CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	0.8075	0.8059	-0.0016	-0.2%	0.8194
High	0.8097	0.8078	-0.0019	-0.2%	0.8220
Low	0.8041	0.8057	0.0016	0.2%	0.8056
Close	0.8048	0.8063	0.0015	0.2%	0.8095
Range	0.0056	0.0021	-0.0035	-62.5%	0.0164
ATR	0.0088	0.0084	-0.0004	-4.7%	0.0000
Volume	40,103	18,488	-21,615	-53.9%	397,489

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8117	0.8075
R3	0.8108	0.8096	0.8069
R2	0.8087	0.8087	0.8067
R1	0.8075	0.8075	0.8065	0.8081
PP	0.8066	0.8066	0.8066	0.8069
S1	0.8054	0.8054	0.8061	0.8060
S2	0.8045	0.8045	0.8059
S3	0.8024	0.8033	0.8057
S4	0.8003	0.8012	0.8051

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	0.8152	0.8041	0.0111	1.4%	0.0056	0.7%	20%	False	False	45,793
10	0.8320	0.8041	0.0279	3.5%	0.0079	1.0%	8%	False	False	63,428
20	0.8548	0.8041	0.0507	6.3%	0.0087	1.1%	4%	False	False	40,389
40	0.8815	0.8041	0.0774	9.6%	0.0091	1.1%	3%	False	False	20,505
60	0.8815	0.8041	0.0774	9.6%	0.0091	1.1%	3%	False	False	13,723
80	0.9257	0.8041	0.1216	15.1%	0.0084	1.0%	2%	False	False	10,312
100	0.9257	0.8041	0.1216	15.1%	0.0069	0.9%	2%	False	False	8,250
120	0.9326	0.8041	0.1285	15.9%	0.0058	0.7%	2%	False	False	6,875

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	0.8167
2.618	0.8133
1.618	0.8112
1.000	0.8099
0.618	0.8091
HIGH	0.8078
0.618	0.8070
0.500	0.8068
0.382	0.8065
LOW	0.8057
0.618	0.8044
1.000	0.8036
1.618	0.8023
2.618	0.8002
4.250	0.7968

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	0.8068	0.8083
PP	0.8066	0.8076
S1	0.8065	0.8070

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

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