CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	0.8545	0.8474	-0.0071	-0.8%	0.8678
High	0.8549	0.8498	-0.0051	-0.6%	0.8714
Low	0.8443	0.8414	-0.0029	-0.3%	0.8495
Close	0.8453	0.8485	0.0032	0.4%	0.8590
Range	0.0106	0.0084	-0.0022	-20.8%	0.0219
ATR	0.0094	0.0093	-0.0001	-0.7%	0.0000
Volume	2,756	1,488	-1,268	-46.0%	3,193

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8718	0.8685	0.8531
R3	0.8634	0.8601	0.8508
R2	0.8550	0.8550	0.8500
R1	0.8517	0.8517	0.8493	0.8534
PP	0.8466	0.8466	0.8466	0.8474
S1	0.8433	0.8433	0.8477	0.8450
S2	0.8382	0.8382	0.8470
S3	0.8298	0.8349	0.8462
S4	0.8214	0.8265	0.8439

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9257	0.9142	0.8710
R3	0.9038	0.8923	0.8650
R2	0.8819	0.8819	0.8630
R1	0.8704	0.8704	0.8610	0.8652
PP	0.8600	0.8600	0.8600	0.8574
S1	0.8485	0.8485	0.8570	0.8433
S2	0.8381	0.8381	0.8550
S3	0.8162	0.8266	0.8530
S4	0.7943	0.8047	0.8470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8653	0.8414	0.0239	2.8%	0.0095	1.1%	30%	False	True	1,621
10	0.8714	0.8414	0.0300	3.5%	0.0093	1.1%	24%	False	True	1,051
20	0.8755	0.8414	0.0341	4.0%	0.0093	1.1%	21%	False	True	685
40	0.8815	0.8414	0.0401	4.7%	0.0093	1.1%	18%	False	True	425
60	0.9257	0.8414	0.0843	9.9%	0.0084	1.0%	8%	False	True	310
80	0.9257	0.8414	0.0843	9.9%	0.0066	0.8%	8%	False	True	234
100	0.9326	0.8414	0.0912	10.7%	0.0054	0.6%	8%	False	True	187

Crabel Price Patterns
NR	True
NR4	True
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	0.0023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8855
2.618	0.8718
1.618	0.8634
1.000	0.8582
0.618	0.8550
HIGH	0.8498
0.618	0.8466
0.500	0.8456
0.382	0.8446
LOW	0.8414
0.618	0.8362
1.000	0.8330
1.618	0.8278
2.618	0.8194
4.250	0.8057

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	0.8475	0.8522
PP	0.8466	0.8509
S1	0.8456	0.8497

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

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