CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	0.8194	0.8156	-0.0038	-0.5%	0.8242
High	0.8215	0.8220	0.0005	0.1%	0.8320
Low	0.8147	0.8145	-0.0002	0.0%	0.8159
Close	0.8167	0.8157	-0.0010	-0.1%	0.8193
Range	0.0068	0.0075	0.0007	10.3%	0.0161
ATR	0.0095	0.0093	-0.0001	-1.5%	0.0000
Volume	76,057	81,077	5,020	6.6%	277,664

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8399	0.8353	0.8198
R3	0.8324	0.8278	0.8178
R2	0.8249	0.8249	0.8171
R1	0.8203	0.8203	0.8164	0.8226
PP	0.8174	0.8174	0.8174	0.8186
S1	0.8128	0.8128	0.8150	0.8151
S2	0.8099	0.8099	0.8143
S3	0.8024	0.8053	0.8136
S4	0.7949	0.7978	0.8116

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	0.8145	0.0175	2.1%	0.0092	1.1%	7%	False	True	73,673
10	0.8406	0.8145	0.0261	3.2%	0.0089	1.1%	5%	False	True	45,382
20	0.8672	0.8145	0.0527	6.5%	0.0094	1.1%	2%	False	True	24,040
40	0.8815	0.8145	0.0670	8.2%	0.0090	1.1%	2%	False	True	12,160
60	0.8815	0.8145	0.0670	8.2%	0.0090	1.1%	2%	False	True	8,160
80	0.9257	0.8145	0.1112	13.6%	0.0080	1.0%	1%	False	True	6,132
100	0.9258	0.8145	0.1113	13.6%	0.0065	0.8%	1%	False	True	4,906

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8539
2.618	0.8416
1.618	0.8341
1.000	0.8295
0.618	0.8266
HIGH	0.8220
0.618	0.8191
0.500	0.8183
0.382	0.8174
LOW	0.8145
0.618	0.8099
1.000	0.8070
1.618	0.8024
2.618	0.7949
4.250	0.7826

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	0.8183	0.8195
PP	0.8174	0.8182
S1	0.8166	0.8170

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

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