CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	0.8517	0.8416	-0.0101	-1.2%	0.8610
High	0.8548	0.8469	-0.0079	-0.9%	0.8629
Low	0.8421	0.8353	-0.0068	-0.8%	0.8414
Close	0.8441	0.8447	0.0006	0.1%	0.8441
Range	0.0127	0.0116	-0.0011	-8.7%	0.0215
ATR	0.0095	0.0097	0.0001	1.5%	0.0000
Volume	3,484	9,392	5,908	169.6%	9,739

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8771	0.8725	0.8511
R3	0.8655	0.8609	0.8479
R2	0.8539	0.8539	0.8468
R1	0.8493	0.8493	0.8458	0.8516
PP	0.8423	0.8423	0.8423	0.8435
S1	0.8377	0.8377	0.8436	0.8400
S2	0.8307	0.8307	0.8426
S3	0.8191	0.8261	0.8415
S4	0.8075	0.8145	0.8383

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9005	0.8559
R3	0.8925	0.8790	0.8500
R2	0.8710	0.8710	0.8480
R1	0.8575	0.8575	0.8461	0.8535
PP	0.8495	0.8495	0.8495	0.8475
S1	0.8360	0.8360	0.8421	0.8320
S2	0.8280	0.8280	0.8402
S3	0.8065	0.8145	0.8382
S4	0.7850	0.7930	0.8323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8629	0.8353	0.0276	3.3%	0.0106	1.3%	34%	False	True	3,826
10	0.8714	0.8353	0.0361	4.3%	0.0097	1.1%	26%	False	True	2,232
20	0.8714	0.8353	0.0361	4.3%	0.0098	1.2%	26%	False	True	1,306
40	0.8815	0.8353	0.0462	5.5%	0.0094	1.1%	20%	False	True	742
60	0.9206	0.8353	0.0853	10.1%	0.0088	1.0%	11%	False	True	524
80	0.9257	0.8353	0.0904	10.7%	0.0069	0.8%	10%	False	True	394
100	0.9326	0.8353	0.0973	11.5%	0.0056	0.7%	10%	False	True	316

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	True
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8962
2.618	0.8773
1.618	0.8657
1.000	0.8585
0.618	0.8541
HIGH	0.8469
0.618	0.8425
0.500	0.8411
0.382	0.8397
LOW	0.8353
0.618	0.8281
1.000	0.8237
1.618	0.8165
2.618	0.8049
4.250	0.7860

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	0.8435	0.8451
PP	0.8423	0.8449
S1	0.8411	0.8448

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

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