CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	0.7614	0.7600	-0.0014	-0.2%	0.7767
High	0.7628	0.7625	-0.0003	0.0%	0.7792
Low	0.7590	0.7554	-0.0036	-0.5%	0.7575
Close	0.7612	0.7562	-0.0050	-0.7%	0.7612
Range	0.0038	0.0071	0.0033	86.8%	0.0217
ATR	0.0092	0.0091	-0.0002	-1.6%	0.0000
Volume	2,080	1,664	-416	-20.0%	4,129

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7793	0.7749	0.7601
R3	0.7722	0.7678	0.7582
R2	0.7651	0.7651	0.7575
R1	0.7607	0.7607	0.7569	0.7594
PP	0.7580	0.7580	0.7580	0.7574
S1	0.7536	0.7536	0.7555	0.7523
S2	0.7509	0.7509	0.7549
S3	0.7438	0.7465	0.7542
S4	0.7367	0.7394	0.7523

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8311	0.8178	0.7731
R3	0.8094	0.7961	0.7672
R2	0.7877	0.7877	0.7652
R1	0.7744	0.7744	0.7632	0.7702
PP	0.7660	0.7660	0.7660	0.7639
S1	0.7527	0.7527	0.7592	0.7485
S2	0.7443	0.7443	0.7572
S3	0.7226	0.7310	0.7552
S4	0.7009	0.7093	0.7493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7792	0.7554	0.0238	3.1%	0.0086	1.1%	3%	False	True	1,158
10	0.7995	0.7554	0.0441	5.8%	0.0082	1.1%	2%	False	True	897
20	0.8109	0.7554	0.0555	7.3%	0.0093	1.2%	1%	False	True	554
40	0.8109	0.7499	0.0610	8.1%	0.0091	1.2%	10%	False	False	351
60	0.8109	0.7470	0.0639	8.5%	0.0088	1.2%	14%	False	False	250
80	0.8109	0.7470	0.0639	8.5%	0.0069	0.9%	14%	False	False	189
100	0.8138	0.7470	0.0668	8.8%	0.0061	0.8%	14%	False	False	151
120	0.8180	0.7470	0.0710	9.4%	0.0051	0.7%	13%	False	False	126

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7927
2.618	0.7811
1.618	0.7740
1.000	0.7696
0.618	0.7669
HIGH	0.7625
0.618	0.7598
0.500	0.7590
0.382	0.7581
LOW	0.7554
0.618	0.7510
1.000	0.7483
1.618	0.7439
2.618	0.7368
4.250	0.7252

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	0.7590	0.7632
PP	0.7580	0.7609
S1	0.7571	0.7585

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

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