CME Australian Dollar Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Dec-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Dec-2014 | 
                    22-Dec-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8122 | 
                        0.8085 | 
                        -0.0037 | 
                        -0.5% | 
                        0.8194 | 
                     
                    
                        | High | 
                        0.8142 | 
                        0.8124 | 
                        -0.0018 | 
                        -0.2% | 
                        0.8220 | 
                     
                    
                        | Low | 
                        0.8072 | 
                        0.8077 | 
                        0.0005 | 
                        0.1% | 
                        0.8056 | 
                     
                    
                        | Close | 
                        0.8095 | 
                        0.8088 | 
                        -0.0007 | 
                        -0.1% | 
                        0.8095 | 
                     
                    
                        | Range | 
                        0.0070 | 
                        0.0047 | 
                        -0.0023 | 
                        -32.9% | 
                        0.0164 | 
                     
                    
                        | ATR | 
                        0.0094 | 
                        0.0091 | 
                        -0.0003 | 
                        -3.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        59,557 | 
                        35,408 | 
                        -24,149 | 
                        -40.5% | 
                        397,489 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Dec-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8237 | 
                0.8210 | 
                0.8114 | 
                 | 
             
            
                | R3 | 
                0.8190 | 
                0.8163 | 
                0.8101 | 
                 | 
             
            
                | R2 | 
                0.8143 | 
                0.8143 | 
                0.8097 | 
                 | 
             
            
                | R1 | 
                0.8116 | 
                0.8116 | 
                0.8092 | 
                0.8130 | 
             
            
                | PP | 
                0.8096 | 
                0.8096 | 
                0.8096 | 
                0.8103 | 
             
            
                | S1 | 
                0.8069 | 
                0.8069 | 
                0.8084 | 
                0.8083 | 
             
            
                | S2 | 
                0.8049 | 
                0.8049 | 
                0.8079 | 
                 | 
             
            
                | S3 | 
                0.8002 | 
                0.8022 | 
                0.8075 | 
                 | 
             
            
                | S4 | 
                0.7955 | 
                0.7975 | 
                0.8062 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.0082 | 
                1.0% | 
                20% | 
                False | 
                False | 
                71,368 | 
                 
                
                | 10 | 
                0.8320 | 
                0.8056 | 
                0.0264 | 
                3.3% | 
                0.0093 | 
                1.2% | 
                12% | 
                False | 
                False | 
                69,704 | 
                 
                
                | 20 | 
                0.8629 | 
                0.8056 | 
                0.0573 | 
                7.1% | 
                0.0093 | 
                1.2% | 
                6% | 
                False | 
                False | 
                37,698 | 
                 
                
                | 40 | 
                0.8815 | 
                0.8056 | 
                0.0759 | 
                9.4% | 
                0.0092 | 
                1.1% | 
                4% | 
                False | 
                False | 
                19,044 | 
                 
                
                | 60 | 
                0.8815 | 
                0.8056 | 
                0.0759 | 
                9.4% | 
                0.0092 | 
                1.1% | 
                4% | 
                False | 
                False | 
                12,749 | 
                 
                
                | 80 | 
                0.9257 | 
                0.8056 | 
                0.1201 | 
                14.8% | 
                0.0084 | 
                1.0% | 
                3% | 
                False | 
                False | 
                9,579 | 
                 
                
                | 100 | 
                0.9257 | 
                0.8056 | 
                0.1201 | 
                14.8% | 
                0.0068 | 
                0.8% | 
                3% | 
                False | 
                False | 
                7,664 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8324 | 
         
        
            | 
2.618             | 
            0.8247 | 
         
        
            | 
1.618             | 
            0.8200 | 
         
        
            | 
1.000             | 
            0.8171 | 
         
        
            | 
0.618             | 
            0.8153 | 
         
        
            | 
HIGH             | 
            0.8124 | 
         
        
            | 
0.618             | 
            0.8106 | 
         
        
            | 
0.500             | 
            0.8101 | 
         
        
            | 
0.382             | 
            0.8095 | 
         
        
            | 
LOW             | 
            0.8077 | 
         
        
            | 
0.618             | 
            0.8048 | 
         
        
            | 
1.000             | 
            0.8030 | 
         
        
            | 
1.618             | 
            0.8001 | 
         
        
            | 
2.618             | 
            0.7954 | 
         
        
            | 
4.250             | 
            0.7877 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Dec-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8101 | 
                                0.8110 | 
                             
                            
                                | PP | 
                                0.8096 | 
                                0.8102 | 
                             
                            
                                | S1 | 
                                0.8092 | 
                                0.8095 | 
                             
             
         |