CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 05-May-2015

Day Change Summary
	Previous	Current
	04-May-2015	05-May-2015	Change	Change %	Previous Week
Open	0.7759	0.7797	0.0038	0.5%	0.7765
High	0.7795	0.7900	0.0105	1.3%	0.8012
Low	0.7759	0.7740	-0.0019	-0.2%	0.7750
Close	0.7790	0.7887	0.0097	1.2%	0.7768
Range	0.0036	0.0160	0.0124	344.4%	0.0262
ATR	0.0091	0.0096	0.0005	5.4%	0.0000
Volume	104	95	-9	-8.7%	1,264

Daily Pivots for day following 05-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8322	0.8265	0.7975
R3	0.8162	0.8105	0.7931
R2	0.8002	0.8002	0.7916
R1	0.7945	0.7945	0.7902	0.7974
PP	0.7842	0.7842	0.7842	0.7857
S1	0.7785	0.7785	0.7872	0.7814
S2	0.7682	0.7682	0.7858
S3	0.7522	0.7625	0.7843
S4	0.7362	0.7465	0.7799

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	0.7740	0.0272	3.4%	0.0105	1.3%	54%	False	True	252
10	0.8012	0.7650	0.0362	4.6%	0.0095	1.2%	65%	False	False	205
20	0.8012	0.7499	0.0513	6.5%	0.0090	1.1%	76%	False	False	152
40	0.8012	0.7470	0.0542	6.9%	0.0089	1.1%	77%	False	False	104
60	0.8012	0.7470	0.0542	6.9%	0.0065	0.8%	77%	False	False	70
80	0.8138	0.7470	0.0668	8.5%	0.0055	0.7%	62%	False	False	53
100	0.8138	0.7470	0.0668	8.5%	0.0044	0.6%	62%	False	False	43
120	0.8569	0.7470	0.1099	13.9%	0.0038	0.5%	38%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8580
2.618	0.8319
1.618	0.8159
1.000	0.8060
0.618	0.7999
HIGH	0.7900
0.618	0.7839
0.500	0.7820
0.382	0.7801
LOW	0.7740
0.618	0.7641
1.000	0.7580
1.618	0.7481
2.618	0.7321
4.250	0.7060

Fisher Pivots for day following 05-May-2015
Pivot	1 day	3 day
R1	0.7865	0.7865
PP	0.7842	0.7842
S1	0.7820	0.7820

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

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