CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	0.7732	0.7736	0.0004	0.1%	0.7767
High	0.7776	0.7737	-0.0039	-0.5%	0.7792
Low	0.7708	0.7623	-0.0085	-1.1%	0.7575
Close	0.7726	0.7643	-0.0083	-1.1%	0.7612
Range	0.0068	0.0114	0.0046	67.6%	0.0217
ATR	0.0095	0.0096	0.0001	1.4%	0.0000
Volume	6,396	7,242	846	13.2%	4,129

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8010	0.7940	0.7706
R3	0.7896	0.7826	0.7674
R2	0.7782	0.7782	0.7664
R1	0.7712	0.7712	0.7653	0.7690
PP	0.7668	0.7668	0.7668	0.7657
S1	0.7598	0.7598	0.7633	0.7576
S2	0.7554	0.7554	0.7622
S3	0.7440	0.7484	0.7612
S4	0.7326	0.7370	0.7580

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	0.7776	0.7554	0.0222	2.9%	0.0094	1.2%	40%	False	False	5,001
10	0.7880	0.7554	0.0326	4.3%	0.0096	1.3%	27%	False	False	2,841
20	0.8109	0.7554	0.0555	7.3%	0.0096	1.2%	16%	False	False	1,590
40	0.8109	0.7499	0.0610	8.0%	0.0094	1.2%	24%	False	False	874
60	0.8109	0.7470	0.0639	8.4%	0.0092	1.2%	27%	False	False	604
80	0.8109	0.7470	0.0639	8.4%	0.0074	1.0%	27%	False	False	454
100	0.8138	0.7470	0.0668	8.7%	0.0064	0.8%	26%	False	False	364
120	0.8138	0.7470	0.0668	8.7%	0.0054	0.7%	26%	False	False	303

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8222
2.618	0.8035
1.618	0.7921
1.000	0.7851
0.618	0.7807
HIGH	0.7737
0.618	0.7693
0.500	0.7680
0.382	0.7667
LOW	0.7623
0.618	0.7553
1.000	0.7509
1.618	0.7439
2.618	0.7325
4.250	0.7139

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	0.7680	0.7671
PP	0.7668	0.7661
S1	0.7655	0.7652

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

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