CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	0.7338	0.7335	-0.0003	0.0%	0.7360
High	0.7361	0.7350	-0.0011	-0.1%	0.7370
Low	0.7278	0.7313	0.0035	0.5%	0.7175
Close	0.7316	0.7332	0.0016	0.2%	0.7332
Range	0.0083	0.0037	-0.0046	-55.4%	0.0195
ATR	0.0083	0.0079	-0.0003	-3.9%	0.0000
Volume	764	394	-370	-48.4%	2,037

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7443	0.7424	0.7352
R3	0.7406	0.7387	0.7342
R2	0.7369	0.7369	0.7339
R1	0.7350	0.7350	0.7335	0.7341
PP	0.7332	0.7332	0.7332	0.7327
S1	0.7313	0.7313	0.7329	0.7304
S2	0.7295	0.7295	0.7325
S3	0.7258	0.7276	0.7322
S4	0.7221	0.7239	0.7312

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7877	0.7800	0.7439
R3	0.7682	0.7605	0.7386
R2	0.7487	0.7487	0.7368
R1	0.7410	0.7410	0.7350	0.7351
PP	0.7292	0.7292	0.7292	0.7263
S1	0.7215	0.7215	0.7314	0.7156
S2	0.7097	0.7097	0.7296
S3	0.6902	0.7020	0.7278
S4	0.6707	0.6825	0.7225

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%	0.0096	1.3%	81%	False	False	407
10	0.7376	0.7175	0.0201	2.7%	0.0084	1.2%	78%	False	False	333
20	0.7386	0.7175	0.0211	2.9%	0.0077	1.0%	74%	False	False	263
40	0.7724	0.7175	0.0549	7.5%	0.0073	1.0%	29%	False	False	176
60	0.7810	0.7175	0.0635	8.7%	0.0064	0.9%	25%	False	False	121
80	0.8046	0.7175	0.0871	11.9%	0.0055	0.8%	18%	False	False	91
100	0.8046	0.7175	0.0871	11.9%	0.0048	0.7%	18%	False	False	74
120	0.8046	0.7175	0.0871	11.9%	0.0045	0.6%	18%	False	False	63

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	0.0019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7507
2.618	0.7447
1.618	0.7410
1.000	0.7387
0.618	0.7373
HIGH	0.7350
0.618	0.7336
0.500	0.7332
0.382	0.7327
LOW	0.7313
0.618	0.7290
1.000	0.7276
1.618	0.7253
2.618	0.7216
4.250	0.7156

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	0.7332	0.7311
PP	0.7332	0.7289
S1	0.7332	0.7268

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

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