CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 12-May-2015

Day Change Summary
	Previous	Current
	11-May-2015	12-May-2015	Change	Change %	Previous Week
Open	0.7872	0.7838	-0.0034	-0.4%	0.7759
High	0.7877	0.7945	0.0068	0.9%	0.7975
Low	0.7827	0.7837	0.0010	0.1%	0.7740
Close	0.7851	0.7938	0.0087	1.1%	0.7863
Range	0.0050	0.0108	0.0058	116.0%	0.0235
ATR	0.0096	0.0097	0.0001	0.9%	0.0000
Volume	173	49	-124	-71.7%	879

Daily Pivots for day following 12-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8231	0.8192	0.7997
R3	0.8123	0.8084	0.7968
R2	0.8015	0.8015	0.7958
R1	0.7976	0.7976	0.7948	0.7996
PP	0.7907	0.7907	0.7907	0.7916
S1	0.7868	0.7868	0.7928	0.7888
S2	0.7799	0.7799	0.7918
S3	0.7691	0.7760	0.7908
S4	0.7583	0.7652	0.7879

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	0.7814	0.0161	2.0%	0.0100	1.3%	77%	False	False	180
10	0.8012	0.7740	0.0272	3.4%	0.0103	1.3%	73%	False	False	216
20	0.8012	0.7522	0.0490	6.2%	0.0096	1.2%	85%	False	False	172
40	0.8012	0.7470	0.0542	6.8%	0.0094	1.2%	86%	False	False	122
60	0.8012	0.7470	0.0542	6.8%	0.0073	0.9%	86%	False	False	84
80	0.8138	0.7470	0.0668	8.4%	0.0060	0.8%	70%	False	False	65
100	0.8138	0.7470	0.0668	8.4%	0.0049	0.6%	70%	False	False	52
120	0.8481	0.7470	0.1011	12.7%	0.0042	0.5%	46%	False	False	43

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8404
2.618	0.8228
1.618	0.8120
1.000	0.8053
0.618	0.8012
HIGH	0.7945
0.618	0.7904
0.500	0.7891
0.382	0.7878
LOW	0.7837
0.618	0.7770
1.000	0.7729
1.618	0.7662
2.618	0.7554
4.250	0.7378

Fisher Pivots for day following 12-May-2015
Pivot	1 day	3 day
R1	0.7922	0.7919
PP	0.7907	0.7899
S1	0.7891	0.7880

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

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