CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	0.6985	0.7012	0.0027	0.4%	0.7265
High	0.7011	0.7028	0.0017	0.2%	0.7265
Low	0.6946	0.6958	0.0012	0.2%	0.7003
Close	0.6993	0.6977	-0.0016	-0.2%	0.7128
Range	0.0065	0.0070	0.0005	7.7%	0.0262
ATR	0.0092	0.0090	-0.0002	-1.7%	0.0000
Volume	2,203	4,994	2,791	126.7%	7,507

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7198	0.7157	0.7016
R3	0.7128	0.7087	0.6996
R2	0.7058	0.7058	0.6990
R1	0.7017	0.7017	0.6983	0.7003
PP	0.6988	0.6988	0.6988	0.6980
S1	0.6947	0.6947	0.6971	0.6933
S2	0.6918	0.6918	0.6964
S3	0.6848	0.6877	0.6958
S4	0.6778	0.6807	0.6939

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%	0.0089	1.3%	14%	False	False	2,851
10	0.7315	0.6946	0.0369	5.3%	0.0106	1.5%	8%	False	False	2,084
20	0.7370	0.6946	0.0424	6.1%	0.0093	1.3%	7%	False	False	1,226
40	0.7436	0.6946	0.0490	7.0%	0.0082	1.2%	6%	False	False	720
60	0.7764	0.6946	0.0818	11.7%	0.0076	1.1%	4%	False	False	491
80	0.8046	0.6946	0.1100	15.8%	0.0065	0.9%	3%	False	False	369
100	0.8046	0.6946	0.1100	15.8%	0.0059	0.8%	3%	False	False	296
120	0.8046	0.6946	0.1100	15.8%	0.0054	0.8%	3%	False	False	248

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7326
2.618	0.7211
1.618	0.7141
1.000	0.7098
0.618	0.7071
HIGH	0.7028
0.618	0.7001
0.500	0.6993
0.382	0.6985
LOW	0.6958
0.618	0.6915
1.000	0.6888
1.618	0.6845
2.618	0.6775
4.250	0.6661

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	0.6993	0.7031
PP	0.6988	0.7013
S1	0.6982	0.6995

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

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