CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	0.7600	0.7566	-0.0034	-0.4%	0.7767
High	0.7625	0.7745	0.0120	1.6%	0.7792
Low	0.7554	0.7565	0.0011	0.1%	0.7575
Close	0.7562	0.7738	0.0176	2.3%	0.7612
Range	0.0071	0.0180	0.0109	153.5%	0.0217
ATR	0.0091	0.0097	0.0007	7.3%	0.0000
Volume	1,664	7,627	5,963	358.4%	4,129

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8223	0.8160	0.7837
R3	0.8043	0.7980	0.7788
R2	0.7863	0.7863	0.7771
R1	0.7800	0.7800	0.7755	0.7832
PP	0.7683	0.7683	0.7683	0.7698
S1	0.7620	0.7620	0.7722	0.7652
S2	0.7503	0.7503	0.7705
S3	0.7323	0.7440	0.7689
S4	0.7143	0.7260	0.7639

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	0.7745	0.7554	0.0191	2.5%	0.0100	1.3%	96%	True	False	2,570
10	0.7956	0.7554	0.0402	5.2%	0.0093	1.2%	46%	False	False	1,640
20	0.8109	0.7554	0.0555	7.2%	0.0100	1.3%	33%	False	False	930
40	0.8109	0.7499	0.0610	7.9%	0.0094	1.2%	39%	False	False	540
60	0.8109	0.7470	0.0639	8.3%	0.0091	1.2%	42%	False	False	377
80	0.8109	0.7470	0.0639	8.3%	0.0072	0.9%	42%	False	False	284
100	0.8138	0.7470	0.0668	8.6%	0.0062	0.8%	40%	False	False	228
120	0.8180	0.7470	0.0710	9.2%	0.0053	0.7%	38%	False	False	190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	0.8510
2.618	0.8216
1.618	0.8036
1.000	0.7925
0.618	0.7856
HIGH	0.7745
0.618	0.7676
0.500	0.7655
0.382	0.7634
LOW	0.7565
0.618	0.7454
1.000	0.7385
1.618	0.7274
2.618	0.7094
4.250	0.6800

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	0.7710	0.7709
PP	0.7683	0.7679
S1	0.7655	0.7650

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

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