CME Australian Dollar Future December 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	0.7666	0.7640	-0.0026	-0.3%	0.7689
High	0.7698	0.7676	-0.0022	-0.3%	0.7764
Low	0.7616	0.7640	0.0024	0.3%	0.7591
Close	0.7639	0.7672	0.0033	0.4%	0.7695
Range	0.0082	0.0036	-0.0046	-56.1%	0.0173
ATR	0.0065	0.0063	-0.0002	-3.1%	0.0000
Volume	31	42	11	35.5%	169

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7757	0.7692
R3	0.7735	0.7721	0.7682
R2	0.7699	0.7699	0.7679
R1	0.7685	0.7685	0.7675	0.7692
PP	0.7663	0.7663	0.7663	0.7666
S1	0.7649	0.7649	0.7669	0.7656
S2	0.7627	0.7627	0.7665
S3	0.7591	0.7613	0.7662
S4	0.7555	0.7577	0.7652

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8122	0.7790
R3	0.8029	0.7949	0.7743
R2	0.7856	0.7856	0.7727
R1	0.7776	0.7776	0.7711	0.7816
PP	0.7683	0.7683	0.7683	0.7704
S1	0.7603	0.7603	0.7679	0.7643
S2	0.7510	0.7510	0.7663
S3	0.7337	0.7430	0.7647
S4	0.7164	0.7257	0.7600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7724	0.7616	0.0108	1.4%	0.0058	0.8%	52%	False	False	33
10	0.7764	0.7591	0.0173	2.3%	0.0058	0.8%	47%	False	False	30
20	0.7764	0.7529	0.0235	3.1%	0.0051	0.7%	61%	False	False	20
40	0.8046	0.7529	0.0517	6.7%	0.0039	0.5%	28%	False	False	11
60	0.8046	0.7465	0.0581	7.6%	0.0034	0.4%	36%	False	False	9
80	0.8046	0.7448	0.0598	7.8%	0.0034	0.4%	37%	False	False	8
100	0.8046	0.7448	0.0598	7.8%	0.0028	0.4%	37%	False	False	8

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7829
2.618	0.7770
1.618	0.7734
1.000	0.7712
0.618	0.7698
HIGH	0.7676
0.618	0.7662
0.500	0.7658
0.382	0.7654
LOW	0.7640
0.618	0.7618
1.000	0.7604
1.618	0.7582
2.618	0.7546
4.250	0.7487

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.7667	0.7667
PP	0.7663	0.7662
S1	0.7658	0.7657

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

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