CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	0.7711	0.7702	-0.0009	-0.1%	0.7587
High	0.7719	0.7739	0.0020	0.3%	0.7754
Low	0.7640	0.7666	0.0026	0.3%	0.7563
Close	0.7699	0.7725	0.0026	0.3%	0.7699
Range	0.0079	0.0073	-0.0006	-7.6%	0.0191
ATR	0.0101	0.0099	-0.0002	-2.0%	0.0000
Volume	68,204	51,219	-16,985	-24.9%	242,081

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7929	0.7900	0.7765
R3	0.7856	0.7827	0.7745
R2	0.7783	0.7783	0.7738
R1	0.7754	0.7754	0.7732	0.7769
PP	0.7710	0.7710	0.7710	0.7717
S1	0.7681	0.7681	0.7718	0.7696
S2	0.7637	0.7637	0.7712
S3	0.7564	0.7608	0.7705
S4	0.7491	0.7535	0.7685

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8163	0.7804
R3	0.8054	0.7972	0.7752
R2	0.7863	0.7863	0.7734
R1	0.7781	0.7781	0.7717	0.7822
PP	0.7672	0.7672	0.7672	0.7693
S1	0.7590	0.7590	0.7681	0.7631
S2	0.7481	0.7481	0.7664
S3	0.7290	0.7399	0.7646
S4	0.7099	0.7208	0.7594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7754	0.7595	0.0159	2.1%	0.0096	1.2%	82%	False	False	53,555
10	0.7776	0.7558	0.0218	2.8%	0.0110	1.4%	77%	False	False	32,004
20	0.7995	0.7554	0.0441	5.7%	0.0096	1.2%	39%	False	False	16,450
40	0.8109	0.7554	0.0555	7.2%	0.0097	1.3%	31%	False	False	8,328
60	0.8109	0.7470	0.0639	8.3%	0.0091	1.2%	40%	False	False	5,579
80	0.8109	0.7470	0.0639	8.3%	0.0082	1.1%	40%	False	False	4,188
100	0.8109	0.7470	0.0639	8.3%	0.0069	0.9%	40%	False	False	3,352
120	0.8138	0.7470	0.0668	8.6%	0.0060	0.8%	38%	False	False	2,793

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8049
2.618	0.7930
1.618	0.7857
1.000	0.7812
0.618	0.7784
HIGH	0.7739
0.618	0.7711
0.500	0.7703
0.382	0.7694
LOW	0.7666
0.618	0.7621
1.000	0.7593
1.618	0.7548
2.618	0.7475
4.250	0.7356

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	0.7718	0.7716
PP	0.7710	0.7706
S1	0.7703	0.7697

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

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