CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	0.7848	0.7767	-0.0081	-1.0%	0.7988
High	0.7880	0.7792	-0.0088	-1.1%	0.7995
Low	0.7763	0.7682	-0.0081	-1.0%	0.7763
Close	0.7781	0.7684	-0.0097	-1.2%	0.7781
Range	0.0117	0.0110	-0.0007	-6.0%	0.0232
ATR	0.0093	0.0095	0.0001	1.3%	0.0000
Volume	1,051	566	-485	-46.1%	3,181

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.7977	0.7745
R3	0.7939	0.7867	0.7714
R2	0.7829	0.7829	0.7704
R1	0.7757	0.7757	0.7694	0.7738
PP	0.7719	0.7719	0.7719	0.7710
S1	0.7647	0.7647	0.7674	0.7628
S2	0.7609	0.7609	0.7664
S3	0.7499	0.7537	0.7654
S4	0.7389	0.7427	0.7624

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8542	0.8394	0.7909
R3	0.8310	0.8162	0.7845
R2	0.8078	0.8078	0.7824
R1	0.7930	0.7930	0.7802	0.7888
PP	0.7846	0.7846	0.7846	0.7826
S1	0.7698	0.7698	0.7760	0.7656
S2	0.7614	0.7614	0.7738
S3	0.7382	0.7466	0.7717
S4	0.7150	0.7234	0.7653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7956	0.7682	0.0274	3.6%	0.0087	1.1%	1%	False	True	709
10	0.8109	0.7682	0.0427	5.6%	0.0095	1.2%	0%	False	True	480
20	0.8109	0.7682	0.0427	5.6%	0.0101	1.3%	0%	False	True	348
40	0.8109	0.7470	0.0639	8.3%	0.0090	1.2%	33%	False	False	230
60	0.8109	0.7470	0.0639	8.3%	0.0083	1.1%	33%	False	False	163
80	0.8109	0.7470	0.0639	8.3%	0.0068	0.9%	33%	False	False	124
100	0.8138	0.7470	0.0668	8.7%	0.0057	0.7%	32%	False	False	99
120	0.8239	0.7470	0.0769	10.0%	0.0049	0.6%	28%	False	False	83

Crabel Price Patterns
NR	True
NR4	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8260
2.618	0.8080
1.618	0.7970
1.000	0.7902
0.618	0.7860
HIGH	0.7792
0.618	0.7750
0.500	0.7737
0.382	0.7724
LOW	0.7682
0.618	0.7614
1.000	0.7572
1.618	0.7504
2.618	0.7394
4.250	0.7215

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	0.7737	0.7781
PP	0.7719	0.7749
S1	0.7702	0.7716

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

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