CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	0.7295	0.7265	-0.0030	-0.4%	0.7333
High	0.7315	0.7265	-0.0050	-0.7%	0.7341
Low	0.7246	0.7003	-0.0243	-3.4%	0.7242
Close	0.7285	0.7129	-0.0156	-2.1%	0.7285
Range	0.0069	0.0262	0.0193	279.7%	0.0099
ATR	0.0075	0.0089	0.0015	19.9%	0.0000
Volume	250	686	436	174.4%	1,679

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7918	0.7786	0.7273
R3	0.7656	0.7524	0.7201
R2	0.7394	0.7394	0.7177
R1	0.7262	0.7262	0.7153	0.7197
PP	0.7132	0.7132	0.7132	0.7100
S1	0.7000	0.7000	0.7105	0.6935
S2	0.6870	0.6870	0.7081
S3	0.6608	0.6738	0.7057
S4	0.6346	0.6476	0.6985

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7586	0.7535	0.7339
R3	0.7487	0.7436	0.7312
R2	0.7388	0.7388	0.7303
R1	0.7337	0.7337	0.7294	0.7313
PP	0.7289	0.7289	0.7289	0.7278
S1	0.7238	0.7238	0.7276	0.7214
S2	0.7190	0.7190	0.7267
S3	0.7091	0.7139	0.7258
S4	0.6992	0.7040	0.7231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7334	0.7003	0.0331	4.6%	0.0107	1.5%	38%	False	True	358
10	0.7370	0.7003	0.0367	5.1%	0.0099	1.4%	34%	False	True	422
20	0.7376	0.7003	0.0373	5.2%	0.0086	1.2%	34%	False	True	335
40	0.7660	0.7003	0.0657	9.2%	0.0078	1.1%	19%	False	True	231
60	0.7764	0.7003	0.0761	10.7%	0.0071	1.0%	17%	False	True	160
80	0.8046	0.7003	0.1043	14.6%	0.0059	0.8%	12%	False	True	121
100	0.8046	0.7003	0.1043	14.6%	0.0052	0.7%	12%	False	True	98
120	0.8046	0.7003	0.1043	14.6%	0.0049	0.7%	12%	False	True	82

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	0.0020
Widest range in 146 trading days

Fibonacci Retracements and Extensions
4.250	0.8379
2.618	0.7951
1.618	0.7689
1.000	0.7527
0.618	0.7427
HIGH	0.7265
0.618	0.7165
0.500	0.7134
0.382	0.7103
LOW	0.7003
0.618	0.6841
1.000	0.6741
1.618	0.6579
2.618	0.6317
4.250	0.5890

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	0.7134	0.7165
PP	0.7132	0.7153
S1	0.7131	0.7141

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

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