CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	0.8265	0.8249	-0.0016	-0.2%	0.8295
High	0.8297	0.8259	-0.0038	-0.5%	0.8375
Low	0.8228	0.8206	-0.0022	-0.3%	0.8214
Close	0.8248	0.8210	-0.0038	-0.5%	0.8248
Range	0.0069	0.0053	-0.0016	-23.2%	0.0161
ATR	0.0100	0.0097	-0.0003	-3.4%	0.0000
Volume	19,061	19,061	0	0.0%	537,640

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8384	0.8350	0.8239
R3	0.8331	0.8297	0.8225
R2	0.8278	0.8278	0.8220
R1	0.8244	0.8244	0.8215	0.8235
PP	0.8225	0.8225	0.8225	0.8220
S1	0.8191	0.8191	0.8205	0.8182
S2	0.8172	0.8172	0.8200
S3	0.8119	0.8138	0.8195
S4	0.8066	0.8085	0.8181

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8762	0.8666	0.8337
R3	0.8601	0.8505	0.8292
R2	0.8440	0.8440	0.8278
R1	0.8344	0.8344	0.8263	0.8312
PP	0.8279	0.8279	0.8279	0.8263
S1	0.8183	0.8183	0.8233	0.8151
S2	0.8118	0.8118	0.8218
S3	0.7957	0.8022	0.8204
S4	0.7796	0.7861	0.8159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8375	0.8206	0.0169	2.1%	0.0101	1.2%	2%	False	True	93,211
10	0.8536	0.8206	0.0330	4.0%	0.0092	1.1%	1%	False	True	94,858
20	0.8778	0.8206	0.0572	7.0%	0.0096	1.2%	1%	False	True	100,794
40	0.8882	0.8206	0.0676	8.2%	0.0095	1.2%	1%	False	True	100,528
60	0.8897	0.8206	0.0691	8.4%	0.0099	1.2%	1%	False	True	111,640
80	0.9338	0.8206	0.1132	13.8%	0.0093	1.1%	0%	False	True	96,668
100	0.9338	0.8206	0.1132	13.8%	0.0083	1.0%	0%	False	True	77,409
120	0.9394	0.8206	0.1188	14.5%	0.0076	0.9%	0%	False	True	64,532

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.8484
2.618	0.8398
1.618	0.8345
1.000	0.8312
0.618	0.8292
HIGH	0.8259
0.618	0.8239
0.500	0.8233
0.382	0.8226
LOW	0.8206
0.618	0.8173
1.000	0.8153
1.618	0.8120
2.618	0.8067
4.250	0.7981

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	0.8233	0.8291
PP	0.8225	0.8264
S1	0.8218	0.8237

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

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