CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	0.7687	0.7742	0.0055	0.7%	0.7639
High	0.7784	0.7793	0.0009	0.1%	0.7819
Low	0.7633	0.7693	0.0060	0.8%	0.7591
Close	0.7757	0.7750	-0.0007	-0.1%	0.7616
Range	0.0151	0.0100	-0.0051	-33.8%	0.0228
ATR	0.0108	0.0108	-0.0001	-0.5%	0.0000
Volume	140,242	95,857	-44,385	-31.6%	464,213

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.7998	0.7805
R3	0.7945	0.7898	0.7778
R2	0.7845	0.7845	0.7768
R1	0.7798	0.7798	0.7759	0.7822
PP	0.7745	0.7745	0.7745	0.7757
S1	0.7698	0.7698	0.7741	0.7722
S2	0.7645	0.7645	0.7732
S3	0.7545	0.7598	0.7723
S4	0.7445	0.7498	0.7695

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	0.7793	0.7596	0.0197	2.5%	0.0120	1.5%	78%	True	False	102,656
10	0.7819	0.7591	0.0228	2.9%	0.0109	1.4%	70%	False	False	96,722
20	0.8151	0.7591	0.0560	7.2%	0.0102	1.3%	28%	False	False	87,020
40	0.8151	0.7591	0.0560	7.2%	0.0106	1.4%	28%	False	False	93,251
60	0.8151	0.7504	0.0647	8.3%	0.0109	1.4%	38%	False	False	96,142
80	0.8151	0.7504	0.0647	8.3%	0.0102	1.3%	38%	False	False	78,620
100	0.8153	0.7504	0.0649	8.4%	0.0102	1.3%	38%	False	False	62,969
120	0.8208	0.7504	0.0704	9.1%	0.0095	1.2%	35%	False	False	52,496

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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8218
2.618	0.8055
1.618	0.7955
1.000	0.7893
0.618	0.7855
HIGH	0.7793
0.618	0.7755
0.500	0.7743
0.382	0.7731
LOW	0.7693
0.618	0.7631
1.000	0.7593
1.618	0.7531
2.618	0.7431
4.250	0.7268

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	0.7748	0.7738
PP	0.7745	0.7725
S1	0.7743	0.7713

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

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