CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	0.7736	0.7726	-0.0010	-0.1%	0.7717
High	0.7775	0.7734	-0.0041	-0.5%	0.7805
Low	0.7690	0.7643	-0.0047	-0.6%	0.7571
Close	0.7712	0.7656	-0.0056	-0.7%	0.7733
Range	0.0085	0.0091	0.0006	7.1%	0.0234
ATR	0.0094	0.0094	0.0000	-0.2%	0.0000
Volume	225	208	-17	-7.6%	1,934

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7951	0.7894	0.7706
R3	0.7860	0.7803	0.7681
R2	0.7769	0.7769	0.7673
R1	0.7712	0.7712	0.7664	0.7695
PP	0.7678	0.7678	0.7678	0.7669
S1	0.7621	0.7621	0.7648	0.7604
S2	0.7587	0.7587	0.7639
S3	0.7496	0.7530	0.7631
S4	0.7405	0.7439	0.7606

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	0.7643	0.0162	2.1%	0.0085	1.1%	8%	False	True	319
10	0.7829	0.7571	0.0258	3.4%	0.0101	1.3%	33%	False	False	389
20	0.8208	0.7571	0.0637	8.3%	0.0104	1.4%	13%	False	False	357
40	0.8208	0.7571	0.0637	8.3%	0.0077	1.0%	13%	False	False	219
60	0.8624	0.7571	0.1053	13.8%	0.0057	0.7%	8%	False	False	147
80	0.8746	0.7571	0.1175	15.3%	0.0046	0.6%	7%	False	False	110
100	0.8765	0.7571	0.1194	15.6%	0.0039	0.5%	7%	False	False	89
120	0.9200	0.7571	0.1629	21.3%	0.0034	0.4%	5%	False	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8121
2.618	0.7972
1.618	0.7881
1.000	0.7825
0.618	0.7790
HIGH	0.7734
0.618	0.7699
0.500	0.7689
0.382	0.7678
LOW	0.7643
0.618	0.7587
1.000	0.7552
1.618	0.7496
2.618	0.7405
4.250	0.7256

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	0.7689	0.7709
PP	0.7678	0.7691
S1	0.7667	0.7674

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

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