CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	0.7700	0.7624	-0.0076	-1.0%	0.7800
High	0.7704	0.7642	-0.0062	-0.8%	0.7856
Low	0.7601	0.7559	-0.0042	-0.6%	0.7703
Close	0.7612	0.7577	-0.0035	-0.5%	0.7718
Range	0.0103	0.0083	-0.0020	-19.4%	0.0153
ATR	0.0093	0.0092	-0.0001	-0.7%	0.0000
Volume	158,891	149,918	-8,973	-5.6%	477,354

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7842	0.7792	0.7623
R3	0.7759	0.7709	0.7600
R2	0.7676	0.7676	0.7592
R1	0.7626	0.7626	0.7585	0.7610
PP	0.7593	0.7593	0.7593	0.7584
S1	0.7543	0.7543	0.7569	0.7527
S2	0.7510	0.7510	0.7562
S3	0.7427	0.7460	0.7554
S4	0.7344	0.7377	0.7531

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8218	0.8121	0.7802
R3	0.8065	0.7968	0.7760
R2	0.7912	0.7912	0.7746
R1	0.7815	0.7815	0.7732	0.7787
PP	0.7759	0.7759	0.7759	0.7745
S1	0.7662	0.7662	0.7704	0.7634
S2	0.7606	0.7606	0.7690
S3	0.7453	0.7509	0.7676
S4	0.7300	0.7356	0.7634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7843	0.7559	0.0284	3.7%	0.0094	1.2%	6%	False	True	126,766
10	0.7905	0.7559	0.0346	4.6%	0.0088	1.2%	5%	False	True	105,557
20	0.7905	0.7559	0.0346	4.6%	0.0086	1.1%	5%	False	True	93,803
40	0.8261	0.7559	0.0702	9.3%	0.0101	1.3%	3%	False	True	97,781
60	0.8261	0.7559	0.0702	9.3%	0.0091	1.2%	3%	False	True	86,092
80	0.8714	0.7559	0.1155	15.2%	0.0093	1.2%	2%	False	True	67,681
100	0.8815	0.7559	0.1256	16.6%	0.0091	1.2%	1%	False	True	54,190
120	0.8880	0.7559	0.1321	17.4%	0.0091	1.2%	1%	False	True	45,184

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7995
2.618	0.7859
1.618	0.7776
1.000	0.7725
0.618	0.7693
HIGH	0.7642
0.618	0.7610
0.500	0.7601
0.382	0.7591
LOW	0.7559
0.618	0.7508
1.000	0.7476
1.618	0.7425
2.618	0.7342
4.250	0.7206

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	0.7601	0.7648
PP	0.7593	0.7624
S1	0.7585	0.7601

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

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