CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	0.7089	0.7139	0.0050	0.7%	0.7265
High	0.7142	0.7167	0.0025	0.4%	0.7265
Low	0.7061	0.7083	0.0022	0.3%	0.7003
Close	0.7129	0.7128	-0.0001	0.0%	0.7128
Range	0.0081	0.0084	0.0003	3.7%	0.0262
ATR	0.0091	0.0090	0.0000	-0.5%	0.0000
Volume	1,348	1,174	-174	-12.9%	7,507

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7378	0.7337	0.7174
R3	0.7294	0.7253	0.7151
R2	0.7210	0.7210	0.7143
R1	0.7169	0.7169	0.7136	0.7148
PP	0.7126	0.7126	0.7126	0.7115
S1	0.7085	0.7085	0.7120	0.7064
S2	0.7042	0.7042	0.7113
S3	0.6958	0.7001	0.7105
S4	0.6874	0.6917	0.7082

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7918	0.7785	0.7272
R3	0.7656	0.7523	0.7200
R2	0.7394	0.7394	0.7176
R1	0.7261	0.7261	0.7152	0.7197
PP	0.7132	0.7132	0.7132	0.7100
S1	0.6999	0.6999	0.7104	0.6935
S2	0.6870	0.6870	0.7080
S3	0.6608	0.6737	0.7056
S4	0.6346	0.6475	0.6984

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7265	0.7003	0.0262	3.7%	0.0126	1.8%	48%	False	False	1,501
10	0.7341	0.7003	0.0338	4.7%	0.0094	1.3%	37%	False	False	918
20	0.7376	0.7003	0.0373	5.2%	0.0089	1.3%	34%	False	False	626
40	0.7518	0.7003	0.0515	7.2%	0.0081	1.1%	24%	False	False	397
60	0.7764	0.7003	0.0761	10.7%	0.0075	1.1%	16%	False	False	274
80	0.8046	0.7003	0.1043	14.6%	0.0062	0.9%	12%	False	False	206
100	0.8046	0.7003	0.1043	14.6%	0.0056	0.8%	12%	False	False	165
120	0.8046	0.7003	0.1043	14.6%	0.0051	0.7%	12%	False	False	139

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7524
2.618	0.7387
1.618	0.7303
1.000	0.7251
0.618	0.7219
HIGH	0.7167
0.618	0.7135
0.500	0.7125
0.382	0.7115
LOW	0.7083
0.618	0.7031
1.000	0.6999
1.618	0.6947
2.618	0.6863
4.250	0.6726

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	0.7127	0.7119
PP	0.7126	0.7109
S1	0.7125	0.7100

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

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