CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	0.7747	0.7746	-0.0001	0.0%	0.7867
High	0.7776	0.7810	0.0034	0.4%	0.7999
Low	0.7709	0.7745	0.0036	0.5%	0.7697
Close	0.7762	0.7785	0.0023	0.3%	0.7762
Range	0.0067	0.0065	-0.0002	-3.0%	0.0302
ATR	0.0108	0.0105	-0.0003	-2.8%	0.0000
Volume	93,856	77,411	-16,445	-17.5%	453,834

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7945	0.7821
R3	0.7910	0.7880	0.7803
R2	0.7845	0.7845	0.7797
R1	0.7815	0.7815	0.7791	0.7830
PP	0.7780	0.7780	0.7780	0.7788
S1	0.7750	0.7750	0.7779	0.7765
S2	0.7715	0.7715	0.7773
S3	0.7650	0.7685	0.7767
S4	0.7585	0.7620	0.7749

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%	0.0106	1.4%	29%	False	False	93,064
10	0.8210	0.7697	0.0513	6.6%	0.0116	1.5%	17%	False	False	97,511
20	0.8261	0.7697	0.0564	7.2%	0.0105	1.3%	16%	False	False	95,296
40	0.8368	0.7697	0.0671	8.6%	0.0091	1.2%	13%	False	False	71,942
60	0.8714	0.7697	0.1017	13.1%	0.0093	1.2%	9%	False	False	48,594
80	0.8815	0.7697	0.1118	14.4%	0.0092	1.2%	8%	False	False	36,489
100	0.9097	0.7697	0.1400	18.0%	0.0090	1.2%	6%	False	False	29,214
120	0.9257	0.7697	0.1560	20.0%	0.0078	1.0%	6%	False	False	24,346

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0032
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8086
2.618	0.7980
1.618	0.7915
1.000	0.7875
0.618	0.7850
HIGH	0.7810
0.618	0.7785
0.500	0.7778
0.382	0.7770
LOW	0.7745
0.618	0.7705
1.000	0.7680
1.618	0.7640
2.618	0.7575
4.250	0.7469

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	0.7783	0.7791
PP	0.7780	0.7789
S1	0.7778	0.7787

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

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