CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	0.8062	0.7993	-0.0069	-0.9%	0.8191
High	0.8109	0.8027	-0.0082	-1.0%	0.8210
Low	0.7967	0.7854	-0.0113	-1.4%	0.7854
Close	0.8031	0.7901	-0.0130	-1.6%	0.7901
Range	0.0142	0.0173	0.0031	21.8%	0.0356
ATR	0.0097	0.0103	0.0006	5.9%	0.0000
Volume	102,090	124,876	22,786	22.3%	443,873

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8446	0.8347	0.7996
R3	0.8273	0.8174	0.7949
R2	0.8100	0.8100	0.7933
R1	0.8001	0.8001	0.7917	0.7964
PP	0.7927	0.7927	0.7927	0.7909
S1	0.7828	0.7828	0.7885	0.7791
S2	0.7754	0.7754	0.7869
S3	0.7581	0.7655	0.7853
S4	0.7408	0.7482	0.7806

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9056	0.8835	0.8097
R3	0.8700	0.8479	0.7999
R2	0.8344	0.8344	0.7966
R1	0.8123	0.8123	0.7934	0.8056
PP	0.7988	0.7988	0.7988	0.7955
S1	0.7767	0.7767	0.7868	0.7700
S2	0.7632	0.7632	0.7836
S3	0.7276	0.7411	0.7803
S4	0.6920	0.7055	0.7705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8222	0.7854	0.0368	4.7%	0.0129	1.6%	13%	False	True	105,196
10	0.8261	0.7854	0.0407	5.2%	0.0122	1.5%	12%	False	True	105,946
20	0.8261	0.7854	0.0407	5.2%	0.0092	1.2%	12%	False	True	79,191
40	0.8549	0.7854	0.0695	8.8%	0.0091	1.2%	7%	False	True	59,396
60	0.8815	0.7854	0.0961	12.2%	0.0092	1.2%	5%	False	True	39,759
80	0.8815	0.7854	0.0961	12.2%	0.0092	1.2%	5%	False	True	29,860
100	0.9257	0.7854	0.1403	17.8%	0.0086	1.1%	3%	False	True	23,903
120	0.9257	0.7854	0.1403	17.8%	0.0073	0.9%	3%	False	True	19,919

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	0.0031
Widest range in 141 trading days

Fibonacci Retracements and Extensions
4.250	0.8762
2.618	0.8480
1.618	0.8307
1.000	0.8200
0.618	0.8134
HIGH	0.8027
0.618	0.7961
0.500	0.7941
0.382	0.7920
LOW	0.7854
0.618	0.7747
1.000	0.7681
1.618	0.7574
2.618	0.7401
4.250	0.7119

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	0.7941	0.8029
PP	0.7927	0.7986
S1	0.7914	0.7944

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

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