CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	0.7599	0.7545	-0.0054	-0.7%	0.7585
High	0.7600	0.7581	-0.0019	-0.3%	0.7670
Low	0.7499	0.7505	0.0006	0.1%	0.7523
Close	0.7523	0.7570	0.0047	0.6%	0.7618
Range	0.0101	0.0076	-0.0025	-24.8%	0.0147
ATR	0.0083	0.0083	-0.0001	-0.6%	0.0000
Volume	88	65	-23	-26.1%	460

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7780	0.7751	0.7612
R3	0.7704	0.7675	0.7591
R2	0.7628	0.7628	0.7584
R1	0.7599	0.7599	0.7577	0.7614
PP	0.7552	0.7552	0.7552	0.7559
S1	0.7523	0.7523	0.7563	0.7538
S2	0.7476	0.7476	0.7556
S3	0.7400	0.7447	0.7549
S4	0.7324	0.7371	0.7528

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.7978	0.7699
R3	0.7898	0.7831	0.7658
R2	0.7751	0.7751	0.7645
R1	0.7684	0.7684	0.7631	0.7718
PP	0.7604	0.7604	0.7604	0.7620
S1	0.7537	0.7537	0.7605	0.7571
S2	0.7457	0.7457	0.7591
S3	0.7310	0.7390	0.7578
S4	0.7163	0.7243	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7670	0.7499	0.0171	2.3%	0.0078	1.0%	42%	False	False	101
10	0.7670	0.7470	0.0200	2.6%	0.0080	1.1%	50%	False	False	92
20	0.7855	0.7470	0.0385	5.1%	0.0092	1.2%	26%	False	False	72
40	0.7855	0.7470	0.0385	5.1%	0.0062	0.8%	26%	False	False	40
60	0.8138	0.7470	0.0668	8.8%	0.0049	0.6%	15%	False	False	29
80	0.8138	0.7470	0.0668	8.8%	0.0038	0.5%	15%	False	False	22
100	0.8481	0.7470	0.1011	13.4%	0.0031	0.4%	10%	False	False	18

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7904
2.618	0.7780
1.618	0.7704
1.000	0.7657
0.618	0.7628
HIGH	0.7581
0.618	0.7552
0.500	0.7543
0.382	0.7534
LOW	0.7505
0.618	0.7458
1.000	0.7429
1.618	0.7382
2.618	0.7306
4.250	0.7182

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	0.7561	0.7573
PP	0.7552	0.7572
S1	0.7543	0.7571

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

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