CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	0.7303	0.7360	0.0057	0.8%	0.7240
High	0.7365	0.7368	0.0003	0.0%	0.7376
Low	0.7288	0.7307	0.0019	0.3%	0.7214
Close	0.7360	0.7359	-0.0001	0.0%	0.7360
Range	0.0077	0.0061	-0.0016	-20.8%	0.0162
ATR	0.0073	0.0072	-0.0001	-1.2%	0.0000
Volume	221	179	-42	-19.0%	1,298

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7528	0.7504	0.7393
R3	0.7467	0.7443	0.7376
R2	0.7406	0.7406	0.7370
R1	0.7382	0.7382	0.7365	0.7364
PP	0.7345	0.7345	0.7345	0.7335
S1	0.7321	0.7321	0.7353	0.7303
S2	0.7284	0.7284	0.7348
S3	0.7223	0.7260	0.7342
S4	0.7162	0.7199	0.7325

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	0.7216	0.0160	2.2%	0.0079	1.1%	89%	False	False	249
10	0.7376	0.7189	0.0187	2.5%	0.0073	1.0%	91%	False	False	248
20	0.7422	0.7189	0.0233	3.2%	0.0072	1.0%	73%	False	False	213
40	0.7764	0.7189	0.0575	7.8%	0.0069	0.9%	30%	False	False	133
60	0.7959	0.7189	0.0770	10.5%	0.0057	0.8%	22%	False	False	90
80	0.8046	0.7189	0.0857	11.6%	0.0050	0.7%	20%	False	False	68
100	0.8046	0.7189	0.0857	11.6%	0.0046	0.6%	20%	False	False	56
120	0.8046	0.7189	0.0857	11.6%	0.0041	0.6%	20%	False	False	48

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7627
2.618	0.7528
1.618	0.7467
1.000	0.7429
0.618	0.7406
HIGH	0.7368
0.618	0.7345
0.500	0.7338
0.382	0.7330
LOW	0.7307
0.618	0.7269
1.000	0.7246
1.618	0.7208
2.618	0.7147
4.250	0.7048

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	0.7352	0.7345
PP	0.7345	0.7331
S1	0.7338	0.7318

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

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