CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	0.7646	0.7703	0.0057	0.7%	0.7600
High	0.7745	0.7754	0.0009	0.1%	0.7776
Low	0.7595	0.7654	0.0059	0.8%	0.7554
Close	0.7718	0.7712	-0.0006	-0.1%	0.7578
Range	0.0150	0.0100	-0.0050	-33.3%	0.0222
ATR	0.0103	0.0102	0.0000	-0.2%	0.0000
Volume	71,432	40,488	-30,944	-43.3%	28,408

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7959	0.7767
R3	0.7907	0.7859	0.7740
R2	0.7807	0.7807	0.7730
R1	0.7759	0.7759	0.7721	0.7783
PP	0.7707	0.7707	0.7707	0.7719
S1	0.7659	0.7659	0.7703	0.7683
S2	0.7607	0.7607	0.7694
S3	0.7507	0.7559	0.7685
S4	0.7407	0.7459	0.7657

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	0.7754	0.7558	0.0196	2.5%	0.0116	1.5%	79%	True	False	35,871
10	0.7776	0.7554	0.0222	2.9%	0.0105	1.4%	71%	False	False	20,436
20	0.8109	0.7554	0.0555	7.2%	0.0098	1.3%	28%	False	False	10,520
40	0.8109	0.7554	0.0555	7.2%	0.0098	1.3%	28%	False	False	5,348
60	0.8109	0.7470	0.0639	8.3%	0.0094	1.2%	38%	False	False	3,591
80	0.8109	0.7470	0.0639	8.3%	0.0081	1.1%	38%	False	False	2,696
100	0.8109	0.7470	0.0639	8.3%	0.0068	0.9%	38%	False	False	2,158
120	0.8138	0.7470	0.0668	8.7%	0.0059	0.8%	36%	False	False	1,798

Crabel Price Patterns
NR	True
NR4	False
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	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8179
2.618	0.8016
1.618	0.7916
1.000	0.7854
0.618	0.7816
HIGH	0.7754
0.618	0.7716
0.500	0.7704
0.382	0.7692
LOW	0.7654
0.618	0.7592
1.000	0.7554
1.618	0.7492
2.618	0.7392
4.250	0.7229

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	0.7709	0.7700
PP	0.7707	0.7687
S1	0.7704	0.7675

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

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