CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-Apr-2015

Day Change Summary
	Previous	Current
	07-Apr-2015	08-Apr-2015	Change	Change %	Previous Week
Open	0.7573	0.7606	0.0033	0.4%	0.7704
High	0.7680	0.7697	0.0017	0.2%	0.7714
Low	0.7548	0.7603	0.0055	0.7%	0.7504
Close	0.7605	0.7668	0.0063	0.8%	0.7555
Range	0.0132	0.0094	-0.0038	-28.8%	0.0210
ATR	0.0104	0.0103	-0.0001	-0.7%	0.0000
Volume	112,064	96,907	-15,157	-13.5%	420,930

Daily Pivots for day following 08-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7938	0.7897	0.7720
R3	0.7844	0.7803	0.7694
R2	0.7750	0.7750	0.7685
R1	0.7709	0.7709	0.7677	0.7730
PP	0.7656	0.7656	0.7656	0.7666
S1	0.7615	0.7615	0.7659	0.7636
S2	0.7562	0.7562	0.7651
S3	0.7468	0.7521	0.7642
S4	0.7374	0.7427	0.7616

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	0.7697	0.7504	0.0193	2.5%	0.0095	1.2%	85%	True	False	97,318
10	0.7868	0.7504	0.0364	4.7%	0.0091	1.2%	45%	False	False	91,197
20	0.7901	0.7504	0.0397	5.2%	0.0112	1.5%	41%	False	False	95,751
40	0.7901	0.7504	0.0397	5.2%	0.0096	1.3%	41%	False	False	51,095
60	0.8208	0.7504	0.0704	9.2%	0.0099	1.3%	23%	False	False	34,181
80	0.8225	0.7504	0.0721	9.4%	0.0086	1.1%	23%	False	False	25,651
100	0.8624	0.7504	0.1120	14.6%	0.0071	0.9%	15%	False	False	20,522
120	0.8746	0.7504	0.1242	16.2%	0.0062	0.8%	13%	False	False	17,102

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8097
2.618	0.7943
1.618	0.7849
1.000	0.7791
0.618	0.7755
HIGH	0.7697
0.618	0.7661
0.500	0.7650
0.382	0.7639
LOW	0.7603
0.618	0.7545
1.000	0.7509
1.618	0.7451
2.618	0.7357
4.250	0.7204

Fisher Pivots for day following 08-Apr-2015
Pivot	1 day	3 day
R1	0.7662	0.7653
PP	0.7656	0.7638
S1	0.7650	0.7623

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

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