CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	0.7702	0.7724	0.0022	0.3%	0.7587
High	0.7739	0.7744	0.0005	0.1%	0.7754
Low	0.7666	0.7685	0.0019	0.2%	0.7563
Close	0.7725	0.7707	-0.0018	-0.2%	0.7699
Range	0.0073	0.0059	-0.0014	-19.2%	0.0191
ATR	0.0099	0.0096	-0.0003	-2.9%	0.0000
Volume	51,219	54,457	3,238	6.3%	242,081

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7857	0.7739
R3	0.7830	0.7798	0.7723
R2	0.7771	0.7771	0.7718
R1	0.7739	0.7739	0.7712	0.7726
PP	0.7712	0.7712	0.7712	0.7705
S1	0.7680	0.7680	0.7702	0.7667
S2	0.7653	0.7653	0.7696
S3	0.7594	0.7621	0.7691
S4	0.7535	0.7562	0.7675

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%	0.0092	1.2%	70%	False	False	57,160
10	0.7776	0.7558	0.0218	2.8%	0.0098	1.3%	68%	False	False	36,687
20	0.7956	0.7554	0.0402	5.2%	0.0095	1.2%	38%	False	False	19,163
40	0.8109	0.7554	0.0555	7.2%	0.0096	1.2%	28%	False	False	9,687
60	0.8109	0.7470	0.0639	8.3%	0.0090	1.2%	37%	False	False	6,486
80	0.8109	0.7470	0.0639	8.3%	0.0083	1.1%	37%	False	False	4,869
100	0.8109	0.7470	0.0639	8.3%	0.0069	0.9%	37%	False	False	3,896
120	0.8138	0.7470	0.0668	8.7%	0.0060	0.8%	35%	False	False	3,247

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7995
2.618	0.7898
1.618	0.7839
1.000	0.7803
0.618	0.7780
HIGH	0.7744
0.618	0.7721
0.500	0.7715
0.382	0.7708
LOW	0.7685
0.618	0.7649
1.000	0.7626
1.618	0.7590
2.618	0.7531
4.250	0.7434

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	0.7715	0.7702
PP	0.7712	0.7697
S1	0.7710	0.7692

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

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