CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	0.7802	0.7828	0.0026	0.3%	0.7783
High	0.7851	0.8006	0.0155	2.0%	0.7819
Low	0.7770	0.7813	0.0043	0.6%	0.7659
Close	0.7830	0.7993	0.0163	2.1%	0.7803
Range	0.0081	0.0193	0.0112	138.3%	0.0160
ATR	0.0098	0.0105	0.0007	6.9%	0.0000
Volume	79,720	138,453	58,733	73.7%	404,978

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8516	0.8448	0.8099
R3	0.8323	0.8255	0.8046
R2	0.8130	0.8130	0.8028
R1	0.8062	0.8062	0.8011	0.8096
PP	0.7937	0.7937	0.7937	0.7955
S1	0.7869	0.7869	0.7975	0.7903
S2	0.7744	0.7744	0.7958
S3	0.7551	0.7676	0.7940
S4	0.7358	0.7483	0.7887

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	0.8006	0.7682	0.0324	4.1%	0.0106	1.3%	96%	True	False	92,776
10	0.8006	0.7545	0.0461	5.8%	0.0108	1.4%	97%	True	False	98,777
20	0.8006	0.7504	0.0502	6.3%	0.0101	1.3%	97%	True	False	98,337
40	0.8006	0.7504	0.0502	6.3%	0.0106	1.3%	97%	True	False	85,507
60	0.8006	0.7504	0.0502	6.3%	0.0099	1.2%	97%	True	False	57,184
80	0.8208	0.7504	0.0704	8.8%	0.0097	1.2%	69%	False	False	42,960
100	0.8290	0.7504	0.0786	9.8%	0.0085	1.1%	62%	False	False	34,373
120	0.8624	0.7504	0.1120	14.0%	0.0073	0.9%	44%	False	False	28,644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.8826
2.618	0.8511
1.618	0.8318
1.000	0.8199
0.618	0.8125
HIGH	0.8006
0.618	0.7932
0.500	0.7910
0.382	0.7887
LOW	0.7813
0.618	0.7694
1.000	0.7620
1.618	0.7501
2.618	0.7308
4.250	0.6993

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	0.7965	0.7954
PP	0.7937	0.7914
S1	0.7910	0.7875

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

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