CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	0.8156	0.8167	0.0011	0.1%	0.8242
High	0.8220	0.8189	-0.0031	-0.4%	0.8320
Low	0.8145	0.8056	-0.0089	-1.1%	0.8159
Close	0.8157	0.8059	-0.0098	-1.2%	0.8193
Range	0.0075	0.0133	0.0058	77.3%	0.0161
ATR	0.0093	0.0096	0.0003	3.0%	0.0000
Volume	81,077	105,386	24,309	30.0%	277,664

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8500	0.8413	0.8132
R3	0.8367	0.8280	0.8096
R2	0.8234	0.8234	0.8083
R1	0.8147	0.8147	0.8071	0.8124
PP	0.8101	0.8101	0.8101	0.8090
S1	0.8014	0.8014	0.8047	0.7991
S2	0.7968	0.7968	0.8035
S3	0.7835	0.7881	0.8022
S4	0.7702	0.7748	0.7986

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	0.8056	0.0264	3.3%	0.0102	1.3%	1%	False	True	81,062
10	0.8368	0.8056	0.0312	3.9%	0.0094	1.2%	1%	False	True	55,216
20	0.8653	0.8056	0.0597	7.4%	0.0097	1.2%	1%	False	True	29,286
40	0.8815	0.8056	0.0759	9.4%	0.0091	1.1%	0%	False	True	14,793
60	0.8815	0.8056	0.0759	9.4%	0.0091	1.1%	0%	False	True	9,915
80	0.9257	0.8056	0.1201	14.9%	0.0082	1.0%	0%	False	True	7,450
100	0.9257	0.8056	0.1201	14.9%	0.0066	0.8%	0%	False	True	5,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8754
2.618	0.8537
1.618	0.8404
1.000	0.8322
0.618	0.8271
HIGH	0.8189
0.618	0.8138
0.500	0.8123
0.382	0.8107
LOW	0.8056
0.618	0.7974
1.000	0.7923
1.618	0.7841
2.618	0.7708
4.250	0.7491

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	0.8123	0.8138
PP	0.8101	0.8112
S1	0.8080	0.8085

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

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