CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	0.8164	0.8191	0.0027	0.3%	0.8183
High	0.8222	0.8210	-0.0012	-0.1%	0.8261
Low	0.8134	0.8126	-0.0008	-0.1%	0.8032
Close	0.8197	0.8140	-0.0057	-0.7%	0.8197
Range	0.0088	0.0084	-0.0004	-4.5%	0.0229
ATR	0.0089	0.0089	0.0000	-0.4%	0.0000
Volume	82,109	103,229	21,120	25.7%	517,174

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8359	0.8186
R3	0.8327	0.8275	0.8163
R2	0.8243	0.8243	0.8155
R1	0.8191	0.8191	0.8148	0.8175
PP	0.8159	0.8159	0.8159	0.8151
S1	0.8107	0.8107	0.8132	0.8091
S2	0.8075	0.8075	0.8125
S3	0.7991	0.8023	0.8117
S4	0.7907	0.7939	0.8094

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8850	0.8753	0.8323
R3	0.8621	0.8524	0.8260
R2	0.8392	0.8392	0.8239
R1	0.8295	0.8295	0.8218	0.8344
PP	0.8163	0.8163	0.8163	0.8188
S1	0.8066	0.8066	0.8176	0.8115
S2	0.7934	0.7934	0.8155
S3	0.7705	0.7837	0.8134
S4	0.7476	0.7608	0.8071

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%	0.0105	1.3%	47%	False	False	107,651
10	0.8261	0.7993	0.0268	3.3%	0.0094	1.2%	55%	False	False	96,354
20	0.8261	0.7993	0.0268	3.3%	0.0077	0.9%	55%	False	False	68,912
40	0.8653	0.7993	0.0660	8.1%	0.0087	1.1%	22%	False	False	50,977
60	0.8815	0.7993	0.0822	10.1%	0.0087	1.1%	18%	False	False	34,086
80	0.8815	0.7993	0.0822	10.1%	0.0088	1.1%	18%	False	False	25,605
100	0.9257	0.7993	0.1264	15.5%	0.0081	1.0%	12%	False	False	20,496
120	0.9257	0.7993	0.1264	15.5%	0.0069	0.8%	12%	False	False	17,080

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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8567
2.618	0.8430
1.618	0.8346
1.000	0.8294
0.618	0.8262
HIGH	0.8210
0.618	0.8178
0.500	0.8168
0.382	0.8158
LOW	0.8126
0.618	0.8074
1.000	0.8042
1.618	0.7990
2.618	0.7906
4.250	0.7769

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	0.8168	0.8180
PP	0.8159	0.8167
S1	0.8149	0.8153

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

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