CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	0.7850	0.7872	0.0022	0.3%	0.7759
High	0.7936	0.7877	-0.0059	-0.7%	0.7975
Low	0.7814	0.7827	0.0013	0.2%	0.7740
Close	0.7863	0.7851	-0.0012	-0.2%	0.7863
Range	0.0122	0.0050	-0.0072	-59.0%	0.0235
ATR	0.0100	0.0096	-0.0004	-3.6%	0.0000
Volume	146	173	27	18.5%	879

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8002	0.7976	0.7879
R3	0.7952	0.7926	0.7865
R2	0.7902	0.7902	0.7860
R1	0.7876	0.7876	0.7856	0.7864
PP	0.7852	0.7852	0.7852	0.7846
S1	0.7826	0.7826	0.7846	0.7814
S2	0.7802	0.7802	0.7842
S3	0.7752	0.7776	0.7837
S4	0.7702	0.7726	0.7824

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%	0.0110	1.4%	47%	False	False	189
10	0.8012	0.7740	0.0272	3.5%	0.0107	1.4%	41%	False	False	216
20	0.8012	0.7505	0.0507	6.5%	0.0094	1.2%	68%	False	False	173
40	0.8012	0.7470	0.0542	6.9%	0.0093	1.2%	70%	False	False	121
60	0.8012	0.7470	0.0542	6.9%	0.0071	0.9%	70%	False	False	84
80	0.8138	0.7470	0.0668	8.5%	0.0059	0.8%	57%	False	False	64
100	0.8138	0.7470	0.0668	8.5%	0.0048	0.6%	57%	False	False	51
120	0.8543	0.7470	0.1073	13.7%	0.0041	0.5%	36%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8090
2.618	0.8008
1.618	0.7958
1.000	0.7927
0.618	0.7908
HIGH	0.7877
0.618	0.7858
0.500	0.7852
0.382	0.7846
LOW	0.7827
0.618	0.7796
1.000	0.7777
1.618	0.7746
2.618	0.7696
4.250	0.7615

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	0.7852	0.7882
PP	0.7852	0.7871
S1	0.7851	0.7861

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

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