CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	0.7736	0.7640	-0.0096	-1.2%	0.7600
High	0.7737	0.7702	-0.0035	-0.5%	0.7776
Low	0.7623	0.7558	-0.0065	-0.9%	0.7554
Close	0.7643	0.7578	-0.0065	-0.9%	0.7578
Range	0.0114	0.0144	0.0030	26.3%	0.0222
ATR	0.0096	0.0100	0.0003	3.5%	0.0000
Volume	7,242	5,479	-1,763	-24.3%	28,408

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.7955	0.7657
R3	0.7901	0.7811	0.7618
R2	0.7757	0.7757	0.7604
R1	0.7667	0.7667	0.7591	0.7640
PP	0.7613	0.7613	0.7613	0.7599
S1	0.7523	0.7523	0.7565	0.7496
S2	0.7469	0.7469	0.7552
S3	0.7325	0.7379	0.7538
S4	0.7181	0.7235	0.7499

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8302	0.8162	0.7700
R3	0.8080	0.7940	0.7639
R2	0.7858	0.7858	0.7619
R1	0.7718	0.7718	0.7598	0.7677
PP	0.7636	0.7636	0.7636	0.7616
S1	0.7496	0.7496	0.7558	0.7455
S2	0.7414	0.7414	0.7537
S3	0.7192	0.7274	0.7517
S4	0.6970	0.7052	0.7456

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%	0.0115	1.5%	11%	False	False	5,681
10	0.7880	0.7554	0.0326	4.3%	0.0105	1.4%	7%	False	False	3,358
20	0.8109	0.7554	0.0555	7.3%	0.0097	1.3%	4%	False	False	1,854
40	0.8109	0.7499	0.0610	8.0%	0.0096	1.3%	13%	False	False	1,008
60	0.8109	0.7470	0.0639	8.4%	0.0093	1.2%	17%	False	False	694
80	0.8109	0.7470	0.0639	8.4%	0.0076	1.0%	17%	False	False	523
100	0.8138	0.7470	0.0668	8.8%	0.0066	0.9%	16%	False	False	419
120	0.8138	0.7470	0.0668	8.8%	0.0055	0.7%	16%	False	False	349

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	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8314
2.618	0.8079
1.618	0.7935
1.000	0.7846
0.618	0.7791
HIGH	0.7702
0.618	0.7647
0.500	0.7630
0.382	0.7613
LOW	0.7558
0.618	0.7469
1.000	0.7414
1.618	0.7325
2.618	0.7181
4.250	0.6946

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	0.7630	0.7667
PP	0.7613	0.7637
S1	0.7595	0.7608

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

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