CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	0.8008	0.7988	-0.0020	-0.2%	0.8045
High	0.8058	0.7995	-0.0063	-0.8%	0.8120
Low	0.8008	0.7952	-0.0056	-0.7%	0.7996
Close	0.8017	0.7992	-0.0025	-0.3%	0.8023
Range	0.0050	0.0043	-0.0007	-14.0%	0.0124
ATR	0.0051	0.0052	0.0001	2.0%	0.0000
Volume	214	186	-28	-13.1%	169

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8093	0.8016
R3	0.8066	0.8050	0.8004
R2	0.8023	0.8023	0.8000
R1	0.8007	0.8007	0.7996	0.8015
PP	0.7980	0.7980	0.7980	0.7984
S1	0.7964	0.7964	0.7988	0.7972
S2	0.7937	0.7937	0.7984
S3	0.7894	0.7921	0.7980
S4	0.7851	0.7878	0.7968

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	0.7952	0.0168	2.1%	0.0051	0.6%	24%	False	True	154
10	0.8120	0.7952	0.0168	2.1%	0.0041	0.5%	24%	False	True	91
20	0.8231	0.7952	0.0279	3.5%	0.0043	0.5%	14%	False	True	54
40	0.8624	0.7952	0.0672	8.4%	0.0027	0.3%	6%	False	True	28
60	0.8746	0.7952	0.0794	9.9%	0.0022	0.3%	5%	False	True	19
80	0.8919	0.7952	0.0967	12.1%	0.0019	0.2%	4%	False	True	14
100	0.9200	0.7952	0.1248	15.6%	0.0017	0.2%	3%	False	True	13

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	0.0007
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8178
2.618	0.8108
1.618	0.8065
1.000	0.8038
0.618	0.8022
HIGH	0.7995
0.618	0.7979
0.500	0.7974
0.382	0.7968
LOW	0.7952
0.618	0.7925
1.000	0.7909
1.618	0.7882
2.618	0.7839
4.250	0.7769

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	0.7986	0.8005
PP	0.7980	0.8001
S1	0.7974	0.7996

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

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