CME Australian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	08-Apr-2015	09-Apr-2015	Change	Change %	Previous Week
Open	0.7574	0.7616	0.0042	0.6%	0.7658
High	0.7655	0.7670	0.0015	0.2%	0.7664
Low	0.7574	0.7604	0.0030	0.4%	0.7470
Close	0.7632	0.7623	-0.0009	-0.1%	0.7596
Range	0.0081	0.0066	-0.0015	-18.5%	0.0194
ATR	0.0083	0.0081	-0.0001	-1.4%	0.0000
Volume	214	114	-100	-46.7%	477

Daily Pivots for day following 09-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7830	0.7793	0.7659
R3	0.7764	0.7727	0.7641
R2	0.7698	0.7698	0.7635
R1	0.7661	0.7661	0.7629	0.7680
PP	0.7632	0.7632	0.7632	0.7642
S1	0.7595	0.7595	0.7617	0.7614
S2	0.7566	0.7566	0.7611
S3	0.7500	0.7529	0.7605
S4	0.7434	0.7463	0.7587

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8071	0.7703
R3	0.7965	0.7877	0.7649
R2	0.7771	0.7771	0.7632
R1	0.7683	0.7683	0.7614	0.7630
PP	0.7577	0.7577	0.7577	0.7550
S1	0.7489	0.7489	0.7578	0.7436
S2	0.7383	0.7383	0.7560
S3	0.7189	0.7295	0.7543
S4	0.6995	0.7101	0.7489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7670	0.7510	0.0160	2.1%	0.0086	1.1%	71%	True	False	116
10	0.7726	0.7470	0.0256	3.4%	0.0076	1.0%	60%	False	False	100
20	0.7855	0.7470	0.0385	5.1%	0.0087	1.1%	40%	False	False	65
40	0.7855	0.7470	0.0385	5.1%	0.0056	0.7%	40%	False	False	37
60	0.8138	0.7470	0.0668	8.8%	0.0046	0.6%	23%	False	False	26
80	0.8138	0.7470	0.0668	8.8%	0.0035	0.5%	23%	False	False	19
100	0.8569	0.7470	0.1099	14.4%	0.0029	0.4%	14%	False	False	16

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7951
2.618	0.7843
1.618	0.7777
1.000	0.7736
0.618	0.7711
HIGH	0.7670
0.618	0.7645
0.500	0.7637
0.382	0.7629
LOW	0.7604
0.618	0.7563
1.000	0.7538
1.618	0.7497
2.618	0.7431
4.250	0.7324

Fisher Pivots for day following 09-Apr-2015
Pivot	1 day	3 day
R1	0.7637	0.7614
PP	0.7632	0.7605
S1	0.7628	0.7597

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

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