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7486
2.618	0.7401
1.618	0.7349
1.000	0.7317
0.618	0.7297
HIGH	0.7265
0.618	0.7245
0.500	0.7239
0.382	0.7233
LOW	0.7213
0.618	0.7181
1.000	0.7161
1.618	0.7129
2.618	0.7077
4.250	0.6992

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	0.7239	0.7254
PP	0.7238	0.7248
S1	0.7236	0.7241

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

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