CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	0.7770	0.7774	0.0004	0.1%	0.7802
High	0.7819	0.7777	-0.0042	-0.5%	0.7832
Low	0.7746	0.7661	-0.0085	-1.1%	0.7611
Close	0.7765	0.7681	-0.0084	-1.1%	0.7649
Range	0.0073	0.0116	0.0043	58.9%	0.0221
ATR	0.0102	0.0103	0.0001	1.0%	0.0000
Volume	81,475	92,534	11,059	13.6%	354,704

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7984	0.7745
R3	0.7938	0.7868	0.7713
R2	0.7822	0.7822	0.7702
R1	0.7752	0.7752	0.7692	0.7729
PP	0.7706	0.7706	0.7706	0.7695
S1	0.7636	0.7636	0.7670	0.7613
S2	0.7590	0.7590	0.7660
S3	0.7474	0.7520	0.7649
S4	0.7358	0.7404	0.7617

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	3.0%	0.0098	1.3%	39%	False	False	90,789
10	0.7922	0.7591	0.0331	4.3%	0.0099	1.3%	27%	False	False	85,398
20	0.8151	0.7591	0.0560	7.3%	0.0100	1.3%	16%	False	False	83,837
40	0.8151	0.7526	0.0625	8.1%	0.0104	1.4%	25%	False	False	93,356
60	0.8151	0.7504	0.0647	8.4%	0.0107	1.4%	27%	False	False	94,154
80	0.8151	0.7504	0.0647	8.4%	0.0100	1.3%	27%	False	False	72,225
100	0.8208	0.7504	0.0704	9.2%	0.0101	1.3%	25%	False	False	57,851
120	0.8225	0.7504	0.0721	9.4%	0.0092	1.2%	25%	False	False	48,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8270
2.618	0.8081
1.618	0.7965
1.000	0.7893
0.618	0.7849
HIGH	0.7777
0.618	0.7733
0.500	0.7719
0.382	0.7705
LOW	0.7661
0.618	0.7589
1.000	0.7545
1.618	0.7473
2.618	0.7357
4.250	0.7168

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	0.7719	0.7711
PP	0.7706	0.7701
S1	0.7694	0.7691

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

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