CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	0.8079	0.8122	0.0043	0.5%	0.8194
High	0.8152	0.8142	-0.0010	-0.1%	0.8220
Low	0.8067	0.8072	0.0005	0.1%	0.8056
Close	0.8105	0.8095	-0.0010	-0.1%	0.8095
Range	0.0085	0.0070	-0.0015	-17.6%	0.0164
ATR	0.0096	0.0094	-0.0002	-1.9%	0.0000
Volume	75,412	59,557	-15,855	-21.0%	397,489

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8313	0.8274	0.8134
R3	0.8243	0.8204	0.8114
R2	0.8173	0.8173	0.8108
R1	0.8134	0.8134	0.8101	0.8119
PP	0.8103	0.8103	0.8103	0.8095
S1	0.8064	0.8064	0.8089	0.8049
S2	0.8033	0.8033	0.8082
S3	0.7963	0.7994	0.8076
S4	0.7893	0.7924	0.8057

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8519	0.8185
R3	0.8452	0.8355	0.8140
R2	0.8288	0.8288	0.8125
R1	0.8191	0.8191	0.8110	0.8158
PP	0.8124	0.8124	0.8124	0.8107
S1	0.8027	0.8027	0.8080	0.7994
S2	0.7960	0.7960	0.8065
S3	0.7796	0.7863	0.8050
S4	0.7632	0.7699	0.8005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8220	0.8056	0.0164	2.0%	0.0086	1.1%	24%	False	False	79,497
10	0.8320	0.8056	0.0264	3.3%	0.0095	1.2%	15%	False	False	67,515
20	0.8653	0.8056	0.0597	7.4%	0.0097	1.2%	7%	False	False	35,958
40	0.8815	0.8056	0.0759	9.4%	0.0093	1.1%	5%	False	False	18,161
60	0.8815	0.8056	0.0759	9.4%	0.0092	1.1%	5%	False	False	12,161
80	0.9257	0.8056	0.1201	14.8%	0.0083	1.0%	3%	False	False	9,137
100	0.9257	0.8056	0.1201	14.8%	0.0068	0.8%	3%	False	False	7,310

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8440
2.618	0.8325
1.618	0.8255
1.000	0.8212
0.618	0.8185
HIGH	0.8142
0.618	0.8115
0.500	0.8107
0.382	0.8099
LOW	0.8072
0.618	0.8029
1.000	0.8002
1.618	0.7959
2.618	0.7889
4.250	0.7775

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	0.8107	0.8123
PP	0.8103	0.8113
S1	0.8099	0.8104

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

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