CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	0.7988	0.7945	-0.0043	-0.5%	0.7872
High	0.7995	0.7956	-0.0039	-0.5%	0.8109
Low	0.7925	0.7858	-0.0067	-0.8%	0.7827
Close	0.7929	0.7866	-0.0063	-0.8%	0.7995
Range	0.0070	0.0098	0.0028	40.0%	0.0282
ATR	0.0098	0.0098	0.0000	0.0%	0.0000
Volume	201	1,200	999	497.0%	1,230

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8187	0.8125	0.7920
R3	0.8089	0.8027	0.7893
R2	0.7991	0.7991	0.7884
R1	0.7929	0.7929	0.7875	0.7911
PP	0.7893	0.7893	0.7893	0.7885
S1	0.7831	0.7831	0.7857	0.7813
S2	0.7795	0.7795	0.7848
S3	0.7697	0.7733	0.7839
S4	0.7599	0.7635	0.7812

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	0.7858	0.0251	3.2%	0.0101	1.3%	3%	False	True	481
10	0.8109	0.7814	0.0295	3.8%	0.0100	1.3%	18%	False	False	331
20	0.8109	0.7650	0.0459	5.8%	0.0098	1.2%	47%	False	False	268
40	0.8109	0.7470	0.0639	8.1%	0.0089	1.1%	62%	False	False	177
60	0.8109	0.7470	0.0639	8.1%	0.0078	1.0%	62%	False	False	124
80	0.8109	0.7470	0.0639	8.1%	0.0064	0.8%	62%	False	False	95
100	0.8138	0.7470	0.0668	8.5%	0.0054	0.7%	59%	False	False	76
120	0.8379	0.7470	0.0909	11.6%	0.0046	0.6%	44%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8373
2.618	0.8213
1.618	0.8115
1.000	0.8054
0.618	0.8017
HIGH	0.7956
0.618	0.7919
0.500	0.7907
0.382	0.7895
LOW	0.7858
0.618	0.7797
1.000	0.7760
1.618	0.7699
2.618	0.7601
4.250	0.7442

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	0.7907	0.7946
PP	0.7893	0.7919
S1	0.7880	0.7893

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

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