CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	0.8167	0.8079	-0.0088	-1.1%	0.8242
High	0.8189	0.8152	-0.0037	-0.5%	0.8320
Low	0.8056	0.8067	0.0011	0.1%	0.8159
Close	0.8059	0.8105	0.0046	0.6%	0.8193
Range	0.0133	0.0085	-0.0048	-36.1%	0.0161
ATR	0.0096	0.0096	0.0000	-0.2%	0.0000
Volume	105,386	75,412	-29,974	-28.4%	277,664

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8319	0.8152
R3	0.8278	0.8234	0.8128
R2	0.8193	0.8193	0.8121
R1	0.8149	0.8149	0.8113	0.8171
PP	0.8108	0.8108	0.8108	0.8119
S1	0.8064	0.8064	0.8097	0.8086
S2	0.8023	0.8023	0.8089
S3	0.7938	0.7979	0.8082
S4	0.7853	0.7894	0.8058

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	0.8244	0.8056	0.0188	2.3%	0.0087	1.1%	26%	False	False	82,860
10	0.8336	0.8056	0.0280	3.5%	0.0096	1.2%	18%	False	False	62,108
20	0.8653	0.8056	0.0597	7.4%	0.0097	1.2%	8%	False	False	33,042
40	0.8815	0.8056	0.0759	9.4%	0.0092	1.1%	6%	False	False	16,674
60	0.8815	0.8056	0.0759	9.4%	0.0092	1.1%	6%	False	False	11,170
80	0.9257	0.8056	0.1201	14.8%	0.0083	1.0%	4%	False	False	8,392
100	0.9257	0.8056	0.1201	14.8%	0.0067	0.8%	4%	False	False	6,714

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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8513
2.618	0.8375
1.618	0.8290
1.000	0.8237
0.618	0.8205
HIGH	0.8152
0.618	0.8120
0.500	0.8110
0.382	0.8099
LOW	0.8067
0.618	0.8014
1.000	0.7982
1.618	0.7929
2.618	0.7844
4.250	0.7706

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	0.8110	0.8138
PP	0.8108	0.8127
S1	0.8107	0.8116

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

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