CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	0.7712	0.7736	0.0024	0.3%	0.7717
High	0.7770	0.7775	0.0005	0.1%	0.7805
Low	0.7690	0.7690	0.0000	0.0%	0.7571
Close	0.7751	0.7712	-0.0039	-0.5%	0.7733
Range	0.0080	0.0085	0.0005	6.3%	0.0234
ATR	0.0095	0.0094	-0.0001	-0.7%	0.0000
Volume	213	225	12	5.6%	1,934

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7931	0.7759
R3	0.7896	0.7846	0.7735
R2	0.7811	0.7811	0.7728
R1	0.7761	0.7761	0.7720	0.7744
PP	0.7726	0.7726	0.7726	0.7717
S1	0.7676	0.7676	0.7704	0.7659
S2	0.7641	0.7641	0.7696
S3	0.7556	0.7591	0.7689
S4	0.7471	0.7506	0.7665

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8405	0.8303	0.7862
R3	0.8171	0.8069	0.7797
R2	0.7937	0.7937	0.7776
R1	0.7835	0.7835	0.7754	0.7886
PP	0.7703	0.7703	0.7703	0.7729
S1	0.7601	0.7601	0.7712	0.7652
S2	0.7469	0.7469	0.7690
S3	0.7235	0.7367	0.7669
S4	0.7001	0.7133	0.7604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7805	0.7677	0.0128	1.7%	0.0088	1.1%	27%	False	False	404
10	0.7942	0.7571	0.0371	4.8%	0.0105	1.4%	38%	False	False	392
20	0.8208	0.7571	0.0637	8.3%	0.0102	1.3%	22%	False	False	355
40	0.8208	0.7571	0.0637	8.3%	0.0075	1.0%	22%	False	False	214
60	0.8624	0.7571	0.1053	13.7%	0.0056	0.7%	13%	False	False	144
80	0.8746	0.7571	0.1175	15.2%	0.0045	0.6%	12%	False	False	108
100	0.8810	0.7571	0.1239	16.1%	0.0038	0.5%	11%	False	False	87
120	0.9200	0.7571	0.1629	21.1%	0.0033	0.4%	9%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8136
2.618	0.7998
1.618	0.7913
1.000	0.7860
0.618	0.7828
HIGH	0.7775
0.618	0.7743
0.500	0.7733
0.382	0.7722
LOW	0.7690
0.618	0.7637
1.000	0.7605
1.618	0.7552
2.618	0.7467
4.250	0.7329

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	0.7733	0.7748
PP	0.7726	0.7736
S1	0.7719	0.7724

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

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