CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	0.7716	0.7765	0.0049	0.6%	0.7756
High	0.7774	0.7810	0.0036	0.5%	0.7774
Low	0.7709	0.7756	0.0047	0.6%	0.7624
Close	0.7764	0.7792	0.0028	0.4%	0.7764
Range	0.0065	0.0054	-0.0011	-16.9%	0.0150
ATR	0.0084	0.0082	-0.0002	-2.6%	0.0000
Volume	386	155	-231	-59.8%	755

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7948	0.7924	0.7822
R3	0.7894	0.7870	0.7807
R2	0.7840	0.7840	0.7802
R1	0.7816	0.7816	0.7797	0.7828
PP	0.7786	0.7786	0.7786	0.7792
S1	0.7762	0.7762	0.7787	0.7774
S2	0.7732	0.7732	0.7782
S3	0.7678	0.7708	0.7777
S4	0.7624	0.7654	0.7762

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	0.7810	0.7624	0.0186	2.4%	0.0066	0.8%	90%	True	False	161
10	0.7810	0.7505	0.0305	3.9%	0.0081	1.0%	94%	True	False	130
20	0.7810	0.7470	0.0340	4.4%	0.0080	1.0%	95%	True	False	112
40	0.7855	0.7470	0.0385	4.9%	0.0074	1.0%	84%	False	False	71
60	0.7855	0.7470	0.0385	4.9%	0.0057	0.7%	84%	False	False	49
80	0.8138	0.7470	0.0668	8.6%	0.0047	0.6%	48%	False	False	37
100	0.8239	0.7470	0.0769	9.9%	0.0039	0.5%	42%	False	False	30
120	0.8569	0.7470	0.1099	14.1%	0.0033	0.4%	29%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8040
2.618	0.7951
1.618	0.7897
1.000	0.7864
0.618	0.7843
HIGH	0.7810
0.618	0.7789
0.500	0.7783
0.382	0.7777
LOW	0.7756
0.618	0.7723
1.000	0.7702
1.618	0.7669
2.618	0.7615
4.250	0.7527

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	0.7789	0.7773
PP	0.7786	0.7754
S1	0.7783	0.7735

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

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