CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	0.7730	0.7693	-0.0037	-0.5%	0.7702
High	0.7762	0.7714	-0.0048	-0.6%	0.7814
Low	0.7685	0.7644	-0.0041	-0.5%	0.7610
Close	0.7692	0.7695	0.0003	0.0%	0.7731
Range	0.0077	0.0070	-0.0007	-9.1%	0.0204
ATR	0.0098	0.0096	-0.0002	-2.0%	0.0000
Volume	50,845	72,676	21,831	42.9%	347,577

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7894	0.7865	0.7734
R3	0.7824	0.7795	0.7714
R2	0.7754	0.7754	0.7708
R1	0.7725	0.7725	0.7701	0.7740
PP	0.7684	0.7684	0.7684	0.7692
S1	0.7655	0.7655	0.7689	0.7670
S2	0.7614	0.7614	0.7682
S3	0.7544	0.7585	0.7676
S4	0.7474	0.7515	0.7657

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	2.7%	0.0098	1.3%	42%	False	False	73,084
10	0.7814	0.7595	0.0219	2.8%	0.0095	1.2%	46%	False	False	65,122
20	0.7814	0.7554	0.0260	3.4%	0.0098	1.3%	54%	False	False	37,257
40	0.8109	0.7554	0.0555	7.2%	0.0100	1.3%	25%	False	False	18,802
60	0.8109	0.7470	0.0639	8.3%	0.0093	1.2%	35%	False	False	12,572
80	0.8109	0.7470	0.0639	8.3%	0.0087	1.1%	35%	False	False	9,437
100	0.8109	0.7470	0.0639	8.3%	0.0074	1.0%	35%	False	False	7,550
120	0.8138	0.7470	0.0668	8.7%	0.0064	0.8%	34%	False	False	6,292

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8012
2.618	0.7897
1.618	0.7827
1.000	0.7784
0.618	0.7757
HIGH	0.7714
0.618	0.7687
0.500	0.7679
0.382	0.7671
LOW	0.7644
0.618	0.7601
1.000	0.7574
1.618	0.7531
2.618	0.7461
4.250	0.7347

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	0.7690	0.7712
PP	0.7684	0.7706
S1	0.7679	0.7701

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

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