CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	0.7854	0.7817	-0.0037	-0.5%	0.8142
High	0.7942	0.7829	-0.0113	-1.4%	0.8153
Low	0.7815	0.7669	-0.0146	-1.9%	0.7807
Close	0.7882	0.7689	-0.0193	-2.4%	0.7853
Range	0.0127	0.0160	0.0033	26.0%	0.0346
ATR	0.0085	0.0094	0.0009	10.8%	0.0000
Volume	242	1,188	946	390.9%	1,160

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8209	0.8109	0.7777
R3	0.8049	0.7949	0.7733
R2	0.7889	0.7889	0.7718
R1	0.7789	0.7789	0.7704	0.7759
PP	0.7729	0.7729	0.7729	0.7714
S1	0.7629	0.7629	0.7674	0.7599
S2	0.7569	0.7569	0.7660
S3	0.7409	0.7469	0.7645
S4	0.7249	0.7309	0.7601

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8976	0.8760	0.8043
R3	0.8630	0.8414	0.7948
R2	0.8284	0.8284	0.7916
R1	0.8068	0.8068	0.7885	0.8003
PP	0.7938	0.7938	0.7938	0.7905
S1	0.7722	0.7722	0.7821	0.7657
S2	0.7592	0.7592	0.7790
S3	0.7246	0.7376	0.7758
S4	0.6900	0.7030	0.7663

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7964	0.7669	0.0295	3.8%	0.0113	1.5%	7%	False	True	483
10	0.8208	0.7669	0.0539	7.0%	0.0112	1.5%	4%	False	True	439
20	0.8208	0.7669	0.0539	7.0%	0.0089	1.2%	4%	False	True	289
40	0.8352	0.7669	0.0683	8.9%	0.0063	0.8%	3%	False	True	153
60	0.8624	0.7669	0.0955	12.4%	0.0047	0.6%	2%	False	True	102
80	0.8746	0.7669	0.1077	14.0%	0.0037	0.5%	2%	False	True	77
100	0.9113	0.7669	0.1444	18.8%	0.0031	0.4%	1%	False	True	62
120	0.9200	0.7669	0.1531	19.9%	0.0027	0.4%	1%	False	True	53

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	0.0030
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	0.8509
2.618	0.8248
1.618	0.8088
1.000	0.7989
0.618	0.7928
HIGH	0.7829
0.618	0.7768
0.500	0.7749
0.382	0.7730
LOW	0.7669
0.618	0.7570
1.000	0.7509
1.618	0.7410
2.618	0.7250
4.250	0.6989

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	0.7749	0.7806
PP	0.7729	0.7767
S1	0.7709	0.7728

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

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