CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	0.8083	0.7998	-0.0085	-1.1%	0.8133
High	0.8140	0.8049	-0.0091	-1.1%	0.8208
Low	0.8000	0.7923	-0.0077	-1.0%	0.7984
Close	0.8008	0.7983	-0.0025	-0.3%	0.8145
Range	0.0140	0.0126	-0.0014	-10.0%	0.0224
ATR	0.0074	0.0078	0.0004	5.0%	0.0000
Volume	356	371	15	4.2%	1,497

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8299	0.8052
R3	0.8237	0.8173	0.8018
R2	0.8111	0.8111	0.8006
R1	0.8047	0.8047	0.7995	0.8016
PP	0.7985	0.7985	0.7985	0.7970
S1	0.7921	0.7921	0.7971	0.7890
S2	0.7859	0.7859	0.7960
S3	0.7733	0.7795	0.7948
S4	0.7607	0.7669	0.7914

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8784	0.8689	0.8268
R3	0.8560	0.8465	0.8207
R2	0.8336	0.8336	0.8186
R1	0.8241	0.8241	0.8166	0.8289
PP	0.8112	0.8112	0.8112	0.8136
S1	0.8017	0.8017	0.8124	0.8065
S2	0.7888	0.7888	0.8104
S3	0.7664	0.7793	0.8083
S4	0.7440	0.7569	0.8022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8208	0.7923	0.0285	3.6%	0.0111	1.4%	21%	False	True	394
10	0.8208	0.7923	0.0285	3.6%	0.0096	1.2%	21%	False	True	259
20	0.8208	0.7923	0.0285	3.6%	0.0068	0.9%	21%	False	True	175
40	0.8485	0.7923	0.0562	7.0%	0.0050	0.6%	11%	False	True	92
60	0.8746	0.7923	0.0823	10.3%	0.0038	0.5%	7%	False	True	62
80	0.8746	0.7923	0.0823	10.3%	0.0030	0.4%	7%	False	True	47
100	0.9200	0.7923	0.1277	16.0%	0.0026	0.3%	5%	False	True	38
120	0.9200	0.7923	0.1277	16.0%	0.0022	0.3%	5%	False	True	33

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8585
2.618	0.8379
1.618	0.8253
1.000	0.8175
0.618	0.8127
HIGH	0.8049
0.618	0.8001
0.500	0.7986
0.382	0.7971
LOW	0.7923
0.618	0.7845
1.000	0.7797
1.618	0.7719
2.618	0.7593
4.250	0.7388

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	0.7986	0.8038
PP	0.7985	0.8020
S1	0.7984	0.8001

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

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