CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	0.7724	0.7712	-0.0012	-0.2%	0.7587
High	0.7744	0.7733	-0.0011	-0.1%	0.7754
Low	0.7685	0.7610	-0.0075	-1.0%	0.7563
Close	0.7707	0.7713	0.0006	0.1%	0.7699
Range	0.0059	0.0123	0.0064	108.5%	0.0191
ATR	0.0096	0.0098	0.0002	2.0%	0.0000
Volume	54,457	101,104	46,647	85.7%	242,081

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8007	0.7781
R3	0.7931	0.7884	0.7747
R2	0.7808	0.7808	0.7736
R1	0.7761	0.7761	0.7724	0.7785
PP	0.7685	0.7685	0.7685	0.7697
S1	0.7638	0.7638	0.7702	0.7662
S2	0.7562	0.7562	0.7690
S3	0.7439	0.7515	0.7679
S4	0.7316	0.7392	0.7645

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	0.7610	0.0144	1.9%	0.0087	1.1%	72%	False	True	63,094
10	0.7754	0.7558	0.0196	2.5%	0.0103	1.3%	79%	False	False	46,158
20	0.7880	0.7554	0.0326	4.2%	0.0097	1.3%	49%	False	False	24,158
40	0.8109	0.7554	0.0555	7.2%	0.0097	1.3%	29%	False	False	12,213
60	0.8109	0.7470	0.0639	8.3%	0.0091	1.2%	38%	False	False	8,171
80	0.8109	0.7470	0.0639	8.3%	0.0083	1.1%	38%	False	False	6,133
100	0.8109	0.7470	0.0639	8.3%	0.0071	0.9%	38%	False	False	4,907
120	0.8138	0.7470	0.0668	8.7%	0.0061	0.8%	36%	False	False	4,090

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8256
2.618	0.8055
1.618	0.7932
1.000	0.7856
0.618	0.7809
HIGH	0.7733
0.618	0.7686
0.500	0.7672
0.382	0.7657
LOW	0.7610
0.618	0.7534
1.000	0.7487
1.618	0.7411
2.618	0.7288
4.250	0.7087

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	0.7699	0.7701
PP	0.7685	0.7689
S1	0.7672	0.7677

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

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