CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	0.7617	0.7694	0.0077	1.0%	0.7639
High	0.7711	0.7721	0.0010	0.1%	0.7819
Low	0.7599	0.7643	0.0044	0.6%	0.7591
Close	0.7693	0.7679	-0.0014	-0.2%	0.7616
Range	0.0112	0.0078	-0.0034	-30.4%	0.0228
ATR	0.0107	0.0105	-0.0002	-1.9%	0.0000
Volume	89,324	99,357	10,033	11.2%	464,213

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7875	0.7722
R3	0.7837	0.7797	0.7700
R2	0.7759	0.7759	0.7693
R1	0.7719	0.7719	0.7686	0.7700
PP	0.7681	0.7681	0.7681	0.7672
S1	0.7641	0.7641	0.7672	0.7622
S2	0.7603	0.7603	0.7665
S3	0.7525	0.7563	0.7658
S4	0.7447	0.7485	0.7636

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%	0.0107	1.4%	37%	False	False	90,238
10	0.7819	0.7591	0.0228	3.0%	0.0106	1.4%	39%	False	False	91,583
20	0.8151	0.7591	0.0560	7.3%	0.0103	1.3%	16%	False	False	84,127
40	0.8151	0.7528	0.0623	8.1%	0.0105	1.4%	24%	False	False	93,055
60	0.8151	0.7504	0.0647	8.4%	0.0107	1.4%	27%	False	False	94,785
80	0.8151	0.7504	0.0647	8.4%	0.0101	1.3%	27%	False	False	75,681
100	0.8208	0.7504	0.0704	9.2%	0.0102	1.3%	25%	False	False	60,618
120	0.8208	0.7504	0.0704	9.2%	0.0094	1.2%	25%	False	False	50,529

Crabel Price Patterns
NR	True
NR4	True
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	0.0026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8053
2.618	0.7925
1.618	0.7847
1.000	0.7799
0.618	0.7769
HIGH	0.7721
0.618	0.7691
0.500	0.7682
0.382	0.7673
LOW	0.7643
0.618	0.7595
1.000	0.7565
1.618	0.7517
2.618	0.7439
4.250	0.7312

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	0.7682	0.7678
PP	0.7681	0.7676
S1	0.7680	0.7675

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

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