CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 01-May-2015

Day Change Summary
	Previous	Current
	30-Apr-2015	01-May-2015	Change	Change %	Previous Week
Open	0.7978	0.7884	-0.0094	-1.2%	0.7802
High	0.8002	0.7890	-0.0112	-1.4%	0.8055
Low	0.7844	0.7785	-0.0059	-0.8%	0.7770
Close	0.7896	0.7805	-0.0091	-1.2%	0.7805
Range	0.0158	0.0105	-0.0053	-33.5%	0.0285
ATR	0.0109	0.0110	0.0000	0.1%	0.0000
Volume	142,834	91,526	-51,308	-35.9%	594,709

Daily Pivots for day following 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8142	0.8078	0.7863
R3	0.8037	0.7973	0.7834
R2	0.7932	0.7932	0.7824
R1	0.7868	0.7868	0.7815	0.7848
PP	0.7827	0.7827	0.7827	0.7816
S1	0.7763	0.7763	0.7795	0.7743
S2	0.7722	0.7722	0.7786
S3	0.7617	0.7658	0.7776
S4	0.7512	0.7553	0.7747

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8732	0.8553	0.7962
R3	0.8447	0.8268	0.7883
R2	0.8162	0.8162	0.7857
R1	0.7983	0.7983	0.7831	0.8073
PP	0.7877	0.7877	0.7877	0.7921
S1	0.7698	0.7698	0.7779	0.7788
S2	0.7592	0.7592	0.7753
S3	0.7307	0.7413	0.7727
S4	0.7022	0.7128	0.7648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8055	0.7770	0.0285	3.7%	0.0127	1.6%	12%	False	False	118,941
10	0.8055	0.7659	0.0396	5.1%	0.0108	1.4%	37%	False	False	99,968
20	0.8055	0.7526	0.0529	6.8%	0.0107	1.4%	53%	False	False	100,882
40	0.8055	0.7504	0.0551	7.1%	0.0109	1.4%	55%	False	False	94,645
60	0.8055	0.7504	0.0551	7.1%	0.0099	1.3%	55%	False	False	63,443
80	0.8208	0.7504	0.0704	9.0%	0.0099	1.3%	43%	False	False	47,661
100	0.8231	0.7504	0.0727	9.3%	0.0088	1.1%	41%	False	False	38,138
120	0.8624	0.7504	0.1120	14.3%	0.0076	1.0%	27%	False	False	31,782

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8336
2.618	0.8165
1.618	0.8060
1.000	0.7995
0.618	0.7955
HIGH	0.7890
0.618	0.7850
0.500	0.7838
0.382	0.7825
LOW	0.7785
0.618	0.7720
1.000	0.7680
1.618	0.7615
2.618	0.7510
4.250	0.7339

Fisher Pivots for day following 01-May-2015
Pivot	1 day	3 day
R1	0.7838	0.7920
PP	0.7827	0.7882
S1	0.7816	0.7843

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

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