CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	0.7952	0.7894	-0.0058	-0.7%	0.7817
High	0.7989	0.7957	-0.0032	-0.4%	0.8014
Low	0.7874	0.7848	-0.0026	-0.3%	0.7765
Close	0.7887	0.7902	0.0015	0.2%	0.7902
Range	0.0115	0.0109	-0.0006	-5.2%	0.0249
ATR	0.0111	0.0111	0.0000	-0.1%	0.0000
Volume	95,418	117,280	21,862	22.9%	508,548

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8175	0.7962
R3	0.8120	0.8066	0.7932
R2	0.8011	0.8011	0.7922
R1	0.7957	0.7957	0.7912	0.7984
PP	0.7902	0.7902	0.7902	0.7916
S1	0.7848	0.7848	0.7892	0.7875
S2	0.7793	0.7793	0.7882
S3	0.7684	0.7739	0.7872
S4	0.7575	0.7630	0.7842

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8641	0.8520	0.8039
R3	0.8392	0.8271	0.7970
R2	0.8143	0.8143	0.7948
R1	0.8022	0.8022	0.7925	0.8083
PP	0.7894	0.7894	0.7894	0.7924
S1	0.7773	0.7773	0.7879	0.7834
S2	0.7645	0.7645	0.7856
S3	0.7396	0.7524	0.7834
S4	0.7147	0.7275	0.7765

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%	0.0112	1.4%	55%	False	False	101,709
10	0.8055	0.7765	0.0290	3.7%	0.0120	1.5%	47%	False	False	110,325
20	0.8055	0.7526	0.0529	6.7%	0.0111	1.4%	71%	False	False	104,774
40	0.8055	0.7504	0.0551	7.0%	0.0109	1.4%	72%	False	False	101,212
60	0.8055	0.7504	0.0551	7.0%	0.0101	1.3%	72%	False	False	71,892
80	0.8208	0.7504	0.0704	8.9%	0.0102	1.3%	57%	False	False	54,008
100	0.8208	0.7504	0.0704	8.9%	0.0092	1.2%	57%	False	False	43,223
120	0.8624	0.7504	0.1120	14.2%	0.0079	1.0%	36%	False	False	36,020

Crabel Price Patterns
NR	True
NR4	True
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	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8420
2.618	0.8242
1.618	0.8133
1.000	0.8066
0.618	0.8024
HIGH	0.7957
0.618	0.7915
0.500	0.7903
0.382	0.7890
LOW	0.7848
0.618	0.7781
1.000	0.7739
1.618	0.7672
2.618	0.7563
4.250	0.7385

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	0.7903	0.7931
PP	0.7902	0.7921
S1	0.7902	0.7912

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

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