CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	0.8026	0.7980	-0.0046	-0.6%	0.7910
High	0.8040	0.7998	-0.0042	-0.5%	0.8151
Low	0.7964	0.7894	-0.0070	-0.9%	0.7862
Close	0.7968	0.7905	-0.0063	-0.8%	0.8034
Range	0.0076	0.0104	0.0028	36.8%	0.0289
ATR	0.0107	0.0107	0.0000	-0.2%	0.0000
Volume	51,245	82,160	30,915	60.3%	407,688

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8244	0.8179	0.7962
R3	0.8140	0.8075	0.7934
R2	0.8036	0.8036	0.7924
R1	0.7971	0.7971	0.7915	0.7952
PP	0.7932	0.7932	0.7932	0.7923
S1	0.7867	0.7867	0.7895	0.7848
S2	0.7828	0.7828	0.7886
S3	0.7724	0.7763	0.7876
S4	0.7620	0.7659	0.7848

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	0.7894	0.0257	3.3%	0.0107	1.4%	4%	False	True	80,690
10	0.8151	0.7848	0.0303	3.8%	0.0104	1.3%	19%	False	False	86,868
20	0.8151	0.7682	0.0469	5.9%	0.0108	1.4%	48%	False	False	94,502
40	0.8151	0.7504	0.0647	8.2%	0.0103	1.3%	62%	False	False	95,817
60	0.8151	0.7504	0.0647	8.2%	0.0104	1.3%	62%	False	False	80,867
80	0.8151	0.7504	0.0647	8.2%	0.0100	1.3%	62%	False	False	60,743
100	0.8208	0.7504	0.0704	8.9%	0.0095	1.2%	57%	False	False	48,632
120	0.8430	0.7504	0.0926	11.7%	0.0085	1.1%	43%	False	False	40,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8440
2.618	0.8270
1.618	0.8166
1.000	0.8102
0.618	0.8062
HIGH	0.7998
0.618	0.7958
0.500	0.7946
0.382	0.7934
LOW	0.7894
0.618	0.7830
1.000	0.7790
1.618	0.7726
2.618	0.7622
4.250	0.7452

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	0.7946	0.7986
PP	0.7932	0.7959
S1	0.7919	0.7932

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

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