CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	0.7774	0.7674	-0.0100	-1.3%	0.7639
High	0.7777	0.7753	-0.0024	-0.3%	0.7819
Low	0.7661	0.7596	-0.0065	-0.8%	0.7591
Close	0.7681	0.7616	-0.0065	-0.8%	0.7616
Range	0.0116	0.0157	0.0041	35.3%	0.0228
ATR	0.0103	0.0107	0.0004	3.8%	0.0000
Volume	92,534	88,503	-4,031	-4.4%	464,213

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8126	0.8028	0.7702
R3	0.7969	0.7871	0.7659
R2	0.7812	0.7812	0.7645
R1	0.7714	0.7714	0.7630	0.7685
PP	0.7655	0.7655	0.7655	0.7640
S1	0.7557	0.7557	0.7602	0.7528
S2	0.7498	0.7498	0.7587
S3	0.7341	0.7400	0.7573
S4	0.7184	0.7243	0.7530

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8359	0.8216	0.7741
R3	0.8131	0.7988	0.7679
R2	0.7903	0.7903	0.7658
R1	0.7760	0.7760	0.7637	0.7718
PP	0.7675	0.7675	0.7675	0.7654
S1	0.7532	0.7532	0.7595	0.7490
S2	0.7447	0.7447	0.7574
S3	0.7219	0.7304	0.7553
S4	0.6991	0.7076	0.7491

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%	0.0120	1.6%	11%	False	False	92,842
10	0.7922	0.7591	0.0331	4.3%	0.0110	1.4%	8%	False	False	89,197
20	0.8151	0.7591	0.0560	7.4%	0.0102	1.3%	4%	False	False	83,492
40	0.8151	0.7526	0.0625	8.2%	0.0106	1.4%	14%	False	False	93,285
60	0.8151	0.7504	0.0647	8.5%	0.0108	1.4%	17%	False	False	94,382
80	0.8151	0.7504	0.0647	8.5%	0.0101	1.3%	17%	False	False	73,329
100	0.8208	0.7504	0.0704	9.2%	0.0101	1.3%	16%	False	False	58,734
120	0.8208	0.7504	0.0704	9.2%	0.0092	1.2%	16%	False	False	48,957

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	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8420
2.618	0.8164
1.618	0.8007
1.000	0.7910
0.618	0.7850
HIGH	0.7753
0.618	0.7693
0.500	0.7675
0.382	0.7656
LOW	0.7596
0.618	0.7499
1.000	0.7439
1.618	0.7342
2.618	0.7185
4.250	0.6929

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	0.7675	0.7708
PP	0.7655	0.7677
S1	0.7636	0.7647

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

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