CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	0.7674	0.7617	-0.0057	-0.7%	0.7639
High	0.7753	0.7711	-0.0042	-0.5%	0.7819
Low	0.7596	0.7599	0.0003	0.0%	0.7591
Close	0.7616	0.7693	0.0077	1.0%	0.7616
Range	0.0157	0.0112	-0.0045	-28.7%	0.0228
ATR	0.0107	0.0107	0.0000	0.4%	0.0000
Volume	88,503	89,324	821	0.9%	464,213

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8004	0.7960	0.7755
R3	0.7892	0.7848	0.7724
R2	0.7780	0.7780	0.7714
R1	0.7736	0.7736	0.7703	0.7758
PP	0.7668	0.7668	0.7668	0.7679
S1	0.7624	0.7624	0.7683	0.7646
S2	0.7556	0.7556	0.7672
S3	0.7444	0.7512	0.7662
S4	0.7332	0.7400	0.7631

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	0.7596	0.0223	2.9%	0.0128	1.7%	43%	False	False	95,075
10	0.7832	0.7591	0.0241	3.1%	0.0109	1.4%	42%	False	False	90,824
20	0.8151	0.7591	0.0560	7.3%	0.0102	1.3%	18%	False	False	82,094
40	0.8151	0.7526	0.0625	8.1%	0.0107	1.4%	27%	False	False	93,434
60	0.8151	0.7504	0.0647	8.4%	0.0107	1.4%	29%	False	False	94,839
80	0.8151	0.7504	0.0647	8.4%	0.0101	1.3%	29%	False	False	74,443
100	0.8208	0.7504	0.0704	9.2%	0.0102	1.3%	27%	False	False	59,625
120	0.8208	0.7504	0.0704	9.2%	0.0093	1.2%	27%	False	False	49,701

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8187
2.618	0.8004
1.618	0.7892
1.000	0.7823
0.618	0.7780
HIGH	0.7711
0.618	0.7668
0.500	0.7655
0.382	0.7642
LOW	0.7599
0.618	0.7530
1.000	0.7487
1.618	0.7418
2.618	0.7306
4.250	0.7123

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	0.7680	0.7691
PP	0.7668	0.7689
S1	0.7655	0.7687

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

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