CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	0.7751	0.7802	0.0051	0.7%	0.7751
High	0.7817	0.7827	0.0010	0.1%	0.7825
Low	0.7729	0.7761	0.0032	0.4%	0.7630
Close	0.7809	0.7805	-0.0004	-0.1%	0.7749
Range	0.0088	0.0066	-0.0022	-25.0%	0.0195
ATR	0.0105	0.0103	-0.0003	-2.7%	0.0000
Volume	105,695	85,135	-20,560	-19.5%	401,010

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7996	0.7966	0.7841
R3	0.7930	0.7900	0.7823
R2	0.7864	0.7864	0.7817
R1	0.7834	0.7834	0.7811	0.7849
PP	0.7798	0.7798	0.7798	0.7805
S1	0.7768	0.7768	0.7799	0.7783
S2	0.7732	0.7732	0.7793
S3	0.7666	0.7702	0.7787
S4	0.7600	0.7636	0.7769

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	0.7827	0.7630	0.0197	2.5%	0.0092	1.2%	89%	True	False	91,001
10	0.7859	0.7630	0.0229	2.9%	0.0094	1.2%	76%	False	False	90,815
20	0.8203	0.7607	0.0596	7.6%	0.0112	1.4%	33%	False	False	97,598
40	0.8261	0.7607	0.0654	8.4%	0.0095	1.2%	30%	False	False	83,255
60	0.8653	0.7607	0.1046	13.4%	0.0095	1.2%	19%	False	False	66,517
80	0.8815	0.7607	0.1208	15.5%	0.0094	1.2%	16%	False	False	49,964
100	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	16%	False	False	40,004
120	0.9257	0.7607	0.1650	21.1%	0.0087	1.1%	12%	False	False	33,346

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.8000
1.618	0.7934
1.000	0.7893
0.618	0.7868
HIGH	0.7827
0.618	0.7802
0.500	0.7794
0.382	0.7786
LOW	0.7761
0.618	0.7720
1.000	0.7695
1.618	0.7654
2.618	0.7588
4.250	0.7481

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	0.7801	0.7793
PP	0.7798	0.7781
S1	0.7794	0.7770

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

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