CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	0.8242	0.8239	-0.0003	0.0%	0.8416
High	0.8266	0.8304	0.0038	0.5%	0.8478
Low	0.8202	0.8167	-0.0035	-0.4%	0.8257
Close	0.8239	0.8245	0.0006	0.1%	0.8266
Range	0.0064	0.0137	0.0073	114.1%	0.0221
ATR	0.0091	0.0094	0.0003	3.6%	0.0000
Volume	13,517	52,916	39,399	291.5%	33,665

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8650	0.8584	0.8320
R3	0.8513	0.8447	0.8283
R2	0.8376	0.8376	0.8270
R1	0.8310	0.8310	0.8258	0.8343
PP	0.8239	0.8239	0.8239	0.8255
S1	0.8173	0.8173	0.8232	0.8206
S2	0.8102	0.8102	0.8220
S3	0.7965	0.8036	0.8207
S4	0.7828	0.7899	0.8170

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	0.8406	0.8167	0.0239	2.9%	0.0086	1.0%	33%	False	True	17,092
10	0.8549	0.8167	0.0382	4.6%	0.0097	1.2%	20%	False	True	10,782
20	0.8714	0.8167	0.0547	6.6%	0.0095	1.2%	14%	False	True	5,730
40	0.8815	0.8167	0.0648	7.9%	0.0090	1.1%	12%	False	True	2,975
60	0.8979	0.8167	0.0812	9.8%	0.0090	1.1%	10%	False	True	2,030
80	0.9257	0.8167	0.1090	13.2%	0.0075	0.9%	7%	False	True	1,528
100	0.9326	0.8167	0.1159	14.1%	0.0061	0.7%	7%	False	True	1,223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8886
2.618	0.8663
1.618	0.8526
1.000	0.8441
0.618	0.8389
HIGH	0.8304
0.618	0.8252
0.500	0.8236
0.382	0.8219
LOW	0.8167
0.618	0.8082
1.000	0.8030
1.618	0.7945
2.618	0.7808
4.250	0.7585

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	0.8242	0.8252
PP	0.8239	0.8249
S1	0.8236	0.8247

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

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