CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	0.7247	0.7240	-0.0007	-0.1%	0.7239
High	0.7313	0.7244	-0.0069	-0.9%	0.7313
Low	0.7189	0.7214	0.0025	0.3%	0.7189
Close	0.7242	0.7220	-0.0022	-0.3%	0.7242
Range	0.0124	0.0030	-0.0094	-75.8%	0.0124
ATR	0.0073	0.0070	-0.0003	-4.2%	0.0000
Volume	86	230	144	167.4%	1,468

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7298	0.7237
R3	0.7286	0.7268	0.7228
R2	0.7256	0.7256	0.7226
R1	0.7238	0.7238	0.7223	0.7232
PP	0.7226	0.7226	0.7226	0.7223
S1	0.7208	0.7208	0.7217	0.7202
S2	0.7196	0.7196	0.7215
S3	0.7166	0.7178	0.7212
S4	0.7136	0.7148	0.7204

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7555	0.7310
R3	0.7496	0.7431	0.7276
R2	0.7372	0.7372	0.7265
R1	0.7307	0.7307	0.7253	0.7340
PP	0.7248	0.7248	0.7248	0.7264
S1	0.7183	0.7183	0.7231	0.7216
S2	0.7124	0.7124	0.7219
S3	0.7000	0.7059	0.7208
S4	0.6876	0.6935	0.7174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7313	0.7189	0.0124	1.7%	0.0067	0.9%	25%	False	False	247
10	0.7386	0.7189	0.0197	2.7%	0.0068	0.9%	16%	False	False	200
20	0.7436	0.7189	0.0247	3.4%	0.0069	1.0%	13%	False	False	179
40	0.7764	0.7189	0.0575	8.0%	0.0067	0.9%	5%	False	False	103
60	0.8046	0.7189	0.0857	11.9%	0.0053	0.7%	4%	False	False	70
80	0.8046	0.7189	0.0857	11.9%	0.0047	0.7%	4%	False	False	53
100	0.8046	0.7189	0.0857	11.9%	0.0044	0.6%	4%	False	False	44
120	0.8046	0.7189	0.0857	11.9%	0.0038	0.5%	4%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7372
2.618	0.7323
1.618	0.7293
1.000	0.7274
0.618	0.7263
HIGH	0.7244
0.618	0.7233
0.500	0.7229
0.382	0.7225
LOW	0.7214
0.618	0.7195
1.000	0.7184
1.618	0.7165
2.618	0.7135
4.250	0.7087

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	0.7229	0.7251
PP	0.7226	0.7241
S1	0.7223	0.7230

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

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