CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	0.7587	0.7655	0.0068	0.9%	0.7600
High	0.7673	0.7683	0.0010	0.1%	0.7776
Low	0.7563	0.7605	0.0042	0.6%	0.7554
Close	0.7654	0.7641	-0.0013	-0.2%	0.7578
Range	0.0110	0.0078	-0.0032	-29.1%	0.0222
ATR	0.0101	0.0099	-0.0002	-1.6%	0.0000
Volume	25,524	36,433	10,909	42.7%	28,408

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7877	0.7837	0.7684
R3	0.7799	0.7759	0.7662
R2	0.7721	0.7721	0.7655
R1	0.7681	0.7681	0.7648	0.7662
PP	0.7643	0.7643	0.7643	0.7634
S1	0.7603	0.7603	0.7634	0.7584
S2	0.7565	0.7565	0.7627
S3	0.7487	0.7525	0.7620
S4	0.7409	0.7447	0.7598

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	2.9%	0.0103	1.3%	38%	False	False	16,214
10	0.7776	0.7554	0.0222	2.9%	0.0101	1.3%	39%	False	False	9,392
20	0.8109	0.7554	0.0555	7.3%	0.0098	1.3%	16%	False	False	4,936
40	0.8109	0.7505	0.0604	7.9%	0.0096	1.3%	23%	False	False	2,554
60	0.8109	0.7470	0.0639	8.4%	0.0094	1.2%	27%	False	False	1,726
80	0.8109	0.7470	0.0639	8.4%	0.0078	1.0%	27%	False	False	1,297
100	0.8138	0.7470	0.0668	8.7%	0.0067	0.9%	26%	False	False	1,038
120	0.8138	0.7470	0.0668	8.7%	0.0057	0.7%	26%	False	False	865

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8015
2.618	0.7887
1.618	0.7809
1.000	0.7761
0.618	0.7731
HIGH	0.7683
0.618	0.7653
0.500	0.7644
0.382	0.7635
LOW	0.7605
0.618	0.7557
1.000	0.7527
1.618	0.7479
2.618	0.7401
4.250	0.7274

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	0.7644	0.7637
PP	0.7643	0.7634
S1	0.7642	0.7630

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

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