CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	0.8133	0.8062	-0.0071	-0.9%	0.8183
High	0.8203	0.8109	-0.0094	-1.1%	0.8261
Low	0.8047	0.7967	-0.0080	-1.0%	0.8032
Close	0.8057	0.8031	-0.0026	-0.3%	0.8197
Range	0.0156	0.0142	-0.0014	-9.0%	0.0229
ATR	0.0094	0.0097	0.0003	3.7%	0.0000
Volume	113,678	102,090	-11,588	-10.2%	517,174

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8462	0.8388	0.8109
R3	0.8320	0.8246	0.8070
R2	0.8178	0.8178	0.8057
R1	0.8104	0.8104	0.8044	0.8070
PP	0.8036	0.8036	0.8036	0.8019
S1	0.7962	0.7962	0.8018	0.7928
S2	0.7894	0.7894	0.8005
S3	0.7752	0.7820	0.7992
S4	0.7610	0.7678	0.7953

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	0.7967	0.0294	3.7%	0.0126	1.6%	22%	False	True	114,527
10	0.8261	0.7967	0.0294	3.7%	0.0111	1.4%	22%	False	True	100,948
20	0.8261	0.7967	0.0294	3.7%	0.0086	1.1%	22%	False	True	74,952
40	0.8629	0.7967	0.0662	8.2%	0.0089	1.1%	10%	False	True	56,325
60	0.8815	0.7967	0.0848	10.6%	0.0090	1.1%	8%	False	True	37,680
80	0.8815	0.7967	0.0848	10.6%	0.0090	1.1%	8%	False	True	28,300
100	0.9257	0.7967	0.1290	16.1%	0.0084	1.0%	5%	False	True	22,654
120	0.9257	0.7967	0.1290	16.1%	0.0071	0.9%	5%	False	True	18,879

Crabel Price Patterns
NR	True
NR4	False
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	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8713
2.618	0.8481
1.618	0.8339
1.000	0.8251
0.618	0.8197
HIGH	0.8109
0.618	0.8055
0.500	0.8038
0.382	0.8021
LOW	0.7967
0.618	0.7879
1.000	0.7825
1.618	0.7737
2.618	0.7595
4.250	0.7364

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	0.8038	0.8089
PP	0.8036	0.8069
S1	0.8033	0.8050

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

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