CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	0.7359	0.7262	-0.0097	-1.3%	0.7240
High	0.7370	0.7339	-0.0031	-0.4%	0.7376
Low	0.7237	0.7175	-0.0062	-0.9%	0.7214
Close	0.7243	0.7328	0.0085	1.2%	0.7360
Range	0.0133	0.0164	0.0031	23.3%	0.0162
ATR	0.0076	0.0083	0.0006	8.2%	0.0000
Volume	193	507	314	162.7%	1,298

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7773	0.7714	0.7418
R3	0.7609	0.7550	0.7373
R2	0.7445	0.7445	0.7358
R1	0.7386	0.7386	0.7343	0.7416
PP	0.7281	0.7281	0.7281	0.7295
S1	0.7222	0.7222	0.7313	0.7252
S2	0.7117	0.7117	0.7298
S3	0.6953	0.7058	0.7283
S4	0.6789	0.6894	0.7238

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	0.7370	0.7175	0.0195	2.7%	0.0099	1.3%	78%	False	True	257
10	0.7376	0.7175	0.0201	2.7%	0.0090	1.2%	76%	False	True	238
20	0.7386	0.7175	0.0211	2.9%	0.0077	1.0%	73%	False	True	225
40	0.7764	0.7175	0.0589	8.0%	0.0075	1.0%	26%	False	True	150
60	0.7830	0.7175	0.0655	8.9%	0.0062	0.8%	23%	False	True	102
80	0.8046	0.7175	0.0871	11.9%	0.0054	0.7%	18%	False	True	77
100	0.8046	0.7175	0.0871	11.9%	0.0049	0.7%	18%	False	True	63
120	0.8046	0.7175	0.0871	11.9%	0.0044	0.6%	18%	False	True	53

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	0.0023
Widest range in 138 trading days

Fibonacci Retracements and Extensions
4.250	0.8036
2.618	0.7768
1.618	0.7604
1.000	0.7503
0.618	0.7440
HIGH	0.7339
0.618	0.7276
0.500	0.7257
0.382	0.7238
LOW	0.7175
0.618	0.7074
1.000	0.7011
1.618	0.6910
2.618	0.6746
4.250	0.6478

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	0.7304	0.7310
PP	0.7281	0.7291
S1	0.7257	0.7273

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

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