CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	0.8239	0.8234	-0.0005	-0.1%	0.8416
High	0.8304	0.8290	-0.0014	-0.2%	0.8478
Low	0.8167	0.8206	0.0039	0.5%	0.8257
Close	0.8245	0.8236	-0.0009	-0.1%	0.8266
Range	0.0137	0.0084	-0.0053	-38.7%	0.0221
ATR	0.0094	0.0094	-0.0001	-0.8%	0.0000
Volume	52,916	68,438	15,522	29.3%	33,665

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8496	0.8450	0.8282
R3	0.8412	0.8366	0.8259
R2	0.8328	0.8328	0.8251
R1	0.8282	0.8282	0.8244	0.8305
PP	0.8244	0.8244	0.8244	0.8256
S1	0.8198	0.8198	0.8228	0.8221
S2	0.8160	0.8160	0.8221
S3	0.8076	0.8114	0.8213
S4	0.7992	0.8030	0.8190

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	0.8368	0.8167	0.0201	2.4%	0.0087	1.1%	34%	False	False	29,369
10	0.8548	0.8167	0.0381	4.6%	0.0095	1.1%	18%	False	False	17,350
20	0.8714	0.8167	0.0547	6.6%	0.0094	1.1%	13%	False	False	9,144
40	0.8815	0.8167	0.0648	7.9%	0.0090	1.1%	11%	False	False	4,683
60	0.8963	0.8167	0.0796	9.7%	0.0090	1.1%	9%	False	False	3,170
80	0.9257	0.8167	0.1090	13.2%	0.0076	0.9%	6%	False	False	2,383
100	0.9326	0.8167	0.1159	14.1%	0.0062	0.8%	6%	False	False	1,907

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8647
2.618	0.8510
1.618	0.8426
1.000	0.8374
0.618	0.8342
HIGH	0.8290
0.618	0.8258
0.500	0.8248
0.382	0.8238
LOW	0.8206
0.618	0.8154
1.000	0.8122
1.618	0.8070
2.618	0.7986
4.250	0.7849

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	0.8248	0.8236
PP	0.8244	0.8236
S1	0.8240	0.8236

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

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