CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	0.7698	0.7668	-0.0030	-0.4%	0.7702
High	0.7737	0.7720	-0.0017	-0.2%	0.7814
Low	0.7648	0.7662	0.0014	0.2%	0.7610
Close	0.7675	0.7709	0.0034	0.4%	0.7731
Range	0.0089	0.0058	-0.0031	-34.8%	0.0204
ATR	0.0095	0.0093	-0.0003	-2.8%	0.0000
Volume	69,637	55,170	-14,467	-20.8%	347,577

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7848	0.7741
R3	0.7813	0.7790	0.7725
R2	0.7755	0.7755	0.7720
R1	0.7732	0.7732	0.7714	0.7744
PP	0.7697	0.7697	0.7697	0.7703
S1	0.7674	0.7674	0.7704	0.7686
S2	0.7639	0.7639	0.7698
S3	0.7581	0.7616	0.7693
S4	0.7523	0.7558	0.7677

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	0.7779	0.7644	0.0135	1.8%	0.0075	1.0%	48%	False	False	60,297
10	0.7814	0.7610	0.0204	2.6%	0.0085	1.1%	49%	False	False	66,410
20	0.7814	0.7554	0.0260	3.4%	0.0095	1.2%	60%	False	False	43,423
40	0.8109	0.7554	0.0555	7.2%	0.0097	1.3%	28%	False	False	21,914
60	0.8109	0.7470	0.0639	8.3%	0.0093	1.2%	37%	False	False	14,650
80	0.8109	0.7470	0.0639	8.3%	0.0089	1.1%	37%	False	False	10,997
100	0.8109	0.7470	0.0639	8.3%	0.0074	1.0%	37%	False	False	8,798
120	0.8138	0.7470	0.0668	8.7%	0.0065	0.8%	36%	False	False	7,332

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7967
2.618	0.7872
1.618	0.7814
1.000	0.7778
0.618	0.7756
HIGH	0.7720
0.618	0.7698
0.500	0.7691
0.382	0.7684
LOW	0.7662
0.618	0.7626
1.000	0.7604
1.618	0.7568
2.618	0.7510
4.250	0.7416

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.7703	0.7703
PP	0.7697	0.7697
S1	0.7691	0.7691

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

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