CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	0.7729	0.7757	0.0028	0.4%	0.7783
High	0.7768	0.7819	0.0051	0.7%	0.7819
Low	0.7689	0.7743	0.0054	0.7%	0.7659
Close	0.7756	0.7803	0.0047	0.6%	0.7803
Range	0.0079	0.0076	-0.0003	-3.8%	0.0160
ATR	0.0102	0.0100	-0.0002	-1.8%	0.0000
Volume	89,485	79,305	-10,180	-11.4%	404,978

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8016	0.7986	0.7845
R3	0.7940	0.7910	0.7824
R2	0.7864	0.7864	0.7817
R1	0.7834	0.7834	0.7810	0.7849
PP	0.7788	0.7788	0.7788	0.7796
S1	0.7758	0.7758	0.7796	0.7773
S2	0.7712	0.7712	0.7789
S3	0.7636	0.7682	0.7782
S4	0.7560	0.7606	0.7761

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8240	0.8182	0.7891
R3	0.8080	0.8022	0.7847
R2	0.7920	0.7920	0.7832
R1	0.7862	0.7862	0.7818	0.7891
PP	0.7760	0.7760	0.7760	0.7775
S1	0.7702	0.7702	0.7788	0.7731
S2	0.7600	0.7600	0.7774
S3	0.7440	0.7542	0.7759
S4	0.7280	0.7382	0.7715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7819	0.7659	0.0160	2.1%	0.0089	1.1%	90%	True	False	80,995
10	0.7819	0.7526	0.0293	3.8%	0.0103	1.3%	95%	True	False	99,224
20	0.7819	0.7504	0.0315	4.0%	0.0097	1.2%	95%	True	False	96,550
40	0.7901	0.7504	0.0397	5.1%	0.0102	1.3%	75%	False	False	80,133
60	0.7901	0.7504	0.0397	5.1%	0.0098	1.3%	75%	False	False	53,569
80	0.8208	0.7504	0.0704	9.0%	0.0095	1.2%	42%	False	False	40,235
100	0.8394	0.7504	0.0890	11.4%	0.0082	1.1%	34%	False	False	32,191
120	0.8656	0.7504	0.1152	14.8%	0.0071	0.9%	26%	False	False	26,826

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	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8142
2.618	0.8018
1.618	0.7942
1.000	0.7895
0.618	0.7866
HIGH	0.7819
0.618	0.7790
0.500	0.7781
0.382	0.7772
LOW	0.7743
0.618	0.7696
1.000	0.7667
1.618	0.7620
2.618	0.7544
4.250	0.7420

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	0.7796	0.7786
PP	0.7788	0.7768
S1	0.7781	0.7751

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

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