CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	0.7721	0.7751	0.0030	0.4%	0.7751
High	0.7780	0.7817	0.0037	0.5%	0.7825
Low	0.7712	0.7729	0.0017	0.2%	0.7630
Close	0.7749	0.7809	0.0060	0.8%	0.7749
Range	0.0068	0.0088	0.0020	29.4%	0.0195
ATR	0.0107	0.0105	-0.0001	-1.3%	0.0000
Volume	64,101	105,695	41,594	64.9%	401,010

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8017	0.7857
R3	0.7961	0.7929	0.7833
R2	0.7873	0.7873	0.7825
R1	0.7841	0.7841	0.7817	0.7857
PP	0.7785	0.7785	0.7785	0.7793
S1	0.7753	0.7753	0.7801	0.7769
S2	0.7697	0.7697	0.7793
S3	0.7609	0.7665	0.7785
S4	0.7521	0.7577	0.7761

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8320	0.8229	0.7856
R3	0.8125	0.8034	0.7803
R2	0.7930	0.7930	0.7785
R1	0.7839	0.7839	0.7767	0.7787
PP	0.7735	0.7735	0.7735	0.7709
S1	0.7644	0.7644	0.7731	0.7592
S2	0.7540	0.7540	0.7713
S3	0.7345	0.7449	0.7695
S4	0.7150	0.7254	0.7642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7630	0.0195	2.5%	0.0098	1.3%	92%	False	False	89,945
10	0.7859	0.7607	0.0252	3.2%	0.0110	1.4%	80%	False	False	99,494
20	0.8210	0.7607	0.0603	7.7%	0.0113	1.5%	33%	False	False	98,502
40	0.8261	0.7607	0.0654	8.4%	0.0095	1.2%	31%	False	False	83,012
60	0.8653	0.7607	0.1046	13.4%	0.0096	1.2%	19%	False	False	65,103
80	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	17%	False	False	48,902
100	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	17%	False	False	39,154
120	0.9257	0.7607	0.1650	21.1%	0.0086	1.1%	12%	False	False	32,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8191
2.618	0.8047
1.618	0.7959
1.000	0.7905
0.618	0.7871
HIGH	0.7817
0.618	0.7783
0.500	0.7773
0.382	0.7763
LOW	0.7729
0.618	0.7675
1.000	0.7641
1.618	0.7587
2.618	0.7499
4.250	0.7355

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	0.7797	0.7781
PP	0.7785	0.7752
S1	0.7773	0.7724

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

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