CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	0.8043	0.8016	-0.0027	-0.3%	0.8120
High	0.8043	0.8016	-0.0027	-0.3%	0.8145
Low	0.7997	0.8014	0.0017	0.2%	0.8009
Close	0.7999	0.8014	0.0015	0.2%	0.8045
Range	0.0046	0.0002	-0.0044	-95.7%	0.0136
ATR	0.0051	0.0048	-0.0002	-4.8%	0.0000
Volume	41	41	0	0.0%	146

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.8019	0.8015
R3	0.8019	0.8017	0.8015
R2	0.8017	0.8017	0.8014
R1	0.8015	0.8015	0.8014	0.8015
PP	0.8015	0.8015	0.8015	0.8015
S1	0.8013	0.8013	0.8014	0.8013
S2	0.8013	0.8013	0.8014
S3	0.8011	0.8011	0.8013
S4	0.8009	0.8009	0.8013

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8474	0.8396	0.8120
R3	0.8338	0.8260	0.8082
R2	0.8202	0.8202	0.8070
R1	0.8124	0.8124	0.8057	0.8095
PP	0.8066	0.8066	0.8066	0.8052
S1	0.7988	0.7988	0.8033	0.7959
S2	0.7930	0.7930	0.8020
S3	0.7794	0.7852	0.8008
S4	0.7658	0.7716	0.7970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8085	0.7997	0.0088	1.1%	0.0036	0.4%	19%	False	False	29
10	0.8225	0.7997	0.0228	2.8%	0.0044	0.6%	7%	False	False	23
20	0.8430	0.7997	0.0433	5.4%	0.0033	0.4%	4%	False	False	14
40	0.8690	0.7997	0.0693	8.6%	0.0023	0.3%	2%	False	False	7
60	0.8746	0.7997	0.0749	9.3%	0.0018	0.2%	2%	False	False	5
80	0.9200	0.7997	0.1203	15.0%	0.0016	0.2%	1%	False	False	5
100	0.9200	0.7997	0.1203	15.0%	0.0014	0.2%	1%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0003
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8025
2.618	0.8021
1.618	0.8019
1.000	0.8018
0.618	0.8017
HIGH	0.8016
0.618	0.8015
0.500	0.8015
0.382	0.8015
LOW	0.8014
0.618	0.8013
1.000	0.8012
1.618	0.8011
2.618	0.8009
4.250	0.8006

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	0.8015	0.8028
PP	0.8015	0.8023
S1	0.8014	0.8019

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

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