CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	0.7333	0.7326	-0.0007	-0.1%	0.7360
High	0.7341	0.7334	-0.0007	-0.1%	0.7370
Low	0.7300	0.7276	-0.0024	-0.3%	0.7175
Close	0.7335	0.7294	-0.0041	-0.6%	0.7332
Range	0.0041	0.0058	0.0017	41.5%	0.0195
ATR	0.0077	0.0075	-0.0001	-1.6%	0.0000
Volume	572	112	-460	-80.4%	2,037

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7475	0.7443	0.7326
R3	0.7417	0.7385	0.7310
R2	0.7359	0.7359	0.7305
R1	0.7327	0.7327	0.7299	0.7314
PP	0.7301	0.7301	0.7301	0.7295
S1	0.7269	0.7269	0.7289	0.7256
S2	0.7243	0.7243	0.7283
S3	0.7185	0.7211	0.7278
S4	0.7127	0.7153	0.7262

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	0.7361	0.7175	0.0186	2.6%	0.0077	1.1%	64%	False	False	469
10	0.7370	0.7175	0.0195	2.7%	0.0075	1.0%	61%	False	False	364
20	0.7376	0.7175	0.0201	2.8%	0.0075	1.0%	59%	False	False	282
40	0.7698	0.7175	0.0523	7.2%	0.0073	1.0%	23%	False	False	191
60	0.7764	0.7175	0.0589	8.1%	0.0065	0.9%	20%	False	False	132
80	0.8046	0.7175	0.0871	11.9%	0.0056	0.8%	14%	False	False	100
100	0.8046	0.7175	0.0871	11.9%	0.0049	0.7%	14%	False	False	81
120	0.8046	0.7175	0.0871	11.9%	0.0045	0.6%	14%	False	False	69

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7581
2.618	0.7486
1.618	0.7428
1.000	0.7392
0.618	0.7370
HIGH	0.7334
0.618	0.7312
0.500	0.7305
0.382	0.7298
LOW	0.7276
0.618	0.7240
1.000	0.7218
1.618	0.7182
2.618	0.7124
4.250	0.7030

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	0.7305	0.7313
PP	0.7301	0.7307
S1	0.7298	0.7300

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

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