CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.7700	0.7688	-0.0012	-0.2%	0.7643
High	0.7730	0.7783	0.0053	0.7%	0.7817
Low	0.7659	0.7682	0.0023	0.3%	0.7526
Close	0.7682	0.7748	0.0066	0.9%	0.7754
Range	0.0071	0.0101	0.0030	42.3%	0.0291
ATR	0.0104	0.0103	0.0000	-0.2%	0.0000
Volume	76,349	76,918	569	0.7%	587,264

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.7995	0.7804
R3	0.7940	0.7894	0.7776
R2	0.7839	0.7839	0.7767
R1	0.7793	0.7793	0.7757	0.7816
PP	0.7738	0.7738	0.7738	0.7749
S1	0.7692	0.7692	0.7739	0.7715
S2	0.7637	0.7637	0.7729
S3	0.7536	0.7591	0.7720
S4	0.7435	0.7490	0.7692

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	0.7647	0.0170	2.2%	0.0105	1.4%	59%	False	False	96,131
10	0.7817	0.7526	0.0291	3.8%	0.0103	1.3%	76%	False	False	99,813
20	0.7868	0.7504	0.0364	4.7%	0.0097	1.3%	67%	False	False	95,505
40	0.7901	0.7504	0.0397	5.1%	0.0103	1.3%	61%	False	False	75,963
60	0.7942	0.7504	0.0438	5.7%	0.0098	1.3%	56%	False	False	50,764
80	0.8208	0.7504	0.0704	9.1%	0.0093	1.2%	35%	False	False	38,125
100	0.8430	0.7504	0.0926	12.0%	0.0081	1.0%	26%	False	False	30,503
120	0.8690	0.7504	0.1186	15.3%	0.0070	0.9%	21%	False	False	25,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8047
1.618	0.7946
1.000	0.7884
0.618	0.7845
HIGH	0.7783
0.618	0.7744
0.500	0.7733
0.382	0.7721
LOW	0.7682
0.618	0.7620
1.000	0.7581
1.618	0.7519
2.618	0.7418
4.250	0.7253

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.7743	0.7742
PP	0.7738	0.7736
S1	0.7733	0.7730

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

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