CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	0.7853	0.7854	0.0001	0.0%	0.8142
High	0.7900	0.7942	0.0042	0.5%	0.8153
Low	0.7845	0.7815	-0.0030	-0.4%	0.7807
Close	0.7866	0.7882	0.0016	0.2%	0.7853
Range	0.0055	0.0127	0.0072	130.9%	0.0346
ATR	0.0081	0.0085	0.0003	4.0%	0.0000
Volume	247	242	-5	-2.0%	1,160

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8261	0.8198	0.7952
R3	0.8134	0.8071	0.7917
R2	0.8007	0.8007	0.7905
R1	0.7944	0.7944	0.7894	0.7976
PP	0.7880	0.7880	0.7880	0.7895
S1	0.7817	0.7817	0.7870	0.7849
S2	0.7753	0.7753	0.7859
S3	0.7626	0.7690	0.7847
S4	0.7499	0.7563	0.7812

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	0.8049	0.7787	0.0262	3.3%	0.0106	1.3%	36%	False	False	320
10	0.8208	0.7787	0.0421	5.3%	0.0107	1.4%	23%	False	False	325
20	0.8208	0.7787	0.0421	5.3%	0.0085	1.1%	23%	False	False	231
40	0.8394	0.7787	0.0607	7.7%	0.0059	0.7%	16%	False	False	123
60	0.8656	0.7787	0.0869	11.0%	0.0044	0.6%	11%	False	False	82
80	0.8746	0.7787	0.0959	12.2%	0.0035	0.4%	10%	False	False	62
100	0.9197	0.7787	0.1410	17.9%	0.0030	0.4%	7%	False	False	50
120	0.9200	0.7787	0.1413	17.9%	0.0026	0.3%	7%	False	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8482
2.618	0.8274
1.618	0.8147
1.000	0.8069
0.618	0.8020
HIGH	0.7942
0.618	0.7893
0.500	0.7879
0.382	0.7864
LOW	0.7815
0.618	0.7737
1.000	0.7688
1.618	0.7610
2.618	0.7483
4.250	0.7275

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	0.7881	0.7876
PP	0.7880	0.7870
S1	0.7879	0.7865

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

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