CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	0.7100	0.7053	-0.0047	-0.7%	0.7053
High	0.7127	0.7055	-0.0072	-1.0%	0.7246
Low	0.7025	0.6958	-0.0067	-1.0%	0.7030
Close	0.7056	0.6970	-0.0086	-1.2%	0.7186
Range	0.0102	0.0097	-0.0005	-4.9%	0.0216
ATR	0.0096	0.0096	0.0000	0.1%	0.0000
Volume	64,927	64,533	-394	-0.6%	406,537

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7285	0.7225	0.7023
R3	0.7188	0.7128	0.6997
R2	0.7091	0.7091	0.6988
R1	0.7031	0.7031	0.6979	0.7013
PP	0.6994	0.6994	0.6994	0.6985
S1	0.6934	0.6934	0.6961	0.6916
S2	0.6897	0.6897	0.6952
S3	0.6800	0.6837	0.6943
S4	0.6703	0.6740	0.6917

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7710	0.7305
R3	0.7586	0.7494	0.7245
R2	0.7370	0.7370	0.7226
R1	0.7278	0.7278	0.7206	0.7324
PP	0.7154	0.7154	0.7154	0.7177
S1	0.7062	0.7062	0.7166	0.7108
S2	0.6938	0.6938	0.7146
S3	0.6722	0.6846	0.7127
S4	0.6506	0.6630	0.7067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7246	0.6958	0.0288	4.1%	0.0105	1.5%	4%	False	True	79,031
10	0.7246	0.6913	0.0333	4.8%	0.0098	1.4%	17%	False	False	76,125
20	0.7246	0.6874	0.0372	5.3%	0.0094	1.4%	26%	False	False	45,525
40	0.7376	0.6874	0.0502	7.2%	0.0092	1.3%	19%	False	False	23,005
60	0.7660	0.6874	0.0786	11.3%	0.0085	1.2%	12%	False	False	15,383
80	0.7764	0.6874	0.0890	12.8%	0.0078	1.1%	11%	False	False	11,542
100	0.8046	0.6874	0.1172	16.8%	0.0067	1.0%	8%	False	False	9,234
120	0.8046	0.6874	0.1172	16.8%	0.0060	0.9%	8%	False	False	7,696

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7467
2.618	0.7309
1.618	0.7212
1.000	0.7152
0.618	0.7115
HIGH	0.7055
0.618	0.7018
0.500	0.7007
0.382	0.6995
LOW	0.6958
0.618	0.6898
1.000	0.6861
1.618	0.6801
2.618	0.6704
4.250	0.6546

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	0.7007	0.7062
PP	0.6994	0.7031
S1	0.6982	0.7001

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

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