CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	0.8076	0.8108	0.0032	0.4%	0.7981
High	0.8092	0.8208	0.0116	1.4%	0.8117
Low	0.7984	0.8064	0.0080	1.0%	0.7952
Close	0.8060	0.8138	0.0078	1.0%	0.8111
Range	0.0108	0.0144	0.0036	33.3%	0.0165
ATR	0.0062	0.0068	0.0006	9.8%	0.0000
Volume	51	212	161	315.7%	865

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8569	0.8497	0.8217
R3	0.8425	0.8353	0.8178
R2	0.8281	0.8281	0.8164
R1	0.8209	0.8209	0.8151	0.8245
PP	0.8137	0.8137	0.8137	0.8155
S1	0.8065	0.8065	0.8125	0.8101
S2	0.7993	0.7993	0.8112
S3	0.7849	0.7921	0.8098
S4	0.7705	0.7777	0.8059

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8555	0.8498	0.8202
R3	0.8390	0.8333	0.8156
R2	0.8225	0.8225	0.8141
R1	0.8168	0.8168	0.8126	0.8197
PP	0.8060	0.8060	0.8060	0.8074
S1	0.8003	0.8003	0.8096	0.8032
S2	0.7895	0.7895	0.8081
S3	0.7730	0.7838	0.8066
S4	0.7565	0.7673	0.8020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8208	0.7984	0.0224	2.8%	0.0100	1.2%	69%	True	False	137
10	0.8208	0.7952	0.0256	3.1%	0.0075	0.9%	73%	True	False	150
20	0.8208	0.7952	0.0256	3.1%	0.0060	0.7%	73%	True	False	94
40	0.8605	0.7952	0.0653	8.0%	0.0040	0.5%	28%	False	False	49
60	0.8746	0.7952	0.0794	9.8%	0.0031	0.4%	23%	False	False	33
80	0.8746	0.7952	0.0794	9.8%	0.0026	0.3%	23%	False	False	25
100	0.9200	0.7952	0.1248	15.3%	0.0022	0.3%	15%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	0.8820
2.618	0.8585
1.618	0.8441
1.000	0.8352
0.618	0.8297
HIGH	0.8208
0.618	0.8153
0.500	0.8136
0.382	0.8119
LOW	0.8064
0.618	0.7975
1.000	0.7920
1.618	0.7831
2.618	0.7687
4.250	0.7452

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	0.8137	0.8124
PP	0.8137	0.8110
S1	0.8136	0.8096

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

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