CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	0.6974	0.6958	-0.0016	-0.2%	0.7150
High	0.7013	0.7013	0.0000	0.0%	0.7165
Low	0.6909	0.6955	0.0046	0.7%	0.6909
Close	0.7005	0.6992	-0.0013	-0.2%	0.6992
Range	0.0104	0.0058	-0.0046	-44.2%	0.0256
ATR	0.0097	0.0094	-0.0003	-2.9%	0.0000
Volume	92,292	75,162	-17,130	-18.6%	357,625

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7161	0.7134	0.7024
R3	0.7103	0.7076	0.7008
R2	0.7045	0.7045	0.7003
R1	0.7018	0.7018	0.6997	0.7032
PP	0.6987	0.6987	0.6987	0.6993
S1	0.6960	0.6960	0.6987	0.6974
S2	0.6929	0.6929	0.6981
S3	0.6871	0.6902	0.6976
S4	0.6813	0.6844	0.6960

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7790	0.7647	0.7133
R3	0.7534	0.7391	0.7062
R2	0.7278	0.7278	0.7039
R1	0.7135	0.7135	0.7015	0.7079
PP	0.7022	0.7022	0.7022	0.6994
S1	0.6879	0.6879	0.6969	0.6823
S2	0.6766	0.6766	0.6945
S3	0.6510	0.6623	0.6922
S4	0.6254	0.6367	0.6851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7165	0.6909	0.0256	3.7%	0.0087	1.3%	32%	False	False	71,525
10	0.7246	0.6909	0.0337	4.8%	0.0093	1.3%	25%	False	False	76,416
20	0.7246	0.6874	0.0372	5.3%	0.0095	1.4%	32%	False	False	53,780
40	0.7376	0.6874	0.0502	7.2%	0.0093	1.3%	24%	False	False	27,175
60	0.7586	0.6874	0.0712	10.2%	0.0085	1.2%	17%	False	False	18,172
80	0.7764	0.6874	0.0890	12.7%	0.0080	1.1%	13%	False	False	13,635
100	0.8046	0.6874	0.1172	16.8%	0.0068	1.0%	10%	False	False	10,909
120	0.8046	0.6874	0.1172	16.8%	0.0061	0.9%	10%	False	False	9,091

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	0.0021
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7260
2.618	0.7165
1.618	0.7107
1.000	0.7071
0.618	0.7049
HIGH	0.7013
0.618	0.6991
0.500	0.6984
0.382	0.6977
LOW	0.6955
0.618	0.6919
1.000	0.6897
1.618	0.6861
2.618	0.6803
4.250	0.6709

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	0.6989	0.6989
PP	0.6987	0.6985
S1	0.6984	0.6982

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

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