CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 18-May-2015

Day Change Summary
	Previous	Current
	15-May-2015	18-May-2015	Change	Change %	Previous Week
Open	0.8067	0.8026	-0.0041	-0.5%	0.7910
High	0.8077	0.8040	-0.0037	-0.5%	0.8151
Low	0.7984	0.7964	-0.0020	-0.3%	0.7862
Close	0.8034	0.7968	-0.0066	-0.8%	0.8034
Range	0.0093	0.0076	-0.0017	-18.3%	0.0289
ATR	0.0109	0.0107	-0.0002	-2.2%	0.0000
Volume	73,348	51,245	-22,103	-30.1%	407,688

Daily Pivots for day following 18-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8219	0.8169	0.8010
R3	0.8143	0.8093	0.7989
R2	0.8067	0.8067	0.7982
R1	0.8017	0.8017	0.7975	0.8004
PP	0.7991	0.7991	0.7991	0.7984
S1	0.7941	0.7941	0.7961	0.7928
S2	0.7915	0.7915	0.7954
S3	0.7839	0.7865	0.7947
S4	0.7763	0.7789	0.7926

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	0.7872	0.0279	3.5%	0.0109	1.4%	34%	False	False	80,046
10	0.8151	0.7765	0.0386	4.8%	0.0111	1.4%	53%	False	False	91,314
20	0.8151	0.7659	0.0492	6.2%	0.0106	1.3%	63%	False	False	94,212
40	0.8151	0.7504	0.0647	8.1%	0.0103	1.3%	72%	False	False	96,967
60	0.8151	0.7504	0.0647	8.1%	0.0104	1.3%	72%	False	False	79,505
80	0.8151	0.7504	0.0647	8.1%	0.0101	1.3%	72%	False	False	59,720
100	0.8208	0.7504	0.0704	8.8%	0.0095	1.2%	66%	False	False	47,811
120	0.8485	0.7504	0.0981	12.3%	0.0084	1.1%	47%	False	False	39,844

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8363
2.618	0.8239
1.618	0.8163
1.000	0.8116
0.618	0.8087
HIGH	0.8040
0.618	0.8011
0.500	0.8002
0.382	0.7993
LOW	0.7964
0.618	0.7917
1.000	0.7888
1.618	0.7841
2.618	0.7765
4.250	0.7641

Fisher Pivots for day following 18-May-2015
Pivot	1 day	3 day
R1	0.8002	0.8058
PP	0.7991	0.8028
S1	0.7979	0.7998

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

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