CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	0.8228	0.8199	-0.0029	-0.4%	0.8394
High	0.8228	0.8201	-0.0027	-0.3%	0.8394
Low	0.8216	0.8139	-0.0077	-0.9%	0.8216
Close	0.8216	0.8190	-0.0026	-0.3%	0.8216
Range	0.0012	0.0062	0.0050	416.7%	0.0178
ATR	0.0049	0.0051	0.0002	4.1%	0.0000
Volume	13	2	-11	-84.6%	30

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8338	0.8224
R3	0.8301	0.8276	0.8207
R2	0.8239	0.8239	0.8201
R1	0.8214	0.8214	0.8196	0.8196
PP	0.8177	0.8177	0.8177	0.8167
S1	0.8152	0.8152	0.8184	0.8134
S2	0.8115	0.8115	0.8179
S3	0.8053	0.8090	0.8173
S4	0.7991	0.8028	0.8156

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8809	0.8691	0.8314
R3	0.8631	0.8513	0.8265
R2	0.8453	0.8453	0.8249
R1	0.8335	0.8335	0.8232	0.8305
PP	0.8275	0.8275	0.8275	0.8261
S1	0.8157	0.8157	0.8200	0.8127
S2	0.8097	0.8097	0.8183
S3	0.7919	0.7979	0.8167
S4	0.7741	0.7801	0.8118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8352	0.8139	0.0213	2.6%	0.0027	0.3%	24%	False	True	6
10	0.8485	0.8139	0.0346	4.2%	0.0017	0.2%	15%	False	True	3
20	0.8624	0.8139	0.0485	5.9%	0.0011	0.1%	11%	False	True	2
40	0.8746	0.8139	0.0607	7.4%	0.0012	0.1%	8%	False	True	2
60	0.8919	0.8139	0.0780	9.5%	0.0011	0.1%	7%	False	True	1
80	0.9200	0.8139	0.1061	13.0%	0.0011	0.1%	5%	False	True	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8465
2.618	0.8363
1.618	0.8301
1.000	0.8263
0.618	0.8239
HIGH	0.8201
0.618	0.8177
0.500	0.8170
0.382	0.8163
LOW	0.8139
0.618	0.8101
1.000	0.8077
1.618	0.8039
2.618	0.7977
4.250	0.7876

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	0.8183	0.8205
PP	0.8177	0.8200
S1	0.8170	0.8195

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

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