CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	0.8319	0.8242	-0.0077	-0.9%	0.8416
High	0.8336	0.8266	-0.0070	-0.8%	0.8478
Low	0.8257	0.8202	-0.0055	-0.7%	0.8257
Close	0.8266	0.8239	-0.0027	-0.3%	0.8266
Range	0.0079	0.0064	-0.0015	-19.0%	0.0221
ATR	0.0093	0.0091	-0.0002	-2.2%	0.0000
Volume	5,485	13,517	8,032	146.4%	33,665

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8428	0.8397	0.8274
R3	0.8364	0.8333	0.8257
R2	0.8300	0.8300	0.8251
R1	0.8269	0.8269	0.8245	0.8253
PP	0.8236	0.8236	0.8236	0.8227
S1	0.8205	0.8205	0.8233	0.8189
S2	0.8172	0.8172	0.8227
S3	0.8108	0.8141	0.8221
S4	0.8044	0.8077	0.8204

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8997	0.8852	0.8388
R3	0.8776	0.8631	0.8327
R2	0.8555	0.8555	0.8307
R1	0.8410	0.8410	0.8286	0.8372
PP	0.8334	0.8334	0.8334	0.8315
S1	0.8189	0.8189	0.8246	0.8151
S2	0.8113	0.8113	0.8225
S3	0.7892	0.7968	0.8205
S4	0.7671	0.7747	0.8144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8478	0.8202	0.0276	3.3%	0.0080	1.0%	13%	False	True	7,558
10	0.8629	0.8202	0.0427	5.2%	0.0093	1.1%	9%	False	True	5,692
20	0.8714	0.8202	0.0512	6.2%	0.0092	1.1%	7%	False	True	3,110
40	0.8815	0.8202	0.0613	7.4%	0.0090	1.1%	6%	False	True	1,656
60	0.8979	0.8202	0.0777	9.4%	0.0088	1.1%	5%	False	True	1,150
80	0.9257	0.8202	0.1055	12.8%	0.0073	0.9%	4%	False	True	867
100	0.9326	0.8202	0.1124	13.6%	0.0060	0.7%	3%	False	True	694

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8538
2.618	0.8434
1.618	0.8370
1.000	0.8330
0.618	0.8306
HIGH	0.8266
0.618	0.8242
0.500	0.8234
0.382	0.8226
LOW	0.8202
0.618	0.8162
1.000	0.8138
1.618	0.8098
2.618	0.8034
4.250	0.7930

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	0.8237	0.8285
PP	0.8236	0.8270
S1	0.8234	0.8254

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

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