CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	0.7705	0.7629	-0.0076	-1.0%	0.7706
High	0.7709	0.7678	-0.0031	-0.4%	0.7737
Low	0.7610	0.7614	0.0004	0.1%	0.7559
Close	0.7620	0.7666	0.0046	0.6%	0.7620
Range	0.0099	0.0064	-0.0035	-35.4%	0.0178
ATR	0.0097	0.0095	-0.0002	-2.4%	0.0000
Volume	26,071	12,935	-13,136	-50.4%	558,546

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7845	0.7819	0.7701
R3	0.7781	0.7755	0.7684
R2	0.7717	0.7717	0.7678
R1	0.7691	0.7691	0.7672	0.7704
PP	0.7653	0.7653	0.7653	0.7659
S1	0.7627	0.7627	0.7660	0.7640
S2	0.7589	0.7589	0.7654
S3	0.7525	0.7563	0.7648
S4	0.7461	0.7499	0.7631

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8173	0.8074	0.7718
R3	0.7995	0.7896	0.7669
R2	0.7817	0.7817	0.7653
R1	0.7718	0.7718	0.7636	0.7679
PP	0.7639	0.7639	0.7639	0.7619
S1	0.7540	0.7540	0.7604	0.7501
S2	0.7461	0.7461	0.7587
S3	0.7283	0.7362	0.7571
S4	0.7105	0.7184	0.7522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7736	0.7559	0.0177	2.3%	0.0102	1.3%	60%	False	False	97,165
10	0.7856	0.7559	0.0297	3.9%	0.0097	1.3%	36%	False	False	98,869
20	0.7905	0.7559	0.0346	4.5%	0.0087	1.1%	31%	False	False	89,445
40	0.8222	0.7559	0.0663	8.6%	0.0100	1.3%	16%	False	False	93,384
60	0.8261	0.7559	0.0702	9.2%	0.0093	1.2%	15%	False	False	85,151
80	0.8672	0.7559	0.1113	14.5%	0.0093	1.2%	10%	False	False	69,873
100	0.8815	0.7559	0.1256	16.4%	0.0092	1.2%	9%	False	False	55,955
120	0.8815	0.7559	0.1256	16.4%	0.0092	1.2%	9%	False	False	46,655

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7950
2.618	0.7846
1.618	0.7782
1.000	0.7742
0.618	0.7718
HIGH	0.7678
0.618	0.7654
0.500	0.7646
0.382	0.7638
LOW	0.7614
0.618	0.7574
1.000	0.7550
1.618	0.7510
2.618	0.7446
4.250	0.7342

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	0.7659	0.7662
PP	0.7653	0.7658
S1	0.7646	0.7655

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

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