CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	0.7791	0.7800	0.0009	0.1%	0.7831
High	0.7828	0.7802	-0.0026	-0.3%	0.7905
Low	0.7771	0.7750	-0.0021	-0.3%	0.7731
Close	0.7804	0.7766	-0.0038	-0.5%	0.7804
Range	0.0057	0.0052	-0.0005	-8.8%	0.0174
ATR	0.0095	0.0092	-0.0003	-3.1%	0.0000
Volume	77,067	60,142	-16,925	-22.0%	406,418

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7929	0.7899	0.7795
R3	0.7877	0.7847	0.7780
R2	0.7825	0.7825	0.7776
R1	0.7795	0.7795	0.7771	0.7784
PP	0.7773	0.7773	0.7773	0.7767
S1	0.7743	0.7743	0.7761	0.7732
S2	0.7721	0.7721	0.7756
S3	0.7669	0.7691	0.7752
S4	0.7617	0.7639	0.7737

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%	0.0082	1.1%	20%	False	False	82,767
10	0.7905	0.7729	0.0176	2.3%	0.0078	1.0%	21%	False	False	80,021
20	0.7905	0.7607	0.0298	3.8%	0.0093	1.2%	53%	False	False	88,343
40	0.8261	0.7607	0.0654	8.4%	0.0100	1.3%	24%	False	False	91,357
60	0.8406	0.7607	0.0799	10.3%	0.0092	1.2%	20%	False	False	76,236
80	0.8714	0.7607	0.1107	14.3%	0.0094	1.2%	14%	False	False	57,567
100	0.8815	0.7607	0.1208	15.6%	0.0092	1.2%	13%	False	False	46,088
120	0.9146	0.7607	0.1539	19.8%	0.0090	1.2%	10%	False	False	38,424

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 43 trading days

Fibonacci Retracements and Extensions
4.250	0.8023
2.618	0.7938
1.618	0.7886
1.000	0.7854
0.618	0.7834
HIGH	0.7802
0.618	0.7782
0.500	0.7776
0.382	0.7770
LOW	0.7750
0.618	0.7718
1.000	0.7698
1.618	0.7666
2.618	0.7614
4.250	0.7529

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	0.7776	0.7828
PP	0.7773	0.7807
S1	0.7769	0.7787

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

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