CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	0.8047	0.8037	-0.0010	-0.1%	0.8072
High	0.8117	0.8051	-0.0066	-0.8%	0.8173
Low	0.8043	0.7993	-0.0050	-0.6%	0.8035
Close	0.8067	0.8041	-0.0026	-0.3%	0.8072
Range	0.0074	0.0058	-0.0016	-21.6%	0.0138
ATR	0.0079	0.0078	0.0000	-0.4%	0.0000
Volume	90,176	79,658	-10,518	-11.7%	172,901

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8180	0.8073
R3	0.8144	0.8122	0.8057
R2	0.8086	0.8086	0.8052
R1	0.8064	0.8064	0.8046	0.8075
PP	0.8028	0.8028	0.8028	0.8034
S1	0.8006	0.8006	0.8036	0.8017
S2	0.7970	0.7970	0.8030
S3	0.7912	0.7948	0.8025
S4	0.7854	0.7890	0.8009

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	0.7993	0.0180	2.2%	0.0074	0.9%	27%	False	True	66,723
10	0.8173	0.7993	0.0180	2.2%	0.0061	0.8%	27%	False	True	48,956
20	0.8320	0.7993	0.0327	4.1%	0.0077	1.0%	15%	False	True	59,330
40	0.8714	0.7993	0.0721	9.0%	0.0084	1.1%	7%	False	True	31,220
60	0.8815	0.7993	0.0822	10.2%	0.0086	1.1%	6%	False	True	20,881
80	0.8979	0.7993	0.0986	12.3%	0.0085	1.1%	5%	False	True	15,695
100	0.9257	0.7993	0.1264	15.7%	0.0074	0.9%	4%	False	True	12,559
120	0.9326	0.7993	0.1333	16.6%	0.0063	0.8%	4%	False	True	10,466

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8298
2.618	0.8203
1.618	0.8145
1.000	0.8109
0.618	0.8087
HIGH	0.8051
0.618	0.8029
0.500	0.8022
0.382	0.8015
LOW	0.7993
0.618	0.7957
1.000	0.7935
1.618	0.7899
2.618	0.7841
4.250	0.7747

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	0.8035	0.8055
PP	0.8028	0.8050
S1	0.8022	0.8046

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

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