CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	0.7095	0.7089	-0.0006	-0.1%	0.7333
High	0.7112	0.7142	0.0030	0.4%	0.7341
Low	0.7032	0.7061	0.0029	0.4%	0.7242
Close	0.7057	0.7129	0.0072	1.0%	0.7285
Range	0.0080	0.0081	0.0001	1.3%	0.0099
ATR	0.0091	0.0091	0.0000	-0.5%	0.0000
Volume	1,015	1,348	333	32.8%	1,679

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7354	0.7322	0.7174
R3	0.7273	0.7241	0.7151
R2	0.7192	0.7192	0.7144
R1	0.7160	0.7160	0.7136	0.7176
PP	0.7111	0.7111	0.7111	0.7119
S1	0.7079	0.7079	0.7122	0.7095
S2	0.7030	0.7030	0.7114
S3	0.6949	0.6998	0.7107
S4	0.6868	0.6917	0.7084

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	0.7315	0.7003	0.0312	4.4%	0.0123	1.7%	40%	False	False	1,316
10	0.7350	0.7003	0.0347	4.9%	0.0090	1.3%	36%	False	False	840
20	0.7376	0.7003	0.0373	5.2%	0.0091	1.3%	34%	False	False	571
40	0.7586	0.7003	0.0583	8.2%	0.0080	1.1%	22%	False	False	369
60	0.7764	0.7003	0.0761	10.7%	0.0075	1.0%	17%	False	False	254
80	0.8046	0.7003	0.1043	14.6%	0.0061	0.9%	12%	False	False	191
100	0.8046	0.7003	0.1043	14.6%	0.0055	0.8%	12%	False	False	154
120	0.8046	0.7003	0.1043	14.6%	0.0051	0.7%	12%	False	False	129

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7486
2.618	0.7354
1.618	0.7273
1.000	0.7223
0.618	0.7192
HIGH	0.7142
0.618	0.7111
0.500	0.7102
0.382	0.7092
LOW	0.7061
0.618	0.7011
1.000	0.6980
1.618	0.6930
2.618	0.6849
4.250	0.6717

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	0.7120	0.7126
PP	0.7111	0.7123
S1	0.7102	0.7121

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

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