CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-May-2015

Day Change Summary
	Previous	Current
	01-May-2015	04-May-2015	Change	Change %	Previous Week
Open	0.7884	0.7817	-0.0067	-0.8%	0.7802
High	0.7890	0.7834	-0.0056	-0.7%	0.8055
Low	0.7785	0.7784	-0.0001	0.0%	0.7770
Close	0.7805	0.7828	0.0023	0.3%	0.7805
Range	0.0105	0.0050	-0.0055	-52.4%	0.0285
ATR	0.0110	0.0105	-0.0004	-3.9%	0.0000
Volume	91,526	54,334	-37,192	-40.6%	594,709

Daily Pivots for day following 04-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7965	0.7947	0.7856
R3	0.7915	0.7897	0.7842
R2	0.7865	0.7865	0.7837
R1	0.7847	0.7847	0.7833	0.7856
PP	0.7815	0.7815	0.7815	0.7820
S1	0.7797	0.7797	0.7823	0.7806
S2	0.7765	0.7765	0.7819
S3	0.7715	0.7747	0.7814
S4	0.7665	0.7697	0.7801

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	0.7784	0.0271	3.5%	0.0121	1.5%	16%	False	True	113,864
10	0.8055	0.7659	0.0396	5.1%	0.0101	1.3%	43%	False	False	97,110
20	0.8055	0.7526	0.0529	6.8%	0.0105	1.3%	57%	False	False	101,247
40	0.8055	0.7504	0.0551	7.0%	0.0107	1.4%	59%	False	False	95,660
60	0.8055	0.7504	0.0551	7.0%	0.0098	1.3%	59%	False	False	64,336
80	0.8208	0.7504	0.0704	9.0%	0.0099	1.3%	46%	False	False	48,338
100	0.8231	0.7504	0.0727	9.3%	0.0088	1.1%	45%	False	False	38,681
120	0.8624	0.7504	0.1120	14.3%	0.0075	1.0%	29%	False	False	32,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 44 trading days

Fibonacci Retracements and Extensions
4.250	0.8047
2.618	0.7965
1.618	0.7915
1.000	0.7884
0.618	0.7865
HIGH	0.7834
0.618	0.7815
0.500	0.7809
0.382	0.7803
LOW	0.7784
0.618	0.7753
1.000	0.7734
1.618	0.7703
2.618	0.7653
4.250	0.7572

Fisher Pivots for day following 04-May-2015
Pivot	1 day	3 day
R1	0.7822	0.7893
PP	0.7815	0.7871
S1	0.7809	0.7850

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

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