CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	0.7809	0.7810	0.0001	0.0%	0.7831
High	0.7856	0.7836	-0.0020	-0.3%	0.7905
Low	0.7789	0.7749	-0.0040	-0.5%	0.7731
Close	0.7814	0.7770	-0.0044	-0.6%	0.7804
Range	0.0067	0.0087	0.0020	29.9%	0.0174
ATR	0.0091	0.0090	0.0000	-0.3%	0.0000
Volume	77,344	99,329	21,985	28.4%	406,418

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7995	0.7818
R3	0.7959	0.7908	0.7794
R2	0.7872	0.7872	0.7786
R1	0.7821	0.7821	0.7778	0.7803
PP	0.7785	0.7785	0.7785	0.7776
S1	0.7734	0.7734	0.7762	0.7716
S2	0.7698	0.7698	0.7754
S3	0.7611	0.7647	0.7746
S4	0.7524	0.7560	0.7722

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	0.7856	0.7746	0.0110	1.4%	0.0073	0.9%	22%	False	False	82,875
10	0.7905	0.7731	0.0174	2.2%	0.0080	1.0%	22%	False	False	82,020
20	0.7905	0.7630	0.0275	3.5%	0.0086	1.1%	51%	False	False	84,010
40	0.8261	0.7607	0.0654	8.4%	0.0100	1.3%	25%	False	False	92,797
60	0.8320	0.7607	0.0713	9.2%	0.0092	1.2%	23%	False	False	80,539
80	0.8714	0.7607	0.1107	14.2%	0.0093	1.2%	15%	False	False	61,018
100	0.8815	0.7607	0.1208	15.5%	0.0092	1.2%	13%	False	False	48,852
120	0.8979	0.7607	0.1372	17.7%	0.0090	1.2%	12%	False	False	40,733

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8206
2.618	0.8064
1.618	0.7977
1.000	0.7923
0.618	0.7890
HIGH	0.7836
0.618	0.7803
0.500	0.7793
0.382	0.7782
LOW	0.7749
0.618	0.7695
1.000	0.7662
1.618	0.7608
2.618	0.7521
4.250	0.7379

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	0.7793	0.7801
PP	0.7785	0.7791
S1	0.7778	0.7780

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

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