CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	0.8416	0.8435	0.0019	0.2%	0.8610
High	0.8469	0.8478	0.0009	0.1%	0.8629
Low	0.8353	0.8370	0.0017	0.2%	0.8414
Close	0.8447	0.8383	-0.0064	-0.8%	0.8441
Range	0.0116	0.0108	-0.0008	-6.9%	0.0215
ATR	0.0097	0.0098	0.0001	0.8%	0.0000
Volume	9,392	5,243	-4,149	-44.2%	9,739

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8734	0.8667	0.8442
R3	0.8626	0.8559	0.8413
R2	0.8518	0.8518	0.8403
R1	0.8451	0.8451	0.8393	0.8431
PP	0.8410	0.8410	0.8410	0.8400
S1	0.8343	0.8343	0.8373	0.8323
S2	0.8302	0.8302	0.8363
S3	0.8194	0.8235	0.8353
S4	0.8086	0.8127	0.8324

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	0.8549	0.8353	0.0196	2.3%	0.0108	1.3%	15%	False	False	4,472
10	0.8672	0.8353	0.0319	3.8%	0.0099	1.2%	9%	False	False	2,698
20	0.8714	0.8353	0.0361	4.3%	0.0099	1.2%	8%	False	False	1,559
40	0.8815	0.8353	0.0462	5.5%	0.0093	1.1%	6%	False	False	866
60	0.9146	0.8353	0.0793	9.5%	0.0089	1.1%	4%	False	False	612
80	0.9257	0.8353	0.0904	10.8%	0.0070	0.8%	3%	False	False	460
100	0.9326	0.8353	0.0973	11.6%	0.0057	0.7%	3%	False	False	368

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	0.8937
2.618	0.8761
1.618	0.8653
1.000	0.8586
0.618	0.8545
HIGH	0.8478
0.618	0.8437
0.500	0.8424
0.382	0.8411
LOW	0.8370
0.618	0.8303
1.000	0.8262
1.618	0.8195
2.618	0.8087
4.250	0.7911

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	0.8424	0.8451
PP	0.8410	0.8428
S1	0.8397	0.8406

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

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