CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	0.7103	0.7095	-0.0008	-0.1%	0.7333
High	0.7209	0.7112	-0.0097	-1.3%	0.7341
Low	0.7084	0.7032	-0.0052	-0.7%	0.7242
Close	0.7117	0.7057	-0.0060	-0.8%	0.7285
Range	0.0125	0.0080	-0.0045	-36.0%	0.0099
ATR	0.0092	0.0091	0.0000	-0.5%	0.0000
Volume	3,284	1,015	-2,269	-69.1%	1,679

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7307	0.7262	0.7101
R3	0.7227	0.7182	0.7079
R2	0.7147	0.7147	0.7072
R1	0.7102	0.7102	0.7064	0.7085
PP	0.7067	0.7067	0.7067	0.7058
S1	0.7022	0.7022	0.7050	0.7005
S2	0.6987	0.6987	0.7042
S3	0.6907	0.6942	0.7035
S4	0.6827	0.6862	0.7013

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	0.7327	0.7003	0.0324	4.6%	0.0124	1.8%	17%	False	False	1,115
10	0.7361	0.7003	0.0358	5.1%	0.0090	1.3%	15%	False	False	782
20	0.7376	0.7003	0.0373	5.3%	0.0090	1.3%	14%	False	False	510
40	0.7660	0.7003	0.0657	9.3%	0.0080	1.1%	8%	False	False	336
60	0.7764	0.7003	0.0761	10.8%	0.0074	1.0%	7%	False	False	232
80	0.8046	0.7003	0.1043	14.8%	0.0061	0.9%	5%	False	False	174
100	0.8046	0.7003	0.1043	14.8%	0.0054	0.8%	5%	False	False	140
120	0.8046	0.7003	0.1043	14.8%	0.0051	0.7%	5%	False	False	118

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7452
2.618	0.7321
1.618	0.7241
1.000	0.7192
0.618	0.7161
HIGH	0.7112
0.618	0.7081
0.500	0.7072
0.382	0.7063
LOW	0.7032
0.618	0.6983
1.000	0.6952
1.618	0.6903
2.618	0.6823
4.250	0.6692

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	0.7072	0.7134
PP	0.7067	0.7108
S1	0.7062	0.7083

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

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