CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	0.7981	0.8008	0.0027	0.3%	0.8045
High	0.8015	0.8058	0.0043	0.5%	0.8120
Low	0.7960	0.8008	0.0048	0.6%	0.7996
Close	0.8001	0.8017	0.0016	0.2%	0.8023
Range	0.0055	0.0050	-0.0005	-9.1%	0.0124
ATR	0.0050	0.0051	0.0000	0.9%	0.0000
Volume	250	214	-36	-14.4%	169

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8147	0.8045
R3	0.8128	0.8097	0.8031
R2	0.8078	0.8078	0.8026
R1	0.8047	0.8047	0.8022	0.8063
PP	0.8028	0.8028	0.8028	0.8035
S1	0.7997	0.7997	0.8012	0.8013
S2	0.7978	0.7978	0.8008
S3	0.7928	0.7947	0.8003
S4	0.7878	0.7897	0.7990

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8418	0.8345	0.8091
R3	0.8294	0.8221	0.8057
R2	0.8170	0.8170	0.8046
R1	0.8097	0.8097	0.8034	0.8072
PP	0.8046	0.8046	0.8046	0.8034
S1	0.7973	0.7973	0.8012	0.7948
S2	0.7922	0.7922	0.8000
S3	0.7798	0.7849	0.7989
S4	0.7674	0.7725	0.7955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8120	0.7960	0.0160	2.0%	0.0057	0.7%	36%	False	False	124
10	0.8120	0.7960	0.0160	2.0%	0.0039	0.5%	36%	False	False	73
20	0.8231	0.7960	0.0271	3.4%	0.0044	0.5%	21%	False	False	45
40	0.8624	0.7960	0.0664	8.3%	0.0028	0.4%	9%	False	False	23
60	0.8746	0.7960	0.0786	9.8%	0.0022	0.3%	7%	False	False	16
80	0.8942	0.7960	0.0982	12.2%	0.0019	0.2%	6%	False	False	12
100	0.9200	0.7960	0.1240	15.5%	0.0017	0.2%	5%	False	False	11

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	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8271
2.618	0.8189
1.618	0.8139
1.000	0.8108
0.618	0.8089
HIGH	0.8058
0.618	0.8039
0.500	0.8033
0.382	0.8027
LOW	0.8008
0.618	0.7977
1.000	0.7958
1.618	0.7927
2.618	0.7877
4.250	0.7796

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	0.8033	0.8014
PP	0.8028	0.8012
S1	0.8022	0.8009

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

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