CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	0.7712	0.7713	0.0001	0.0%	0.7587
High	0.7733	0.7814	0.0081	1.0%	0.7754
Low	0.7610	0.7674	0.0064	0.8%	0.7563
Close	0.7713	0.7759	0.0046	0.6%	0.7699
Range	0.0123	0.0140	0.0017	13.8%	0.0191
ATR	0.0098	0.0101	0.0003	3.1%	0.0000
Volume	101,104	87,637	-13,467	-13.3%	242,081

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8104	0.7836
R3	0.8029	0.7964	0.7798
R2	0.7889	0.7889	0.7785
R1	0.7824	0.7824	0.7772	0.7857
PP	0.7749	0.7749	0.7749	0.7765
S1	0.7684	0.7684	0.7746	0.7717
S2	0.7609	0.7609	0.7733
S3	0.7469	0.7544	0.7721
S4	0.7329	0.7404	0.7682

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	0.7814	0.7610	0.0204	2.6%	0.0095	1.2%	73%	True	False	72,524
10	0.7814	0.7558	0.0256	3.3%	0.0106	1.4%	79%	True	False	54,197
20	0.7880	0.7554	0.0326	4.2%	0.0101	1.3%	63%	False	False	28,519
40	0.8109	0.7554	0.0555	7.2%	0.0098	1.3%	37%	False	False	14,402
60	0.8109	0.7470	0.0639	8.2%	0.0093	1.2%	45%	False	False	9,631
80	0.8109	0.7470	0.0639	8.2%	0.0085	1.1%	45%	False	False	7,228
100	0.8109	0.7470	0.0639	8.2%	0.0072	0.9%	45%	False	False	5,784
120	0.8138	0.7470	0.0668	8.6%	0.0062	0.8%	43%	False	False	4,820

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	0.0034
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8409
2.618	0.8181
1.618	0.8041
1.000	0.7954
0.618	0.7901
HIGH	0.7814
0.618	0.7761
0.500	0.7744
0.382	0.7727
LOW	0.7674
0.618	0.7587
1.000	0.7534
1.618	0.7447
2.618	0.7307
4.250	0.7079

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	0.7754	0.7743
PP	0.7749	0.7728
S1	0.7744	0.7712

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

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