CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 19-Jun-2015

Day Change Summary
	Previous	Current
	18-Jun-2015	19-Jun-2015	Change	Change %	Previous Week
Open	0.7713	0.7763	0.0050	0.6%	0.7702
High	0.7814	0.7779	-0.0035	-0.4%	0.7814
Low	0.7674	0.7700	0.0026	0.3%	0.7610
Close	0.7759	0.7731	-0.0028	-0.4%	0.7731
Range	0.0140	0.0079	-0.0061	-43.6%	0.0204
ATR	0.0101	0.0099	-0.0002	-1.5%	0.0000
Volume	87,637	53,160	-34,477	-39.3%	347,577

Daily Pivots for day following 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7931	0.7774
R3	0.7895	0.7852	0.7753
R2	0.7816	0.7816	0.7745
R1	0.7773	0.7773	0.7738	0.7755
PP	0.7737	0.7737	0.7737	0.7728
S1	0.7694	0.7694	0.7724	0.7676
S2	0.7658	0.7658	0.7717
S3	0.7579	0.7615	0.7709
S4	0.7500	0.7536	0.7688

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8235	0.7843
R3	0.8126	0.8031	0.7787
R2	0.7922	0.7922	0.7768
R1	0.7827	0.7827	0.7750	0.7875
PP	0.7718	0.7718	0.7718	0.7742
S1	0.7623	0.7623	0.7712	0.7671
S2	0.7514	0.7514	0.7694
S3	0.7310	0.7419	0.7675
S4	0.7106	0.7215	0.7619

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%	59%	False	False	69,515
10	0.7814	0.7563	0.0251	3.2%	0.0099	1.3%	67%	False	False	58,965
20	0.7880	0.7554	0.0326	4.2%	0.0102	1.3%	54%	False	False	31,162
40	0.8109	0.7554	0.0555	7.2%	0.0099	1.3%	32%	False	False	15,728
60	0.8109	0.7470	0.0639	8.3%	0.0093	1.2%	41%	False	False	10,516
80	0.8109	0.7470	0.0639	8.3%	0.0086	1.1%	41%	False	False	7,893
100	0.8109	0.7470	0.0639	8.3%	0.0073	0.9%	41%	False	False	6,315
120	0.8138	0.7470	0.0668	8.6%	0.0063	0.8%	39%	False	False	5,263

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8115
2.618	0.7986
1.618	0.7907
1.000	0.7858
0.618	0.7828
HIGH	0.7779
0.618	0.7749
0.500	0.7740
0.382	0.7730
LOW	0.7700
0.618	0.7651
1.000	0.7621
1.618	0.7572
2.618	0.7493
4.250	0.7364

Fisher Pivots for day following 19-Jun-2015
Pivot	1 day	3 day
R1	0.7740	0.7725
PP	0.7737	0.7718
S1	0.7734	0.7712

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

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