CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	0.7101	0.7105	0.0004	0.1%	0.6882
High	0.7132	0.7168	0.0036	0.5%	0.7064
Low	0.7052	0.7091	0.0039	0.6%	0.6877
Close	0.7091	0.7158	0.0067	0.9%	0.7049
Range	0.0080	0.0077	-0.0003	-3.8%	0.0187
ATR	0.0092	0.0091	-0.0001	-1.2%	0.0000
Volume	59,584	73,962	14,378	24.1%	283,293

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7370	0.7341	0.7200
R3	0.7293	0.7264	0.7179
R2	0.7216	0.7216	0.7172
R1	0.7187	0.7187	0.7165	0.7202
PP	0.7139	0.7139	0.7139	0.7146
S1	0.7110	0.7110	0.7151	0.7125
S2	0.7062	0.7062	0.7144
S3	0.6985	0.7033	0.7137
S4	0.6908	0.6956	0.7116

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7490	0.7152
R3	0.7371	0.7303	0.7100
R2	0.7184	0.7184	0.7083
R1	0.7116	0.7116	0.7066	0.7150
PP	0.6997	0.6997	0.6997	0.7014
S1	0.6929	0.6929	0.7032	0.6963
S2	0.6810	0.6810	0.7015
S3	0.6623	0.6742	0.6998
S4	0.6436	0.6555	0.6946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7168	0.6913	0.0255	3.6%	0.0091	1.3%	96%	True	False	73,220
10	0.7168	0.6874	0.0294	4.1%	0.0089	1.2%	97%	True	False	50,593
20	0.7328	0.6874	0.0454	6.3%	0.0098	1.4%	63%	False	False	26,016
40	0.7376	0.6874	0.0502	7.0%	0.0087	1.2%	57%	False	False	13,149
60	0.7698	0.6874	0.0824	11.5%	0.0081	1.1%	34%	False	False	8,799
80	0.7764	0.6874	0.0890	12.4%	0.0074	1.0%	32%	False	False	6,603
100	0.8046	0.6874	0.1172	16.4%	0.0064	0.9%	24%	False	False	5,283
120	0.8046	0.6874	0.1172	16.4%	0.0057	0.8%	24%	False	False	4,404

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7495
2.618	0.7370
1.618	0.7293
1.000	0.7245
0.618	0.7216
HIGH	0.7168
0.618	0.7139
0.500	0.7130
0.382	0.7120
LOW	0.7091
0.618	0.7043
1.000	0.7014
1.618	0.6966
2.618	0.6889
4.250	0.6764

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	0.7149	0.7138
PP	0.7139	0.7119
S1	0.7130	0.7099

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

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