CME Australian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	06-Apr-2015	07-Apr-2015	Change	Change %	Previous Week
Open	0.7609	0.7573	-0.0036	-0.5%	0.7704
High	0.7638	0.7680	0.0042	0.5%	0.7714
Low	0.7550	0.7548	-0.0002	0.0%	0.7504
Close	0.7595	0.7605	0.0010	0.1%	0.7555
Range	0.0088	0.0132	0.0044	50.0%	0.0210
ATR	0.0102	0.0104	0.0002	2.1%	0.0000
Volume	47,033	112,064	65,031	138.3%	420,930

Daily Pivots for day following 07-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7938	0.7678
R3	0.7875	0.7806	0.7641
R2	0.7743	0.7743	0.7629
R1	0.7674	0.7674	0.7617	0.7709
PP	0.7611	0.7611	0.7611	0.7628
S1	0.7542	0.7542	0.7593	0.7577
S2	0.7479	0.7479	0.7581
S3	0.7347	0.7410	0.7569
S4	0.7215	0.7278	0.7532

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	0.7680	0.7504	0.0176	2.3%	0.0091	1.2%	57%	True	False	96,948
10	0.7901	0.7504	0.0397	5.2%	0.0092	1.2%	25%	False	False	92,452
20	0.7901	0.7504	0.0397	5.2%	0.0113	1.5%	25%	False	False	94,150
40	0.7901	0.7504	0.0397	5.2%	0.0096	1.3%	25%	False	False	48,677
60	0.8208	0.7504	0.0704	9.3%	0.0099	1.3%	14%	False	False	32,567
80	0.8225	0.7504	0.0721	9.5%	0.0085	1.1%	14%	False	False	24,440
100	0.8624	0.7504	0.1120	14.7%	0.0070	0.9%	9%	False	False	19,553
120	0.8746	0.7504	0.1242	16.3%	0.0061	0.8%	8%	False	False	16,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8241
2.618	0.8026
1.618	0.7894
1.000	0.7812
0.618	0.7762
HIGH	0.7680
0.618	0.7630
0.500	0.7614
0.382	0.7598
LOW	0.7548
0.618	0.7466
1.000	0.7416
1.618	0.7334
2.618	0.7202
4.250	0.6987

Fisher Pivots for day following 07-Apr-2015
Pivot	1 day	3 day
R1	0.7614	0.7601
PP	0.7611	0.7596
S1	0.7608	0.7592

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

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