CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	0.7750	0.7737	-0.0013	-0.2%	0.7867
High	0.7835	0.7806	-0.0029	-0.4%	0.7999
Low	0.7723	0.7716	-0.0007	-0.1%	0.7697
Close	0.7760	0.7787	0.0027	0.3%	0.7762
Range	0.0112	0.0090	-0.0022	-19.6%	0.0302
ATR	0.0114	0.0112	-0.0002	-1.5%	0.0000
Volume	114,505	80,733	-33,772	-29.5%	453,834

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8003	0.7837
R3	0.7950	0.7913	0.7812
R2	0.7860	0.7860	0.7804
R1	0.7823	0.7823	0.7795	0.7842
PP	0.7770	0.7770	0.7770	0.7779
S1	0.7733	0.7733	0.7779	0.7752
S2	0.7680	0.7680	0.7771
S3	0.7590	0.7643	0.7762
S4	0.7500	0.7553	0.7738

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	0.7835	0.7607	0.0228	2.9%	0.0112	1.4%	79%	False	False	107,684
10	0.8027	0.7607	0.0420	5.4%	0.0121	1.6%	43%	False	False	102,327
20	0.8261	0.7607	0.0654	8.4%	0.0116	1.5%	28%	False	False	101,637
40	0.8320	0.7607	0.0713	9.2%	0.0096	1.2%	25%	False	False	80,484
60	0.8714	0.7607	0.1107	14.2%	0.0095	1.2%	16%	False	False	54,692
80	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	15%	False	False	41,070
100	0.8979	0.7607	0.1372	17.6%	0.0091	1.2%	13%	False	False	32,884
120	0.9257	0.7607	0.1650	21.2%	0.0081	1.0%	11%	False	False	27,406

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8042
1.618	0.7952
1.000	0.7896
0.618	0.7862
HIGH	0.7806
0.618	0.7772
0.500	0.7761
0.382	0.7750
LOW	0.7716
0.618	0.7660
1.000	0.7626
1.618	0.7570
2.618	0.7480
4.250	0.7334

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	0.7778	0.7765
PP	0.7770	0.7743
S1	0.7761	0.7721

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

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