CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	0.7640	0.7587	-0.0053	-0.7%	0.7600
High	0.7702	0.7673	-0.0029	-0.4%	0.7776
Low	0.7558	0.7563	0.0005	0.1%	0.7554
Close	0.7578	0.7654	0.0076	1.0%	0.7578
Range	0.0144	0.0110	-0.0034	-23.6%	0.0222
ATR	0.0100	0.0101	0.0001	0.7%	0.0000
Volume	5,479	25,524	20,045	365.9%	28,408

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7960	0.7917	0.7715
R3	0.7850	0.7807	0.7684
R2	0.7740	0.7740	0.7674
R1	0.7697	0.7697	0.7664	0.7719
PP	0.7630	0.7630	0.7630	0.7641
S1	0.7587	0.7587	0.7644	0.7609
S2	0.7520	0.7520	0.7634
S3	0.7410	0.7477	0.7624
S4	0.7300	0.7367	0.7594

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	0.7558	0.0218	2.8%	0.0123	1.6%	44%	False	False	10,453
10	0.7792	0.7554	0.0238	3.1%	0.0105	1.4%	42%	False	False	5,806
20	0.8109	0.7554	0.0555	7.3%	0.0097	1.3%	18%	False	False	3,123
40	0.8109	0.7499	0.0610	8.0%	0.0097	1.3%	25%	False	False	1,646
60	0.8109	0.7470	0.0639	8.3%	0.0094	1.2%	29%	False	False	1,119
80	0.8109	0.7470	0.0639	8.3%	0.0077	1.0%	29%	False	False	842
100	0.8138	0.7470	0.0668	8.7%	0.0066	0.9%	28%	False	False	674
120	0.8138	0.7470	0.0668	8.7%	0.0056	0.7%	28%	False	False	562

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8141
2.618	0.7961
1.618	0.7851
1.000	0.7783
0.618	0.7741
HIGH	0.7673
0.618	0.7631
0.500	0.7618
0.382	0.7605
LOW	0.7563
0.618	0.7495
1.000	0.7453
1.618	0.7385
2.618	0.7275
4.250	0.7096

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	0.7642	0.7652
PP	0.7630	0.7650
S1	0.7618	0.7648

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

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