CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 21-Apr-2015

Day Change Summary
	Previous	Current
	20-Apr-2015	21-Apr-2015	Change	Change %	Previous Week
Open	0.7783	0.7700	-0.0083	-1.1%	0.7643
High	0.7801	0.7730	-0.0071	-0.9%	0.7817
Low	0.7682	0.7659	-0.0023	-0.3%	0.7526
Close	0.7693	0.7682	-0.0011	-0.1%	0.7754
Range	0.0119	0.0071	-0.0048	-40.3%	0.0291
ATR	0.0106	0.0104	-0.0003	-2.4%	0.0000
Volume	82,921	76,349	-6,572	-7.9%	587,264

Daily Pivots for day following 21-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7903	0.7864	0.7721
R3	0.7832	0.7793	0.7702
R2	0.7761	0.7761	0.7695
R1	0.7722	0.7722	0.7689	0.7706
PP	0.7690	0.7690	0.7690	0.7683
S1	0.7651	0.7651	0.7675	0.7635
S2	0.7619	0.7619	0.7669
S3	0.7548	0.7580	0.7662
S4	0.7477	0.7509	0.7643

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8572	0.8454	0.7914
R3	0.8281	0.8163	0.7834
R2	0.7990	0.7990	0.7807
R1	0.7872	0.7872	0.7781	0.7931
PP	0.7699	0.7699	0.7699	0.7729
S1	0.7581	0.7581	0.7727	0.7640
S2	0.7408	0.7408	0.7701
S3	0.7117	0.7290	0.7674
S4	0.6826	0.6999	0.7594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7817	0.7545	0.0272	3.5%	0.0110	1.4%	50%	False	False	104,778
10	0.7817	0.7526	0.0291	3.8%	0.0103	1.3%	54%	False	False	101,812
20	0.7901	0.7504	0.0397	5.2%	0.0097	1.3%	45%	False	False	97,132
40	0.7901	0.7504	0.0397	5.2%	0.0103	1.3%	45%	False	False	74,049
60	0.7942	0.7504	0.0438	5.7%	0.0098	1.3%	41%	False	False	49,490
80	0.8208	0.7504	0.0704	9.2%	0.0092	1.2%	25%	False	False	37,164
100	0.8430	0.7504	0.0926	12.1%	0.0080	1.0%	19%	False	False	29,734
120	0.8746	0.7504	0.1242	16.2%	0.0069	0.9%	14%	False	False	24,778

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7916
1.618	0.7845
1.000	0.7801
0.618	0.7774
HIGH	0.7730
0.618	0.7703
0.500	0.7695
0.382	0.7686
LOW	0.7659
0.618	0.7615
1.000	0.7588
1.618	0.7544
2.618	0.7473
4.250	0.7357

Fisher Pivots for day following 21-Apr-2015
Pivot	1 day	3 day
R1	0.7695	0.7738
PP	0.7690	0.7719
S1	0.7686	0.7701

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

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