CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	0.8208	0.8194	-0.0014	-0.2%	0.8242
High	0.8244	0.8215	-0.0029	-0.4%	0.8320
Low	0.8172	0.8147	-0.0025	-0.3%	0.8159
Close	0.8193	0.8167	-0.0026	-0.3%	0.8193
Range	0.0072	0.0068	-0.0004	-5.6%	0.0161
ATR	0.0097	0.0095	-0.0002	-2.1%	0.0000
Volume	76,371	76,057	-314	-0.4%	277,664

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8380	0.8342	0.8204
R3	0.8312	0.8274	0.8186
R2	0.8244	0.8244	0.8179
R1	0.8206	0.8206	0.8173	0.8191
PP	0.8176	0.8176	0.8176	0.8169
S1	0.8138	0.8138	0.8161	0.8123
S2	0.8108	0.8108	0.8155
S3	0.8040	0.8070	0.8148
S4	0.7972	0.8002	0.8130

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8707	0.8611	0.8282
R3	0.8546	0.8450	0.8237
R2	0.8385	0.8385	0.8223
R1	0.8289	0.8289	0.8208	0.8257
PP	0.8224	0.8224	0.8224	0.8208
S1	0.8128	0.8128	0.8178	0.8096
S2	0.8063	0.8063	0.8163
S3	0.7902	0.7967	0.8149
S4	0.7741	0.7806	0.8104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8320	0.8147	0.0173	2.1%	0.0104	1.3%	12%	False	True	68,040
10	0.8478	0.8147	0.0331	4.1%	0.0092	1.1%	6%	False	True	37,799
20	0.8714	0.8147	0.0567	6.9%	0.0095	1.2%	4%	False	True	20,015
40	0.8815	0.8147	0.0668	8.2%	0.0089	1.1%	3%	False	True	10,138
60	0.8833	0.8147	0.0686	8.4%	0.0091	1.1%	3%	False	True	6,814
80	0.9257	0.8147	0.1110	13.6%	0.0079	1.0%	2%	False	True	5,119
100	0.9258	0.8147	0.1111	13.6%	0.0064	0.8%	2%	False	True	4,096

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8504
2.618	0.8393
1.618	0.8325
1.000	0.8283
0.618	0.8257
HIGH	0.8215
0.618	0.8189
0.500	0.8181
0.382	0.8173
LOW	0.8147
0.618	0.8105
1.000	0.8079
1.618	0.8037
2.618	0.7969
4.250	0.7858

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	0.8181	0.8234
PP	0.8176	0.8211
S1	0.8172	0.8189

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

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