CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	0.8128	0.8121	-0.0007	-0.1%	0.8034
High	0.8153	0.8261	0.0108	1.3%	0.8170
Low	0.8032	0.8099	0.0067	0.8%	0.7993
Close	0.8111	0.8190	0.0079	1.0%	0.8162
Range	0.0121	0.0162	0.0041	33.9%	0.0177
ATR	0.0084	0.0090	0.0006	6.6%	0.0000
Volume	109,735	171,533	61,798	56.3%	413,641

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8669	0.8592	0.8279
R3	0.8507	0.8430	0.8235
R2	0.8345	0.8345	0.8220
R1	0.8268	0.8268	0.8205	0.8307
PP	0.8183	0.8183	0.8183	0.8203
S1	0.8106	0.8106	0.8175	0.8145
S2	0.8021	0.8021	0.8160
S3	0.7859	0.7944	0.8145
S4	0.7697	0.7782	0.8101

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8639	0.8578	0.8259
R3	0.8462	0.8401	0.8211
R2	0.8285	0.8285	0.8194
R1	0.8224	0.8224	0.8178	0.8255
PP	0.8108	0.8108	0.8108	0.8124
S1	0.8047	0.8047	0.8146	0.8078
S2	0.7931	0.7931	0.8130
S3	0.7754	0.7870	0.8113
S4	0.7577	0.7693	0.8065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8261	0.8032	0.0229	2.8%	0.0116	1.4%	69%	True	False	106,696
10	0.8261	0.7993	0.0268	3.3%	0.0095	1.2%	74%	True	False	90,763
20	0.8261	0.7993	0.0268	3.3%	0.0079	1.0%	74%	True	False	68,685
40	0.8672	0.7993	0.0679	8.3%	0.0086	1.1%	29%	False	False	46,362
60	0.8815	0.7993	0.0822	10.0%	0.0086	1.1%	24%	False	False	31,002
80	0.8815	0.7993	0.0822	10.0%	0.0088	1.1%	24%	False	False	23,291
100	0.9257	0.7993	0.1264	15.4%	0.0080	1.0%	16%	False	False	18,643
120	0.9258	0.7993	0.1265	15.4%	0.0067	0.8%	16%	False	False	15,536

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	0.0018
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	0.8950
2.618	0.8685
1.618	0.8523
1.000	0.8423
0.618	0.8361
HIGH	0.8261
0.618	0.8199
0.500	0.8180
0.382	0.8161
LOW	0.8099
0.618	0.7999
1.000	0.7937
1.618	0.7837
2.618	0.7675
4.250	0.7411

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	0.8187	0.8176
PP	0.8183	0.8161
S1	0.8180	0.8147

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

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