CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	0.7076	0.6985	-0.0091	-1.3%	0.7265
High	0.7116	0.7011	-0.0105	-1.5%	0.7265
Low	0.6978	0.6946	-0.0032	-0.5%	0.7003
Close	0.6996	0.6993	-0.0003	0.0%	0.7128
Range	0.0138	0.0065	-0.0073	-52.9%	0.0262
ATR	0.0094	0.0092	-0.0002	-2.2%	0.0000
Volume	3,116	2,203	-913	-29.3%	7,507

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7178	0.7151	0.7029
R3	0.7113	0.7086	0.7011
R2	0.7048	0.7048	0.7005
R1	0.7021	0.7021	0.6999	0.7035
PP	0.6983	0.6983	0.6983	0.6990
S1	0.6956	0.6956	0.6987	0.6970
S2	0.6918	0.6918	0.6981
S3	0.6853	0.6891	0.6975
S4	0.6788	0.6826	0.6957

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	0.6946	0.0221	3.2%	0.0091	1.3%	21%	False	True	2,122
10	0.7327	0.6946	0.0381	5.4%	0.0108	1.5%	12%	False	True	1,618
20	0.7370	0.6946	0.0424	6.1%	0.0092	1.3%	11%	False	True	986
40	0.7436	0.6946	0.0490	7.0%	0.0083	1.2%	10%	False	True	595
60	0.7764	0.6946	0.0818	11.7%	0.0077	1.1%	6%	False	True	408
80	0.8046	0.6946	0.1100	15.7%	0.0065	0.9%	4%	False	True	307
100	0.8046	0.6946	0.1100	15.7%	0.0058	0.8%	4%	False	True	246
120	0.8046	0.6946	0.1100	15.7%	0.0054	0.8%	4%	False	True	206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7287
2.618	0.7181
1.618	0.7116
1.000	0.7076
0.618	0.7051
HIGH	0.7011
0.618	0.6986
0.500	0.6979
0.382	0.6971
LOW	0.6946
0.618	0.6906
1.000	0.6881
1.618	0.6841
2.618	0.6776
4.250	0.6670

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	0.6988	0.7040
PP	0.6983	0.7024
S1	0.6979	0.7009

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

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