CME Australian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	02-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	0.7569	0.7609	0.0040	0.5%	0.7704
High	0.7582	0.7638	0.0056	0.7%	0.7714
Low	0.7504	0.7550	0.0046	0.6%	0.7504
Close	0.7555	0.7595	0.0040	0.5%	0.7555
Range	0.0078	0.0088	0.0010	12.8%	0.0210
ATR	0.0103	0.0102	-0.0001	-1.0%	0.0000
Volume	114,438	47,033	-67,405	-58.9%	420,930

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7858	0.7815	0.7643
R3	0.7770	0.7727	0.7619
R2	0.7682	0.7682	0.7611
R1	0.7639	0.7639	0.7603	0.7617
PP	0.7594	0.7594	0.7594	0.7583
S1	0.7551	0.7551	0.7587	0.7529
S2	0.7506	0.7506	0.7579
S3	0.7418	0.7463	0.7571
S4	0.7330	0.7375	0.7547

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8221	0.8098	0.7671
R3	0.8011	0.7888	0.7613
R2	0.7801	0.7801	0.7594
R1	0.7678	0.7678	0.7574	0.7635
PP	0.7591	0.7591	0.7591	0.7569
S1	0.7468	0.7468	0.7536	0.7425
S2	0.7381	0.7381	0.7517
S3	0.7171	0.7258	0.7497
S4	0.6961	0.7048	0.7440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7714	0.7504	0.0210	2.8%	0.0087	1.2%	43%	False	False	93,592
10	0.7901	0.7504	0.0397	5.2%	0.0092	1.2%	23%	False	False	94,061
20	0.7901	0.7504	0.0397	5.2%	0.0109	1.4%	23%	False	False	90,074
40	0.7901	0.7504	0.0397	5.2%	0.0095	1.2%	23%	False	False	45,880
60	0.8208	0.7504	0.0704	9.3%	0.0097	1.3%	13%	False	False	30,701
80	0.8231	0.7504	0.0727	9.6%	0.0084	1.1%	13%	False	False	23,040
100	0.8624	0.7504	0.1120	14.7%	0.0069	0.9%	8%	False	False	18,432
120	0.8746	0.7504	0.1242	16.4%	0.0060	0.8%	7%	False	False	15,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8012
2.618	0.7868
1.618	0.7780
1.000	0.7726
0.618	0.7692
HIGH	0.7638
0.618	0.7604
0.500	0.7594
0.382	0.7584
LOW	0.7550
0.618	0.7496
1.000	0.7462
1.618	0.7408
2.618	0.7320
4.250	0.7176

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	0.7595	0.7587
PP	0.7594	0.7579
S1	0.7594	0.7571

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

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