CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 23-Apr-2015

Day Change Summary
	Previous	Current
	22-Apr-2015	23-Apr-2015	Change	Change %	Previous Week
Open	0.7650	0.7687	0.0037	0.5%	0.7599
High	0.7738	0.7725	-0.0013	-0.2%	0.7775
Low	0.7650	0.7660	0.0010	0.1%	0.7499
Close	0.7710	0.7717	0.0007	0.1%	0.7716
Range	0.0088	0.0065	-0.0023	-26.1%	0.0276
ATR	0.0087	0.0086	-0.0002	-1.8%	0.0000
Volume	88	114	26	29.5%	481

Daily Pivots for day following 23-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7871	0.7753
R3	0.7831	0.7806	0.7735
R2	0.7766	0.7766	0.7729
R1	0.7741	0.7741	0.7723	0.7754
PP	0.7701	0.7701	0.7701	0.7707
S1	0.7676	0.7676	0.7711	0.7689
S2	0.7636	0.7636	0.7705
S3	0.7571	0.7611	0.7699
S4	0.7506	0.7546	0.7681

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8380	0.7868
R3	0.8215	0.8104	0.7792
R2	0.7939	0.7939	0.7767
R1	0.7828	0.7828	0.7741	0.7884
PP	0.7663	0.7663	0.7663	0.7691
S1	0.7552	0.7552	0.7691	0.7608
S2	0.7387	0.7387	0.7665
S3	0.7111	0.7276	0.7640
S4	0.6835	0.7000	0.7564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7775	0.7624	0.0151	2.0%	0.0080	1.0%	62%	False	False	106
10	0.7775	0.7499	0.0276	3.6%	0.0086	1.1%	79%	False	False	87
20	0.7775	0.7470	0.0305	4.0%	0.0081	1.0%	81%	False	False	94
40	0.7855	0.7470	0.0385	5.0%	0.0072	0.9%	64%	False	False	58
60	0.7855	0.7470	0.0385	5.0%	0.0055	0.7%	64%	False	False	40
80	0.8138	0.7470	0.0668	8.7%	0.0045	0.6%	37%	False	False	30
100	0.8342	0.7470	0.0872	11.3%	0.0037	0.5%	28%	False	False	24
120	0.8603	0.7470	0.1133	14.7%	0.0032	0.4%	22%	False	False	21

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8001
2.618	0.7895
1.618	0.7830
1.000	0.7790
0.618	0.7765
HIGH	0.7725
0.618	0.7700
0.500	0.7693
0.382	0.7685
LOW	0.7660
0.618	0.7620
1.000	0.7595
1.618	0.7555
2.618	0.7490
4.250	0.7384

Fisher Pivots for day following 23-Apr-2015
Pivot	1 day	3 day
R1	0.7709	0.7705
PP	0.7701	0.7693
S1	0.7693	0.7681

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

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