CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	0.7876	0.7791	-0.0085	-1.1%	0.7831
High	0.7905	0.7828	-0.0077	-1.0%	0.7905
Low	0.7778	0.7771	-0.0007	-0.1%	0.7731
Close	0.7788	0.7804	0.0016	0.2%	0.7804
Range	0.0127	0.0057	-0.0070	-55.1%	0.0174
ATR	0.0097	0.0095	-0.0003	-3.0%	0.0000
Volume	106,686	77,067	-29,619	-27.8%	406,418

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7972	0.7945	0.7835
R3	0.7915	0.7888	0.7820
R2	0.7858	0.7858	0.7814
R1	0.7831	0.7831	0.7809	0.7845
PP	0.7801	0.7801	0.7801	0.7808
S1	0.7774	0.7774	0.7799	0.7788
S2	0.7744	0.7744	0.7794
S3	0.7687	0.7717	0.7788
S4	0.7630	0.7660	0.7773

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8335	0.8244	0.7900
R3	0.8161	0.8070	0.7852
R2	0.7987	0.7987	0.7836
R1	0.7896	0.7896	0.7820	0.7855
PP	0.7813	0.7813	0.7813	0.7793
S1	0.7722	0.7722	0.7788	0.7681
S2	0.7639	0.7639	0.7772
S3	0.7465	0.7548	0.7756
S4	0.7291	0.7374	0.7708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7905	0.7731	0.0174	2.2%	0.0085	1.1%	42%	False	False	81,283
10	0.7905	0.7712	0.0193	2.5%	0.0080	1.0%	48%	False	False	80,416
20	0.7905	0.7607	0.0298	3.8%	0.0094	1.2%	66%	False	False	90,029
40	0.8261	0.7607	0.0654	8.4%	0.0100	1.3%	30%	False	False	90,713
60	0.8478	0.7607	0.0871	11.2%	0.0093	1.2%	23%	False	False	75,321
80	0.8714	0.7607	0.1107	14.2%	0.0094	1.2%	18%	False	False	56,818
100	0.8815	0.7607	0.1208	15.5%	0.0093	1.2%	16%	False	False	45,490
120	0.9206	0.7607	0.1599	20.5%	0.0090	1.2%	12%	False	False	37,923

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	0.0018
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.8070
2.618	0.7977
1.618	0.7920
1.000	0.7885
0.618	0.7863
HIGH	0.7828
0.618	0.7806
0.500	0.7800
0.382	0.7793
LOW	0.7771
0.618	0.7736
1.000	0.7714
1.618	0.7679
2.618	0.7622
4.250	0.7529

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	0.7803	0.7838
PP	0.7801	0.7827
S1	0.7800	0.7815

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

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