CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	0.7602	0.7770	0.0168	2.2%	0.7802
High	0.7785	0.7819	0.0034	0.4%	0.7832
Low	0.7602	0.7746	0.0144	1.9%	0.7611
Close	0.7776	0.7765	-0.0011	-0.1%	0.7649
Range	0.0183	0.0073	-0.0110	-60.1%	0.0221
ATR	0.0104	0.0102	-0.0002	-2.1%	0.0000
Volume	123,543	81,475	-42,068	-34.1%	354,704

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7996	0.7953	0.7805
R3	0.7923	0.7880	0.7785
R2	0.7850	0.7850	0.7778
R1	0.7807	0.7807	0.7772	0.7792
PP	0.7777	0.7777	0.7777	0.7769
S1	0.7734	0.7734	0.7758	0.7719
S2	0.7704	0.7704	0.7752
S3	0.7631	0.7661	0.7745
S4	0.7558	0.7588	0.7725

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8226	0.7771
R3	0.8139	0.8005	0.7710
R2	0.7918	0.7918	0.7690
R1	0.7784	0.7784	0.7669	0.7741
PP	0.7697	0.7697	0.7697	0.7676
S1	0.7563	0.7563	0.7629	0.7520
S2	0.7476	0.7476	0.7608
S3	0.7255	0.7342	0.7588
S4	0.7034	0.7121	0.7527

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7819	0.7591	0.0228	2.9%	0.0103	1.3%	76%	True	False	95,151
10	0.7924	0.7591	0.0333	4.3%	0.0095	1.2%	52%	False	False	83,043
20	0.8151	0.7591	0.0560	7.2%	0.0100	1.3%	31%	False	False	84,955
40	0.8151	0.7526	0.0625	8.0%	0.0103	1.3%	38%	False	False	93,465
60	0.8151	0.7504	0.0647	8.3%	0.0106	1.4%	40%	False	False	93,693
80	0.8151	0.7504	0.0647	8.3%	0.0100	1.3%	40%	False	False	71,071
100	0.8208	0.7504	0.0704	9.1%	0.0100	1.3%	37%	False	False	56,926
120	0.8225	0.7504	0.0721	9.3%	0.0091	1.2%	36%	False	False	47,448

Crabel Price Patterns
NR	True
NR4	False
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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8129
2.618	0.8010
1.618	0.7937
1.000	0.7892
0.618	0.7864
HIGH	0.7819
0.618	0.7791
0.500	0.7783
0.382	0.7774
LOW	0.7746
0.618	0.7701
1.000	0.7673
1.618	0.7628
2.618	0.7555
4.250	0.7436

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	0.7783	0.7745
PP	0.7777	0.7725
S1	0.7771	0.7705

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

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