CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 01-May-2015

Day Change Summary
	Previous	Current
	30-Apr-2015	01-May-2015	Change	Change %	Previous Week
Open	0.7938	0.7850	-0.0088	-1.1%	0.7765
High	0.7942	0.7850	-0.0092	-1.2%	0.8012
Low	0.7809	0.7750	-0.0059	-0.8%	0.7750
Close	0.7858	0.7768	-0.0090	-1.1%	0.7768
Range	0.0133	0.0100	-0.0033	-24.8%	0.0262
ATR	0.0094	0.0095	0.0001	1.0%	0.0000
Volume	362	416	54	14.9%	1,264

Daily Pivots for day following 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.8029	0.7823
R3	0.7989	0.7929	0.7796
R2	0.7889	0.7889	0.7786
R1	0.7829	0.7829	0.7777	0.7809
PP	0.7789	0.7789	0.7789	0.7780
S1	0.7729	0.7729	0.7759	0.7709
S2	0.7689	0.7689	0.7750
S3	0.7589	0.7629	0.7741
S4	0.7489	0.7529	0.7713

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8629	0.8461	0.7912
R3	0.8367	0.8199	0.7840
R2	0.8105	0.8105	0.7816
R1	0.7937	0.7937	0.7792	0.8021
PP	0.7843	0.7843	0.7843	0.7886
S1	0.7675	0.7675	0.7744	0.7759
S2	0.7581	0.7581	0.7720
S3	0.7319	0.7413	0.7696
S4	0.7057	0.7151	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8012	0.7750	0.0262	3.4%	0.0107	1.4%	7%	False	True	252
10	0.8012	0.7624	0.0388	5.0%	0.0093	1.2%	37%	False	False	201
20	0.8012	0.7499	0.0513	6.6%	0.0089	1.1%	52%	False	False	148
40	0.8012	0.7470	0.0542	7.0%	0.0085	1.1%	55%	False	False	99
60	0.8012	0.7470	0.0542	7.0%	0.0061	0.8%	55%	False	False	67
80	0.8138	0.7470	0.0668	8.6%	0.0053	0.7%	45%	False	False	51
100	0.8180	0.7470	0.0710	9.1%	0.0043	0.6%	42%	False	False	41
120	0.8569	0.7470	0.1099	14.1%	0.0037	0.5%	27%	False	False	34

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8275
2.618	0.8112
1.618	0.8012
1.000	0.7950
0.618	0.7912
HIGH	0.7850
0.618	0.7812
0.500	0.7800
0.382	0.7788
LOW	0.7750
0.618	0.7688
1.000	0.7650
1.618	0.7588
2.618	0.7488
4.250	0.7325

Fisher Pivots for day following 01-May-2015
Pivot	1 day	3 day
R1	0.7800	0.7881
PP	0.7789	0.7843
S1	0.7779	0.7806

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

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