CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	0.7240	0.7225	-0.0015	-0.2%	0.7239
High	0.7244	0.7376	0.0132	1.8%	0.7313
Low	0.7214	0.7216	0.0002	0.0%	0.7189
Close	0.7220	0.7333	0.0113	1.6%	0.7242
Range	0.0030	0.0160	0.0130	433.3%	0.0124
ATR	0.0070	0.0076	0.0006	9.3%	0.0000
Volume	230	143	-87	-37.8%	1,468

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7788	0.7721	0.7421
R3	0.7628	0.7561	0.7377
R2	0.7468	0.7468	0.7362
R1	0.7401	0.7401	0.7348	0.7435
PP	0.7308	0.7308	0.7308	0.7325
S1	0.7241	0.7241	0.7318	0.7275
S2	0.7148	0.7148	0.7304
S3	0.6988	0.7081	0.7289
S4	0.6828	0.6921	0.7245

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	0.7376	0.7189	0.0187	2.6%	0.0084	1.1%	77%	True	False	218
10	0.7376	0.7189	0.0187	2.6%	0.0075	1.0%	77%	True	False	200
20	0.7436	0.7189	0.0247	3.4%	0.0074	1.0%	58%	False	False	183
40	0.7764	0.7189	0.0575	7.8%	0.0070	0.9%	25%	False	False	107
60	0.8046	0.7189	0.0857	11.7%	0.0056	0.8%	17%	False	False	72
80	0.8046	0.7189	0.0857	11.7%	0.0049	0.7%	17%	False	False	55
100	0.8046	0.7189	0.0857	11.7%	0.0046	0.6%	17%	False	False	45
120	0.8046	0.7189	0.0857	11.7%	0.0040	0.5%	17%	False	False	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	0.8056
2.618	0.7795
1.618	0.7635
1.000	0.7536
0.618	0.7475
HIGH	0.7376
0.618	0.7315
0.500	0.7296
0.382	0.7277
LOW	0.7216
0.618	0.7117
1.000	0.7056
1.618	0.6957
2.618	0.6797
4.250	0.6536

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	0.7321	0.7316
PP	0.7308	0.7299
S1	0.7296	0.7283

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

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