CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	0.7737	0.7706	-0.0031	-0.4%	0.7814
High	0.7781	0.7789	0.0008	0.1%	0.7942
Low	0.7571	0.7683	0.0112	1.5%	0.7669
Close	0.7734	0.7718	-0.0016	-0.2%	0.7718
Range	0.0210	0.0106	-0.0104	-49.5%	0.0273
ATR	0.0097	0.0098	0.0001	0.6%	0.0000
Volume	54	634	580	1,074.1%	2,264

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8048	0.7989	0.7776
R3	0.7942	0.7883	0.7747
R2	0.7836	0.7836	0.7737
R1	0.7777	0.7777	0.7728	0.7807
PP	0.7730	0.7730	0.7730	0.7745
S1	0.7671	0.7671	0.7708	0.7701
S2	0.7624	0.7624	0.7699
S3	0.7518	0.7565	0.7689
S4	0.7412	0.7459	0.7660

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	0.7829	0.7571	0.0258	3.3%	0.0118	1.5%	57%	False	False	459
10	0.8049	0.7571	0.0478	6.2%	0.0112	1.4%	31%	False	False	389
20	0.8208	0.7571	0.0637	8.3%	0.0100	1.3%	23%	False	False	315
40	0.8231	0.7571	0.0660	8.6%	0.0072	0.9%	22%	False	False	180
60	0.8624	0.7571	0.1053	13.6%	0.0052	0.7%	14%	False	False	120
80	0.8746	0.7571	0.1175	15.2%	0.0042	0.5%	13%	False	False	91
100	0.8942	0.7571	0.1371	17.8%	0.0036	0.5%	11%	False	False	73
120	0.9200	0.7571	0.1629	21.1%	0.0030	0.4%	9%	False	False	62

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8240
2.618	0.8067
1.618	0.7961
1.000	0.7895
0.618	0.7855
HIGH	0.7789
0.618	0.7749
0.500	0.7736
0.382	0.7723
LOW	0.7683
0.618	0.7617
1.000	0.7577
1.618	0.7511
2.618	0.7405
4.250	0.7233

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	0.7736	0.7705
PP	0.7730	0.7693
S1	0.7724	0.7680

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

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