CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	0.7012	0.6981	-0.0031	-0.4%	0.7133
High	0.7028	0.6985	-0.0043	-0.6%	0.7133
Low	0.6958	0.6874	-0.0084	-1.2%	0.6874
Close	0.6977	0.6890	-0.0087	-1.2%	0.6890
Range	0.0070	0.0111	0.0041	58.6%	0.0259
ATR	0.0090	0.0092	0.0001	1.7%	0.0000
Volume	4,994	13,892	8,898	178.2%	26,977

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7249	0.7181	0.6951
R3	0.7138	0.7070	0.6921
R2	0.7027	0.7027	0.6910
R1	0.6959	0.6959	0.6900	0.6938
PP	0.6916	0.6916	0.6916	0.6906
S1	0.6848	0.6848	0.6880	0.6827
S2	0.6805	0.6805	0.6870
S3	0.6694	0.6737	0.6859
S4	0.6583	0.6626	0.6829

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7575	0.7032
R3	0.7484	0.7316	0.6961
R2	0.7225	0.7225	0.6937
R1	0.7057	0.7057	0.6914	0.7012
PP	0.6966	0.6966	0.6966	0.6943
S1	0.6798	0.6798	0.6866	0.6753
S2	0.6707	0.6707	0.6843
S3	0.6448	0.6539	0.6819
S4	0.6189	0.6280	0.6748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7133	0.6874	0.0259	3.8%	0.0094	1.4%	6%	False	True	5,395
10	0.7265	0.6874	0.0391	5.7%	0.0110	1.6%	4%	False	True	3,448
20	0.7370	0.6874	0.0496	7.2%	0.0095	1.4%	3%	False	True	1,910
40	0.7422	0.6874	0.0548	8.0%	0.0083	1.2%	3%	False	True	1,064
60	0.7764	0.6874	0.0890	12.9%	0.0077	1.1%	2%	False	True	722
80	0.8046	0.6874	0.1172	17.0%	0.0067	1.0%	1%	False	True	543
100	0.8046	0.6874	0.1172	17.0%	0.0059	0.9%	1%	False	True	435
120	0.8046	0.6874	0.1172	17.0%	0.0054	0.8%	1%	False	True	364

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7457
2.618	0.7276
1.618	0.7165
1.000	0.7096
0.618	0.7054
HIGH	0.6985
0.618	0.6943
0.500	0.6930
0.382	0.6916
LOW	0.6874
0.618	0.6805
1.000	0.6763
1.618	0.6694
2.618	0.6583
4.250	0.6402

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	0.6930	0.6951
PP	0.6916	0.6931
S1	0.6903	0.6910

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

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