CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	0.7907	0.7862	-0.0045	-0.6%	0.7910
High	0.7924	0.7904	-0.0020	-0.3%	0.8151
Low	0.7850	0.7857	0.0007	0.1%	0.7862
Close	0.7890	0.7884	-0.0006	-0.1%	0.8034
Range	0.0074	0.0047	-0.0027	-36.5%	0.0289
ATR	0.0104	0.0100	-0.0004	-3.9%	0.0000
Volume	68,980	50,513	-18,467	-26.8%	407,688

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8023	0.8000	0.7910
R3	0.7976	0.7953	0.7897
R2	0.7929	0.7929	0.7893
R1	0.7906	0.7906	0.7888	0.7918
PP	0.7882	0.7882	0.7882	0.7887
S1	0.7859	0.7859	0.7880	0.7871
S2	0.7835	0.7835	0.7875
S3	0.7788	0.7812	0.7871
S4	0.7741	0.7765	0.7858

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	0.8077	0.7850	0.0227	2.9%	0.0079	1.0%	15%	False	False	65,249
10	0.8151	0.7848	0.0303	3.8%	0.0094	1.2%	12%	False	False	77,786
20	0.8151	0.7743	0.0408	5.2%	0.0105	1.3%	35%	False	False	92,157
40	0.8151	0.7504	0.0647	8.2%	0.0101	1.3%	59%	False	False	94,244
60	0.8151	0.7504	0.0647	8.2%	0.0104	1.3%	59%	False	False	82,843
80	0.8151	0.7504	0.0647	8.2%	0.0100	1.3%	59%	False	False	62,228
100	0.8208	0.7504	0.0704	8.9%	0.0096	1.2%	54%	False	False	49,826
120	0.8394	0.7504	0.0890	11.3%	0.0085	1.1%	43%	False	False	41,524

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	0.8104
2.618	0.8027
1.618	0.7980
1.000	0.7951
0.618	0.7933
HIGH	0.7904
0.618	0.7886
0.500	0.7881
0.382	0.7875
LOW	0.7857
0.618	0.7828
1.000	0.7810
1.618	0.7781
2.618	0.7734
4.250	0.7657

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	0.7883	0.7924
PP	0.7882	0.7911
S1	0.7881	0.7897

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

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