CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	0.8050	0.8030	-0.0020	-0.2%	0.7872
High	0.8109	0.8034	-0.0075	-0.9%	0.8109
Low	0.8012	0.7946	-0.0066	-0.8%	0.7827
Close	0.8018	0.7995	-0.0023	-0.3%	0.7995
Range	0.0097	0.0088	-0.0009	-9.3%	0.0282
ATR	0.0101	0.0100	-0.0001	-0.9%	0.0000
Volume	379	433	54	14.2%	1,230

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8256	0.8213	0.8043
R3	0.8168	0.8125	0.8019
R2	0.8080	0.8080	0.8011
R1	0.8037	0.8037	0.8003	0.8015
PP	0.7992	0.7992	0.7992	0.7980
S1	0.7949	0.7949	0.7987	0.7927
S2	0.7904	0.7904	0.7979
S3	0.7816	0.7861	0.7971
S4	0.7728	0.7773	0.7947

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8823	0.8691	0.8150
R3	0.8541	0.8409	0.8073
R2	0.8259	0.8259	0.8047
R1	0.8127	0.8127	0.8021	0.8193
PP	0.7977	0.7977	0.7977	0.8010
S1	0.7845	0.7845	0.7969	0.7911
S2	0.7695	0.7695	0.7943
S3	0.7413	0.7563	0.7917
S4	0.7131	0.7281	0.7840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8109	0.7827	0.0282	3.5%	0.0099	1.2%	60%	False	False	246
10	0.8109	0.7740	0.0369	4.6%	0.0103	1.3%	69%	False	False	210
20	0.8109	0.7624	0.0485	6.1%	0.0098	1.2%	76%	False	False	206
40	0.8109	0.7470	0.0639	8.0%	0.0089	1.1%	82%	False	False	144
60	0.8109	0.7470	0.0639	8.0%	0.0077	1.0%	82%	False	False	101
80	0.8109	0.7470	0.0639	8.0%	0.0062	0.8%	82%	False	False	77
100	0.8138	0.7470	0.0668	8.4%	0.0052	0.7%	79%	False	False	62
120	0.8432	0.7470	0.0962	12.0%	0.0045	0.6%	55%	False	False	52

Crabel Price Patterns
NR	True
NR4	True
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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8408
2.618	0.8264
1.618	0.8176
1.000	0.8122
0.618	0.8088
HIGH	0.8034
0.618	0.8000
0.500	0.7990
0.382	0.7980
LOW	0.7946
0.618	0.7892
1.000	0.7858
1.618	0.7804
2.618	0.7716
4.250	0.7572

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	0.7993	0.8013
PP	0.7992	0.8007
S1	0.7990	0.8001

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

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