CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 29-Apr-2015

Day Change Summary
	Previous	Current
	28-Apr-2015	29-Apr-2015	Change	Change %	Previous Week
Open	0.7808	0.7938	0.0130	1.7%	0.7756
High	0.7961	0.8012	0.0051	0.6%	0.7774
Low	0.7808	0.7916	0.0108	1.4%	0.7624
Close	0.7953	0.7975	0.0022	0.3%	0.7764
Range	0.0153	0.0096	-0.0057	-37.3%	0.0150
ATR	0.0088	0.0089	0.0001	0.6%	0.0000
Volume	48	283	235	489.6%	755

Daily Pivots for day following 29-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8256	0.8211	0.8028
R3	0.8160	0.8115	0.8001
R2	0.8064	0.8064	0.7993
R1	0.8019	0.8019	0.7984	0.8042
PP	0.7968	0.7968	0.7968	0.7979
S1	0.7923	0.7923	0.7966	0.7946
S2	0.7872	0.7872	0.7957
S3	0.7776	0.7827	0.7949
S4	0.7680	0.7731	0.7922

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	0.8012	0.7660	0.0352	4.4%	0.0087	1.1%	89%	True	False	197
10	0.8012	0.7624	0.0388	4.9%	0.0088	1.1%	90%	True	False	146
20	0.8012	0.7470	0.0542	6.8%	0.0086	1.1%	93%	True	False	120
40	0.8012	0.7470	0.0542	6.8%	0.0080	1.0%	93%	True	False	79
60	0.8012	0.7470	0.0542	6.8%	0.0058	0.7%	93%	True	False	54
80	0.8138	0.7470	0.0668	8.4%	0.0050	0.6%	76%	False	False	41
100	0.8180	0.7470	0.0710	8.9%	0.0041	0.5%	71%	False	False	33
120	0.8569	0.7470	0.1099	13.8%	0.0035	0.4%	46%	False	False	28

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8420
2.618	0.8263
1.618	0.8167
1.000	0.8108
0.618	0.8071
HIGH	0.8012
0.618	0.7975
0.500	0.7964
0.382	0.7953
LOW	0.7916
0.618	0.7857
1.000	0.7820
1.618	0.7761
2.618	0.7665
4.250	0.7508

Fisher Pivots for day following 29-Apr-2015
Pivot	1 day	3 day
R1	0.7971	0.7945
PP	0.7968	0.7914
S1	0.7964	0.7884

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

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