CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	0.8093	0.8067	-0.0026	-0.3%	0.7910
High	0.8151	0.8077	-0.0074	-0.9%	0.8151
Low	0.8050	0.7984	-0.0066	-0.8%	0.7862
Close	0.8058	0.8034	-0.0024	-0.3%	0.8034
Range	0.0101	0.0093	-0.0008	-7.9%	0.0289
ATR	0.0110	0.0109	-0.0001	-1.1%	0.0000
Volume	97,405	73,348	-24,057	-24.7%	407,688

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8311	0.8265	0.8085
R3	0.8218	0.8172	0.8060
R2	0.8125	0.8125	0.8051
R1	0.8079	0.8079	0.8043	0.8056
PP	0.8032	0.8032	0.8032	0.8020
S1	0.7986	0.7986	0.8025	0.7963
S2	0.7939	0.7939	0.8017
S3	0.7846	0.7893	0.8008
S4	0.7753	0.7800	0.7983

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8883	0.8747	0.8193
R3	0.8594	0.8458	0.8113
R2	0.8305	0.8305	0.8087
R1	0.8169	0.8169	0.8060	0.8237
PP	0.8016	0.8016	0.8016	0.8050
S1	0.7880	0.7880	0.8008	0.7948
S2	0.7727	0.7727	0.7981
S3	0.7438	0.7591	0.7955
S4	0.7149	0.7302	0.7875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8151	0.7862	0.0289	3.6%	0.0105	1.3%	60%	False	False	81,537
10	0.8151	0.7765	0.0386	4.8%	0.0109	1.4%	70%	False	False	91,623
20	0.8151	0.7659	0.0492	6.1%	0.0108	1.3%	76%	False	False	95,796
40	0.8151	0.7504	0.0647	8.1%	0.0105	1.3%	82%	False	False	98,377
60	0.8151	0.7504	0.0647	8.1%	0.0103	1.3%	82%	False	False	78,656
80	0.8151	0.7504	0.0647	8.1%	0.0102	1.3%	82%	False	False	59,084
100	0.8208	0.7504	0.0704	8.8%	0.0094	1.2%	75%	False	False	47,298
120	0.8552	0.7504	0.1048	13.0%	0.0083	1.0%	51%	False	False	39,417

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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8472
2.618	0.8320
1.618	0.8227
1.000	0.8170
0.618	0.8134
HIGH	0.8077
0.618	0.8041
0.500	0.8031
0.382	0.8020
LOW	0.7984
0.618	0.7927
1.000	0.7891
1.618	0.7834
2.618	0.7741
4.250	0.7589

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	0.8033	0.8051
PP	0.8032	0.8045
S1	0.8031	0.8040

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

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