CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	0.7998	0.7939	-0.0059	-0.7%	0.8142
High	0.8049	0.7964	-0.0085	-1.1%	0.8153
Low	0.7923	0.7807	-0.0116	-1.5%	0.7807
Close	0.7983	0.7853	-0.0130	-1.6%	0.7853
Range	0.0126	0.0157	0.0031	24.6%	0.0346
ATR	0.0078	0.0085	0.0007	9.0%	0.0000
Volume	371	279	-92	-24.8%	1,160

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8346	0.8256	0.7939
R3	0.8189	0.8099	0.7896
R2	0.8032	0.8032	0.7882
R1	0.7942	0.7942	0.7867	0.7909
PP	0.7875	0.7875	0.7875	0.7858
S1	0.7785	0.7785	0.7839	0.7752
S2	0.7718	0.7718	0.7824
S3	0.7561	0.7628	0.7810
S4	0.7404	0.7471	0.7767

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8976	0.8760	0.8043
R3	0.8630	0.8414	0.7948
R2	0.8284	0.8284	0.7916
R1	0.8068	0.8068	0.7885	0.8003
PP	0.7938	0.7938	0.7938	0.7905
S1	0.7722	0.7722	0.7821	0.7657
S2	0.7592	0.7592	0.7790
S3	0.7246	0.7376	0.7758
S4	0.6900	0.7030	0.7663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8162	0.7807	0.0355	4.5%	0.0114	1.4%	13%	False	True	408
10	0.8208	0.7807	0.0401	5.1%	0.0107	1.4%	11%	False	True	272
20	0.8208	0.7807	0.0401	5.1%	0.0074	0.9%	11%	False	True	187
40	0.8430	0.7807	0.0623	7.9%	0.0054	0.7%	7%	False	True	99
60	0.8746	0.7807	0.0939	12.0%	0.0040	0.5%	5%	False	True	67
80	0.8746	0.7807	0.0939	12.0%	0.0032	0.4%	5%	False	True	50
100	0.9200	0.7807	0.1393	17.7%	0.0028	0.4%	3%	False	True	41
120	0.9200	0.7807	0.1393	17.7%	0.0024	0.3%	3%	False	True	35

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	0.0027
Widest range in 122 trading days

Fibonacci Retracements and Extensions
4.250	0.8631
2.618	0.8375
1.618	0.8218
1.000	0.8121
0.618	0.8061
HIGH	0.7964
0.618	0.7904
0.500	0.7886
0.382	0.7867
LOW	0.7807
0.618	0.7710
1.000	0.7650
1.618	0.7553
2.618	0.7396
4.250	0.7140

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	0.7886	0.7974
PP	0.7875	0.7933
S1	0.7864	0.7893

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

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