CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	0.7862	0.7838	-0.0024	-0.3%	0.7872
High	0.7880	0.7866	-0.0014	-0.2%	0.8109
Low	0.7819	0.7819	0.0000	0.0%	0.7827
Close	0.7851	0.7845	-0.0006	-0.1%	0.7995
Range	0.0061	0.0047	-0.0014	-23.0%	0.0282
ATR	0.0095	0.0092	-0.0003	-3.6%	0.0000
Volume	423	306	-117	-27.7%	1,230

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7984	0.7962	0.7871
R3	0.7937	0.7915	0.7858
R2	0.7890	0.7890	0.7854
R1	0.7868	0.7868	0.7849	0.7879
PP	0.7843	0.7843	0.7843	0.7849
S1	0.7821	0.7821	0.7841	0.7832
S2	0.7796	0.7796	0.7836
S3	0.7749	0.7774	0.7832
S4	0.7702	0.7727	0.7819

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	0.8034	0.7819	0.0215	2.7%	0.0073	0.9%	12%	False	True	512
10	0.8109	0.7814	0.0295	3.8%	0.0089	1.1%	11%	False	False	350
20	0.8109	0.7709	0.0400	5.1%	0.0095	1.2%	34%	False	False	294
40	0.8109	0.7470	0.0639	8.1%	0.0088	1.1%	59%	False	False	194
60	0.8109	0.7470	0.0639	8.1%	0.0080	1.0%	59%	False	False	136
80	0.8109	0.7470	0.0639	8.1%	0.0065	0.8%	59%	False	False	104
100	0.8138	0.7470	0.0668	8.5%	0.0055	0.7%	56%	False	False	83
120	0.8342	0.7470	0.0872	11.1%	0.0047	0.6%	43%	False	False	69

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8066
2.618	0.7989
1.618	0.7942
1.000	0.7913
0.618	0.7895
HIGH	0.7866
0.618	0.7848
0.500	0.7843
0.382	0.7837
LOW	0.7819
0.618	0.7790
1.000	0.7772
1.618	0.7743
2.618	0.7696
4.250	0.7619

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	0.7844	0.7888
PP	0.7843	0.7873
S1	0.7843	0.7859

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

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