CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	0.7133	0.7076	-0.0057	-0.8%	0.7265
High	0.7133	0.7116	-0.0017	-0.2%	0.7265
Low	0.7045	0.6978	-0.0067	-1.0%	0.7003
Close	0.7086	0.6996	-0.0090	-1.3%	0.7128
Range	0.0088	0.0138	0.0050	56.8%	0.0262
ATR	0.0090	0.0094	0.0003	3.8%	0.0000
Volume	2,772	3,116	344	12.4%	7,507

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7444	0.7358	0.7072
R3	0.7306	0.7220	0.7034
R2	0.7168	0.7168	0.7021
R1	0.7082	0.7082	0.7009	0.7056
PP	0.7030	0.7030	0.7030	0.7017
S1	0.6944	0.6944	0.6983	0.6918
S2	0.6892	0.6892	0.6971
S3	0.6754	0.6806	0.6958
S4	0.6616	0.6668	0.6920

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	0.7167	0.6978	0.0189	2.7%	0.0094	1.3%	10%	False	True	1,885
10	0.7328	0.6978	0.0350	5.0%	0.0107	1.5%	5%	False	True	1,439
20	0.7370	0.6978	0.0392	5.6%	0.0091	1.3%	5%	False	True	901
40	0.7436	0.6978	0.0458	6.5%	0.0083	1.2%	4%	False	True	542
60	0.7764	0.6978	0.0786	11.2%	0.0077	1.1%	2%	False	True	372
80	0.8046	0.6978	0.1068	15.3%	0.0065	0.9%	2%	False	True	279
100	0.8046	0.6978	0.1068	15.3%	0.0058	0.8%	2%	False	True	224
120	0.8046	0.6978	0.1068	15.3%	0.0053	0.8%	2%	False	True	188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7703
2.618	0.7477
1.618	0.7339
1.000	0.7254
0.618	0.7201
HIGH	0.7116
0.618	0.7063
0.500	0.7047
0.382	0.7031
LOW	0.6978
0.618	0.6893
1.000	0.6840
1.618	0.6755
2.618	0.6617
4.250	0.6392

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	0.7047	0.7073
PP	0.7030	0.7047
S1	0.7013	0.7022

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

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