CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	0.7919	0.7850	-0.0069	-0.9%	0.7759
High	0.7949	0.7936	-0.0013	-0.2%	0.7975
Low	0.7840	0.7814	-0.0026	-0.3%	0.7740
Close	0.7849	0.7863	0.0014	0.2%	0.7863
Range	0.0109	0.0122	0.0013	11.9%	0.0235
ATR	0.0098	0.0100	0.0002	1.8%	0.0000
Volume	197	146	-51	-25.9%	879

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8237	0.8172	0.7930
R3	0.8115	0.8050	0.7897
R2	0.7993	0.7993	0.7885
R1	0.7928	0.7928	0.7874	0.7961
PP	0.7871	0.7871	0.7871	0.7887
S1	0.7806	0.7806	0.7852	0.7839
S2	0.7749	0.7749	0.7841
S3	0.7627	0.7684	0.7829
S4	0.7505	0.7562	0.7796

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8564	0.8449	0.7992
R3	0.8329	0.8214	0.7928
R2	0.8094	0.8094	0.7906
R1	0.7979	0.7979	0.7885	0.8037
PP	0.7859	0.7859	0.7859	0.7888
S1	0.7744	0.7744	0.7841	0.7802
S2	0.7624	0.7624	0.7820
S3	0.7389	0.7509	0.7798
S4	0.7154	0.7274	0.7734

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%	52%	False	False	175
10	0.8012	0.7740	0.0272	3.5%	0.0107	1.4%	45%	False	False	214
20	0.8012	0.7499	0.0513	6.5%	0.0097	1.2%	71%	False	False	168
40	0.8012	0.7470	0.0542	6.9%	0.0092	1.2%	73%	False	False	117
60	0.8012	0.7470	0.0542	6.9%	0.0070	0.9%	73%	False	False	81
80	0.8138	0.7470	0.0668	8.5%	0.0059	0.7%	59%	False	False	62
100	0.8138	0.7470	0.0668	8.5%	0.0048	0.6%	59%	False	False	50
120	0.8543	0.7470	0.1073	13.6%	0.0041	0.5%	37%	False	False	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8455
2.618	0.8255
1.618	0.8133
1.000	0.8058
0.618	0.8011
HIGH	0.7936
0.618	0.7889
0.500	0.7875
0.382	0.7861
LOW	0.7814
0.618	0.7739
1.000	0.7692
1.618	0.7617
2.618	0.7495
4.250	0.7296

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	0.7875	0.7895
PP	0.7871	0.7884
S1	0.7867	0.7874

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

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