CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	0.7903	0.7862	-0.0041	-0.5%	0.8191
High	0.7999	0.7884	-0.0115	-1.4%	0.8210
Low	0.7858	0.7697	-0.0161	-2.0%	0.7854
Close	0.7929	0.7733	-0.0196	-2.5%	0.7901
Range	0.0141	0.0187	0.0046	32.6%	0.0356
ATR	0.0102	0.0111	0.0009	9.1%	0.0000
Volume	109,519	110,936	1,417	1.3%	443,873

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8332	0.8220	0.7836
R3	0.8145	0.8033	0.7784
R2	0.7958	0.7958	0.7767
R1	0.7846	0.7846	0.7750	0.7809
PP	0.7771	0.7771	0.7771	0.7753
S1	0.7659	0.7659	0.7716	0.7622
S2	0.7584	0.7584	0.7699
S3	0.7397	0.7472	0.7682
S4	0.7210	0.7285	0.7630

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	0.8027	0.7697	0.0330	4.3%	0.0129	1.7%	11%	False	True	96,970
10	0.8261	0.7697	0.0564	7.3%	0.0128	1.7%	6%	False	True	105,749
20	0.8261	0.7697	0.0564	7.3%	0.0106	1.4%	6%	False	True	91,397
40	0.8478	0.7697	0.0781	10.1%	0.0092	1.2%	5%	False	True	67,968
60	0.8714	0.7697	0.1017	13.2%	0.0094	1.2%	4%	False	True	45,747
80	0.8815	0.7697	0.1118	14.5%	0.0093	1.2%	3%	False	True	34,355
100	0.9206	0.7697	0.1509	19.5%	0.0090	1.2%	2%	False	True	27,502
120	0.9257	0.7697	0.1560	20.2%	0.0077	1.0%	2%	False	True	22,919

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	0.0034
Widest range in 145 trading days

Fibonacci Retracements and Extensions
4.250	0.8679
2.618	0.8374
1.618	0.8187
1.000	0.8071
0.618	0.8000
HIGH	0.7884
0.618	0.7813
0.500	0.7791
0.382	0.7768
LOW	0.7697
0.618	0.7581
1.000	0.7510
1.618	0.7394
2.618	0.7207
4.250	0.6902

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	0.7791	0.7848
PP	0.7771	0.7810
S1	0.7752	0.7771

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

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