CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	0.7714	0.7717	0.0003	0.0%	0.7814
High	0.7732	0.7755	0.0023	0.3%	0.7942
Low	0.7670	0.7705	0.0035	0.5%	0.7669
Close	0.7718	0.7742	0.0024	0.3%	0.7718
Range	0.0062	0.0050	-0.0012	-19.4%	0.0273
ATR	0.0092	0.0089	-0.0003	-3.2%	0.0000
Volume	126	296	170	134.9%	2,264

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7863	0.7770
R3	0.7834	0.7813	0.7756
R2	0.7784	0.7784	0.7751
R1	0.7763	0.7763	0.7747	0.7774
PP	0.7734	0.7734	0.7734	0.7739
S1	0.7713	0.7713	0.7737	0.7724
S2	0.7684	0.7684	0.7733
S3	0.7634	0.7663	0.7728
S4	0.7584	0.7613	0.7715

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8595	0.8430	0.7868
R3	0.8322	0.8157	0.7793
R2	0.8049	0.8049	0.7768
R1	0.7884	0.7884	0.7743	0.7830
PP	0.7776	0.7776	0.7776	0.7750
S1	0.7611	0.7611	0.7693	0.7557
S2	0.7503	0.7503	0.7668
S3	0.7230	0.7338	0.7643
S4	0.6957	0.7065	0.7568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7942	0.7669	0.0273	3.5%	0.0091	1.2%	27%	False	False	419
10	0.8153	0.7669	0.0484	6.3%	0.0102	1.3%	15%	False	False	372
20	0.8208	0.7669	0.0539	7.0%	0.0089	1.2%	14%	False	False	304
40	0.8271	0.7669	0.0602	7.8%	0.0064	0.8%	12%	False	False	163
60	0.8624	0.7669	0.0955	12.3%	0.0049	0.6%	8%	False	False	109
80	0.8746	0.7669	0.1077	13.9%	0.0039	0.5%	7%	False	False	82
100	0.8980	0.7669	0.1311	16.9%	0.0032	0.4%	6%	False	False	66
120	0.9200	0.7669	0.1531	19.8%	0.0028	0.4%	5%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0026
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7968
2.618	0.7886
1.618	0.7836
1.000	0.7805
0.618	0.7786
HIGH	0.7755
0.618	0.7736
0.500	0.7730
0.382	0.7724
LOW	0.7705
0.618	0.7674
1.000	0.7655
1.618	0.7624
2.618	0.7574
4.250	0.7493

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	0.7738	0.7749
PP	0.7734	0.7747
S1	0.7730	0.7744

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

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