CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 29-Apr-2015

Day Change Summary
	Previous	Current
	28-Apr-2015	29-Apr-2015	Change	Change %	Previous Week
Open	0.7828	0.8004	0.0176	2.2%	0.7783
High	0.8006	0.8055	0.0049	0.6%	0.7819
Low	0.7813	0.7955	0.0142	1.8%	0.7659
Close	0.7993	0.8014	0.0021	0.3%	0.7803
Range	0.0193	0.0100	-0.0093	-48.2%	0.0160
ATR	0.0105	0.0105	0.0000	-0.4%	0.0000
Volume	138,453	142,176	3,723	2.7%	404,978

Daily Pivots for day following 29-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8308	0.8261	0.8069
R3	0.8208	0.8161	0.8042
R2	0.8108	0.8108	0.8032
R1	0.8061	0.8061	0.8023	0.8085
PP	0.8008	0.8008	0.8008	0.8020
S1	0.7961	0.7961	0.8005	0.7985
S2	0.7908	0.7908	0.7996
S3	0.7808	0.7861	0.7987
S4	0.7708	0.7761	0.7959

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	0.8055	0.7689	0.0366	4.6%	0.0106	1.3%	89%	True	False	105,827
10	0.8055	0.7647	0.0408	5.1%	0.0105	1.3%	90%	True	False	100,979
20	0.8055	0.7504	0.0551	6.9%	0.0102	1.3%	93%	True	False	100,693
40	0.8055	0.7504	0.0551	6.9%	0.0106	1.3%	93%	True	False	88,997
60	0.8055	0.7504	0.0551	6.9%	0.0100	1.2%	93%	True	False	59,548
80	0.8208	0.7504	0.0704	8.8%	0.0097	1.2%	72%	False	False	44,737
100	0.8271	0.7504	0.0767	9.6%	0.0085	1.1%	66%	False	False	35,794
120	0.8624	0.7504	0.1120	14.0%	0.0074	0.9%	46%	False	False	29,829

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8480
2.618	0.8317
1.618	0.8217
1.000	0.8155
0.618	0.8117
HIGH	0.8055
0.618	0.8017
0.500	0.8005
0.382	0.7993
LOW	0.7955
0.618	0.7893
1.000	0.7855
1.618	0.7793
2.618	0.7693
4.250	0.7530

Fisher Pivots for day following 29-Apr-2015
Pivot	1 day	3 day
R1	0.8011	0.7980
PP	0.8008	0.7946
S1	0.8005	0.7913

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

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