CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	0.7784	0.7751	-0.0033	-0.4%	0.7746
High	0.7859	0.7818	-0.0041	-0.5%	0.7859
Low	0.7761	0.7731	-0.0030	-0.4%	0.7607
Close	0.7776	0.7794	0.0018	0.2%	0.7776
Range	0.0098	0.0087	-0.0011	-11.2%	0.0252
ATR	0.0111	0.0109	-0.0002	-1.5%	0.0000
Volume	121,081	56,979	-64,102	-52.9%	565,646

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8042	0.8005	0.7842
R3	0.7955	0.7918	0.7818
R2	0.7868	0.7868	0.7810
R1	0.7831	0.7831	0.7802	0.7850
PP	0.7781	0.7781	0.7781	0.7790
S1	0.7744	0.7744	0.7786	0.7763
S2	0.7694	0.7694	0.7778
S3	0.7607	0.7657	0.7770
S4	0.7520	0.7570	0.7746

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8503	0.8392	0.7915
R3	0.8251	0.8140	0.7845
R2	0.7999	0.7999	0.7822
R1	0.7888	0.7888	0.7799	0.7944
PP	0.7747	0.7747	0.7747	0.7775
S1	0.7636	0.7636	0.7753	0.7692
S2	0.7495	0.7495	0.7730
S3	0.7243	0.7384	0.7707
S4	0.6991	0.7132	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7859	0.7607	0.0252	3.2%	0.0123	1.6%	74%	False	False	109,042
10	0.7999	0.7607	0.0392	5.0%	0.0115	1.5%	48%	False	False	101,053
20	0.8261	0.7607	0.0654	8.4%	0.0117	1.5%	29%	False	False	101,875
40	0.8320	0.7607	0.0713	9.1%	0.0096	1.2%	26%	False	False	81,901
60	0.8714	0.7607	0.1107	14.2%	0.0095	1.2%	17%	False	False	57,649
80	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	15%	False	False	43,292
100	0.8963	0.7607	0.1356	17.4%	0.0092	1.2%	14%	False	False	34,663
120	0.9257	0.7607	0.1650	21.2%	0.0082	1.1%	11%	False	False	28,889

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8188
2.618	0.8046
1.618	0.7959
1.000	0.7905
0.618	0.7872
HIGH	0.7818
0.618	0.7785
0.500	0.7775
0.382	0.7764
LOW	0.7731
0.618	0.7677
1.000	0.7644
1.618	0.7590
2.618	0.7503
4.250	0.7361

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	0.7788	0.7792
PP	0.7781	0.7790
S1	0.7775	0.7788

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

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