CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	0.7593	0.7649	0.0056	0.7%	0.7730
High	0.7681	0.7693	0.0012	0.2%	0.7762
Low	0.7555	0.7628	0.0073	1.0%	0.7597
Close	0.7672	0.7685	0.0013	0.2%	0.7621
Range	0.0126	0.0065	-0.0061	-48.4%	0.0165
ATR	0.0096	0.0094	-0.0002	-2.3%	0.0000
Volume	86,785	78,625	-8,160	-9.4%	328,499

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7864	0.7839	0.7721
R3	0.7799	0.7774	0.7703
R2	0.7734	0.7734	0.7697
R1	0.7709	0.7709	0.7691	0.7722
PP	0.7669	0.7669	0.7669	0.7675
S1	0.7644	0.7644	0.7679	0.7657
S2	0.7604	0.7604	0.7673
S3	0.7539	0.7579	0.7667
S4	0.7474	0.7514	0.7649

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8155	0.8053	0.7712
R3	0.7990	0.7888	0.7666
R2	0.7825	0.7825	0.7651
R1	0.7723	0.7723	0.7636	0.7692
PP	0.7660	0.7660	0.7660	0.7644
S1	0.7558	0.7558	0.7606	0.7527
S2	0.7495	0.7495	0.7591
S3	0.7330	0.7393	0.7576
S4	0.7165	0.7228	0.7530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7737	0.7555	0.0182	2.4%	0.0090	1.2%	71%	False	False	74,077
10	0.7814	0.7555	0.0259	3.4%	0.0094	1.2%	50%	False	False	73,581
20	0.7814	0.7555	0.0259	3.4%	0.0096	1.2%	50%	False	False	55,134
40	0.8109	0.7554	0.0555	7.2%	0.0098	1.3%	24%	False	False	28,032
60	0.8109	0.7499	0.0610	7.9%	0.0095	1.2%	30%	False	False	18,738
80	0.8109	0.7470	0.0639	8.3%	0.0092	1.2%	34%	False	False	14,066
100	0.8109	0.7470	0.0639	8.3%	0.0076	1.0%	34%	False	False	11,254
120	0.8138	0.7470	0.0668	8.7%	0.0068	0.9%	32%	False	False	9,379

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7969
2.618	0.7863
1.618	0.7798
1.000	0.7758
0.618	0.7733
HIGH	0.7693
0.618	0.7668
0.500	0.7661
0.382	0.7653
LOW	0.7628
0.618	0.7588
1.000	0.7563
1.618	0.7523
2.618	0.7458
4.250	0.7352

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	0.7677	0.7667
PP	0.7669	0.7649
S1	0.7661	0.7631

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

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