CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	0.7650	0.7772	0.0122	1.6%	0.7643
High	0.7796	0.7817	0.0021	0.3%	0.7817
Low	0.7647	0.7734	0.0087	1.1%	0.7526
Close	0.7788	0.7754	-0.0034	-0.4%	0.7754
Range	0.0149	0.0083	-0.0066	-44.3%	0.0291
ATR	0.0107	0.0105	-0.0002	-1.6%	0.0000
Volume	141,084	103,387	-37,697	-26.7%	587,264

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8017	0.7969	0.7800
R3	0.7934	0.7886	0.7777
R2	0.7851	0.7851	0.7769
R1	0.7803	0.7803	0.7762	0.7786
PP	0.7768	0.7768	0.7768	0.7760
S1	0.7720	0.7720	0.7746	0.7703
S2	0.7685	0.7685	0.7739
S3	0.7602	0.7637	0.7731
S4	0.7519	0.7554	0.7708

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8572	0.8454	0.7914
R3	0.8281	0.8163	0.7834
R2	0.7990	0.7990	0.7807
R1	0.7872	0.7872	0.7781	0.7931
PP	0.7699	0.7699	0.7699	0.7729
S1	0.7581	0.7581	0.7727	0.7640
S2	0.7408	0.7408	0.7701
S3	0.7117	0.7290	0.7674
S4	0.6826	0.6999	0.7594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7817	0.7526	0.0291	3.8%	0.0116	1.5%	78%	True	False	117,452
10	0.7817	0.7526	0.0291	3.8%	0.0106	1.4%	78%	True	False	101,795
20	0.7901	0.7504	0.0397	5.1%	0.0103	1.3%	63%	False	False	100,958
40	0.7901	0.7504	0.0397	5.1%	0.0101	1.3%	63%	False	False	70,086
60	0.8049	0.7504	0.0545	7.0%	0.0099	1.3%	46%	False	False	46,846
80	0.8208	0.7504	0.0704	9.1%	0.0090	1.2%	36%	False	False	35,174
100	0.8552	0.7504	0.1048	13.5%	0.0078	1.0%	24%	False	False	28,141
120	0.8746	0.7504	0.1242	16.0%	0.0068	0.9%	20%	False	False	23,451

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8170
2.618	0.8034
1.618	0.7951
1.000	0.7900
0.618	0.7868
HIGH	0.7817
0.618	0.7785
0.500	0.7776
0.382	0.7766
LOW	0.7734
0.618	0.7683
1.000	0.7651
1.618	0.7600
2.618	0.7517
4.250	0.7381

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	0.7776	0.7730
PP	0.7768	0.7705
S1	0.7761	0.7681

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

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