CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	0.7303	0.7303	0.0000	0.0%	0.7240
High	0.7326	0.7365	0.0039	0.5%	0.7376
Low	0.7267	0.7288	0.0021	0.3%	0.7214
Close	0.7289	0.7360	0.0071	1.0%	0.7360
Range	0.0059	0.0077	0.0018	30.5%	0.0162
ATR	0.0072	0.0073	0.0000	0.4%	0.0000
Volume	186	221	35	18.8%	1,298

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7541	0.7402
R3	0.7492	0.7464	0.7381
R2	0.7415	0.7415	0.7374
R1	0.7387	0.7387	0.7367	0.7401
PP	0.7338	0.7338	0.7338	0.7345
S1	0.7310	0.7310	0.7353	0.7324
S2	0.7261	0.7261	0.7346
S3	0.7184	0.7233	0.7339
S4	0.7107	0.7156	0.7318

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7803	0.7743	0.7449
R3	0.7641	0.7581	0.7405
R2	0.7479	0.7479	0.7390
R1	0.7419	0.7419	0.7375	0.7449
PP	0.7317	0.7317	0.7317	0.7332
S1	0.7257	0.7257	0.7345	0.7287
S2	0.7155	0.7155	0.7330
S3	0.6993	0.7095	0.7315
S4	0.6831	0.6933	0.7271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7376	0.7214	0.0162	2.2%	0.0073	1.0%	90%	False	False	259
10	0.7376	0.7189	0.0187	2.5%	0.0072	1.0%	91%	False	False	276
20	0.7422	0.7189	0.0233	3.2%	0.0072	1.0%	73%	False	False	218
40	0.7764	0.7189	0.0575	7.8%	0.0069	0.9%	30%	False	False	128
60	0.8046	0.7189	0.0857	11.6%	0.0057	0.8%	20%	False	False	87
80	0.8046	0.7189	0.0857	11.6%	0.0050	0.7%	20%	False	False	66
100	0.8046	0.7189	0.0857	11.6%	0.0046	0.6%	20%	False	False	54
120	0.8046	0.7189	0.0857	11.6%	0.0041	0.6%	20%	False	False	46

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7567
1.618	0.7490
1.000	0.7442
0.618	0.7413
HIGH	0.7365
0.618	0.7336
0.500	0.7327
0.382	0.7317
LOW	0.7288
0.618	0.7240
1.000	0.7211
1.618	0.7163
2.618	0.7086
4.250	0.6961

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	0.7349	0.7345
PP	0.7338	0.7331
S1	0.7327	0.7316

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

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