CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	0.7687	0.7716	0.0029	0.4%	0.7756
High	0.7725	0.7774	0.0049	0.6%	0.7774
Low	0.7660	0.7709	0.0049	0.6%	0.7624
Close	0.7717	0.7764	0.0047	0.6%	0.7764
Range	0.0065	0.0065	0.0000	0.0%	0.0150
ATR	0.0086	0.0084	-0.0001	-1.7%	0.0000
Volume	114	386	272	238.6%	755

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7919	0.7800
R3	0.7879	0.7854	0.7782
R2	0.7814	0.7814	0.7776
R1	0.7789	0.7789	0.7770	0.7802
PP	0.7749	0.7749	0.7749	0.7755
S1	0.7724	0.7724	0.7758	0.7737
S2	0.7684	0.7684	0.7752
S3	0.7619	0.7659	0.7746
S4	0.7554	0.7594	0.7728

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8171	0.8117	0.7847
R3	0.8021	0.7967	0.7805
R2	0.7871	0.7871	0.7792
R1	0.7817	0.7817	0.7778	0.7844
PP	0.7721	0.7721	0.7721	0.7734
S1	0.7667	0.7667	0.7750	0.7694
S2	0.7571	0.7571	0.7737
S3	0.7421	0.7517	0.7723
S4	0.7271	0.7367	0.7682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7774	0.7624	0.0150	1.9%	0.0078	1.0%	93%	True	False	151
10	0.7775	0.7499	0.0276	3.6%	0.0086	1.1%	96%	False	False	123
20	0.7775	0.7470	0.0305	3.9%	0.0082	1.1%	96%	False	False	108
40	0.7855	0.7470	0.0385	5.0%	0.0073	0.9%	76%	False	False	67
60	0.7855	0.7470	0.0385	5.0%	0.0057	0.7%	76%	False	False	47
80	0.8138	0.7470	0.0668	8.6%	0.0046	0.6%	44%	False	False	35
100	0.8279	0.7470	0.0809	10.4%	0.0038	0.5%	36%	False	False	28
120	0.8569	0.7470	0.1099	14.2%	0.0032	0.4%	27%	False	False	24

Crabel Price Patterns
NR	False
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	0.0015

Fibonacci Retracements and Extensions
4.250	0.8050
2.618	0.7944
1.618	0.7879
1.000	0.7839
0.618	0.7814
HIGH	0.7774
0.618	0.7749
0.500	0.7742
0.382	0.7734
LOW	0.7709
0.618	0.7669
1.000	0.7644
1.618	0.7604
2.618	0.7539
4.250	0.7433

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	0.7757	0.7747
PP	0.7749	0.7729
S1	0.7742	0.7712

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

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