CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 06-May-2015

Day Change Summary
	Previous	Current
	05-May-2015	06-May-2015	Change	Change %	Previous Week
Open	0.7797	0.7864	0.0067	0.9%	0.7765
High	0.7900	0.7975	0.0075	0.9%	0.8012
Low	0.7740	0.7864	0.0124	1.6%	0.7750
Close	0.7887	0.7911	0.0024	0.3%	0.7768
Range	0.0160	0.0111	-0.0049	-30.6%	0.0262
ATR	0.0096	0.0097	0.0001	1.1%	0.0000
Volume	95	337	242	254.7%	1,264

Daily Pivots for day following 06-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8250	0.8191	0.7972
R3	0.8139	0.8080	0.7942
R2	0.8028	0.8028	0.7931
R1	0.7969	0.7969	0.7921	0.7999
PP	0.7917	0.7917	0.7917	0.7931
S1	0.7858	0.7858	0.7901	0.7888
S2	0.7806	0.7806	0.7891
S3	0.7695	0.7747	0.7880
S4	0.7584	0.7636	0.7850

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	0.7975	0.7740	0.0235	3.0%	0.0108	1.4%	73%	True	False	262
10	0.8012	0.7660	0.0352	4.4%	0.0097	1.2%	71%	False	False	230
20	0.8012	0.7499	0.0513	6.5%	0.0092	1.2%	80%	False	False	158
40	0.8012	0.7470	0.0542	6.9%	0.0091	1.1%	81%	False	False	112
60	0.8012	0.7470	0.0542	6.9%	0.0067	0.8%	81%	False	False	76
80	0.8138	0.7470	0.0668	8.4%	0.0056	0.7%	66%	False	False	57
100	0.8138	0.7470	0.0668	8.4%	0.0046	0.6%	66%	False	False	46
120	0.8569	0.7470	0.1099	13.9%	0.0039	0.5%	40%	False	False	39

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	0.8447
2.618	0.8266
1.618	0.8155
1.000	0.8086
0.618	0.8044
HIGH	0.7975
0.618	0.7933
0.500	0.7920
0.382	0.7906
LOW	0.7864
0.618	0.7795
1.000	0.7753
1.618	0.7684
2.618	0.7573
4.250	0.7392

Fisher Pivots for day following 06-May-2015
Pivot	1 day	3 day
R1	0.7920	0.7893
PP	0.7917	0.7875
S1	0.7914	0.7858

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

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