CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	0.7926	0.7952	0.0026	0.3%	0.7802
High	0.8014	0.7989	-0.0025	-0.3%	0.8055
Low	0.7902	0.7874	-0.0028	-0.4%	0.7770
Close	0.7949	0.7887	-0.0062	-0.8%	0.7805
Range	0.0112	0.0115	0.0003	2.7%	0.0285
ATR	0.0110	0.0111	0.0000	0.3%	0.0000
Volume	114,894	95,418	-19,476	-17.0%	594,709

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8262	0.8189	0.7950
R3	0.8147	0.8074	0.7919
R2	0.8032	0.8032	0.7908
R1	0.7959	0.7959	0.7898	0.7938
PP	0.7917	0.7917	0.7917	0.7906
S1	0.7844	0.7844	0.7876	0.7823
S2	0.7802	0.7802	0.7866
S3	0.7687	0.7729	0.7855
S4	0.7572	0.7614	0.7824

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	0.8014	0.7765	0.0249	3.2%	0.0111	1.4%	49%	False	False	96,558
10	0.8055	0.7743	0.0312	4.0%	0.0116	1.5%	46%	False	False	106,528
20	0.8055	0.7526	0.0529	6.7%	0.0110	1.4%	68%	False	False	103,078
40	0.8055	0.7504	0.0551	7.0%	0.0111	1.4%	70%	False	False	99,827
60	0.8055	0.7504	0.0551	7.0%	0.0101	1.3%	70%	False	False	69,941
80	0.8208	0.7504	0.0704	8.9%	0.0101	1.3%	54%	False	False	52,544
100	0.8208	0.7504	0.0704	8.9%	0.0091	1.1%	54%	False	False	42,050
120	0.8624	0.7504	0.1120	14.2%	0.0078	1.0%	34%	False	False	35,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8478
2.618	0.8290
1.618	0.8175
1.000	0.8104
0.618	0.8060
HIGH	0.7989
0.618	0.7945
0.500	0.7932
0.382	0.7918
LOW	0.7874
0.618	0.7803
1.000	0.7759
1.618	0.7688
2.618	0.7573
4.250	0.7385

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	0.7932	0.7890
PP	0.7917	0.7889
S1	0.7902	0.7888

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

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