CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	0.7862	0.7747	-0.0115	-1.5%	0.7867
High	0.7884	0.7776	-0.0108	-1.4%	0.7999
Low	0.7697	0.7709	0.0012	0.2%	0.7697
Close	0.7733	0.7762	0.0029	0.4%	0.7762
Range	0.0187	0.0067	-0.0120	-64.2%	0.0302
ATR	0.0111	0.0108	-0.0003	-2.8%	0.0000
Volume	110,936	93,856	-17,080	-15.4%	453,834

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7950	0.7923	0.7799
R3	0.7883	0.7856	0.7780
R2	0.7816	0.7816	0.7774
R1	0.7789	0.7789	0.7768	0.7803
PP	0.7749	0.7749	0.7749	0.7756
S1	0.7722	0.7722	0.7756	0.7736
S2	0.7682	0.7682	0.7750
S3	0.7615	0.7655	0.7744
S4	0.7548	0.7588	0.7725

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8725	0.8546	0.7928
R3	0.8423	0.8244	0.7845
R2	0.8121	0.8121	0.7817
R1	0.7942	0.7942	0.7790	0.7881
PP	0.7819	0.7819	0.7819	0.7789
S1	0.7640	0.7640	0.7734	0.7579
S2	0.7517	0.7517	0.7707
S3	0.7215	0.7338	0.7679
S4	0.6913	0.7036	0.7596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7999	0.7697	0.0302	3.9%	0.0108	1.4%	22%	False	False	90,766
10	0.8222	0.7697	0.0525	6.8%	0.0118	1.5%	12%	False	False	97,981
20	0.8261	0.7697	0.0564	7.3%	0.0107	1.4%	12%	False	False	94,372
40	0.8406	0.7697	0.0709	9.1%	0.0091	1.2%	9%	False	False	70,183
60	0.8714	0.7697	0.1017	13.1%	0.0094	1.2%	6%	False	False	47,308
80	0.8815	0.7697	0.1118	14.4%	0.0092	1.2%	6%	False	False	35,525
100	0.9146	0.7697	0.1449	18.7%	0.0090	1.2%	4%	False	False	28,440
120	0.9257	0.7697	0.1560	20.1%	0.0077	1.0%	4%	False	False	23,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8061
2.618	0.7951
1.618	0.7884
1.000	0.7843
0.618	0.7817
HIGH	0.7776
0.618	0.7750
0.500	0.7743
0.382	0.7735
LOW	0.7709
0.618	0.7668
1.000	0.7642
1.618	0.7601
2.618	0.7534
4.250	0.7424

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	0.7756	0.7848
PP	0.7749	0.7819
S1	0.7743	0.7791

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

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