CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	0.8138	0.8127	-0.0011	-0.1%	0.8072
High	0.8173	0.8143	-0.0030	-0.4%	0.8173
Low	0.8115	0.8035	-0.0080	-1.0%	0.8035
Close	0.8122	0.8072	-0.0050	-0.6%	0.8072
Range	0.0058	0.0108	0.0050	86.2%	0.0138
ATR	0.0077	0.0079	0.0002	2.9%	0.0000
Volume	34,353	58,931	24,578	71.5%	172,901

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8407	0.8348	0.8131
R3	0.8299	0.8240	0.8102
R2	0.8191	0.8191	0.8092
R1	0.8132	0.8132	0.8082	0.8108
PP	0.8083	0.8083	0.8083	0.8071
S1	0.8024	0.8024	0.8062	0.8000
S2	0.7975	0.7975	0.8052
S3	0.7867	0.7916	0.8042
S4	0.7759	0.7808	0.8013

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8507	0.8428	0.8148
R3	0.8369	0.8290	0.8110
R2	0.8231	0.8231	0.8097
R1	0.8152	0.8152	0.8085	0.8141
PP	0.8093	0.8093	0.8093	0.8088
S1	0.8014	0.8014	0.8059	0.8003
S2	0.7955	0.7955	0.8047
S3	0.7817	0.7876	0.8034
S4	0.7679	0.7738	0.7996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8173	0.8035	0.0138	1.7%	0.0066	0.8%	27%	False	True	38,128
10	0.8173	0.8035	0.0138	1.7%	0.0061	0.8%	27%	False	True	41,961
20	0.8368	0.8035	0.0333	4.1%	0.0078	1.0%	11%	False	True	48,588
40	0.8714	0.8035	0.0679	8.4%	0.0088	1.1%	5%	False	True	25,242
60	0.8815	0.8035	0.0780	9.7%	0.0088	1.1%	5%	False	True	16,887
80	0.9097	0.8035	0.1062	13.2%	0.0086	1.1%	3%	False	True	12,694
100	0.9257	0.8035	0.1222	15.1%	0.0072	0.9%	3%	False	True	10,156
120	0.9326	0.8035	0.1291	16.0%	0.0061	0.8%	3%	False	True	8,464

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8602
2.618	0.8426
1.618	0.8318
1.000	0.8251
0.618	0.8210
HIGH	0.8143
0.618	0.8102
0.500	0.8089
0.382	0.8076
LOW	0.8035
0.618	0.7968
1.000	0.7927
1.618	0.7860
2.618	0.7752
4.250	0.7576

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	0.8089	0.8104
PP	0.8083	0.8093
S1	0.8078	0.8083

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

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