CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	0.7754	0.7809	0.0055	0.7%	0.7831
High	0.7850	0.7856	0.0006	0.1%	0.7905
Low	0.7746	0.7789	0.0043	0.6%	0.7731
Close	0.7815	0.7814	-0.0001	0.0%	0.7804
Range	0.0104	0.0067	-0.0037	-35.6%	0.0174
ATR	0.0093	0.0091	-0.0002	-2.0%	0.0000
Volume	100,497	77,344	-23,153	-23.0%	406,418

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.7984	0.7851
R3	0.7954	0.7917	0.7832
R2	0.7887	0.7887	0.7826
R1	0.7850	0.7850	0.7820	0.7869
PP	0.7820	0.7820	0.7820	0.7829
S1	0.7783	0.7783	0.7808	0.7802
S2	0.7753	0.7753	0.7802
S3	0.7686	0.7716	0.7796
S4	0.7619	0.7649	0.7777

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	0.7746	0.0159	2.0%	0.0081	1.0%	43%	False	False	84,347
10	0.7905	0.7731	0.0174	2.2%	0.0080	1.0%	48%	False	False	78,722
20	0.7905	0.7630	0.0275	3.5%	0.0087	1.1%	67%	False	False	84,769
40	0.8261	0.7607	0.0654	8.4%	0.0100	1.3%	32%	False	False	92,568
60	0.8336	0.7607	0.0729	9.3%	0.0092	1.2%	28%	False	False	78,975
80	0.8714	0.7607	0.1107	14.2%	0.0093	1.2%	19%	False	False	59,782
100	0.8815	0.7607	0.1208	15.5%	0.0092	1.2%	17%	False	False	47,862
120	0.9097	0.7607	0.1490	19.1%	0.0090	1.2%	14%	False	False	39,906

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8141
2.618	0.8031
1.618	0.7964
1.000	0.7923
0.618	0.7897
HIGH	0.7856
0.618	0.7830
0.500	0.7823
0.382	0.7815
LOW	0.7789
0.618	0.7748
1.000	0.7722
1.618	0.7681
2.618	0.7614
4.250	0.7504

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	0.7823	0.7810
PP	0.7820	0.7805
S1	0.7817	0.7801

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

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