CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	0.7726	0.7667	-0.0059	-0.8%	0.7717
High	0.7734	0.7726	-0.0008	-0.1%	0.7805
Low	0.7643	0.7595	-0.0048	-0.6%	0.7571
Close	0.7656	0.7700	0.0044	0.6%	0.7733
Range	0.0091	0.0131	0.0040	44.0%	0.0234
ATR	0.0094	0.0097	0.0003	2.8%	0.0000
Volume	208	280	72	34.6%	1,934

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8067	0.8014	0.7772
R3	0.7936	0.7883	0.7736
R2	0.7805	0.7805	0.7724
R1	0.7752	0.7752	0.7712	0.7779
PP	0.7674	0.7674	0.7674	0.7687
S1	0.7621	0.7621	0.7688	0.7648
S2	0.7543	0.7543	0.7676
S3	0.7412	0.7490	0.7664
S4	0.7281	0.7359	0.7628

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	0.7595	0.0210	2.7%	0.0094	1.2%	50%	False	True	221
10	0.7805	0.7571	0.0234	3.0%	0.0099	1.3%	55%	False	False	298
20	0.8208	0.7571	0.0637	8.3%	0.0105	1.4%	20%	False	False	368
40	0.8208	0.7571	0.0637	8.3%	0.0080	1.0%	20%	False	False	226
60	0.8605	0.7571	0.1034	13.4%	0.0059	0.8%	12%	False	False	152
80	0.8746	0.7571	0.1175	15.3%	0.0048	0.6%	11%	False	False	114
100	0.8746	0.7571	0.1175	15.3%	0.0040	0.5%	11%	False	False	91
120	0.9200	0.7571	0.1629	21.2%	0.0035	0.5%	8%	False	False	77

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	0.0027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8283
2.618	0.8069
1.618	0.7938
1.000	0.7857
0.618	0.7807
HIGH	0.7726
0.618	0.7676
0.500	0.7661
0.382	0.7645
LOW	0.7595
0.618	0.7514
1.000	0.7464
1.618	0.7383
2.618	0.7252
4.250	0.7038

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	0.7687	0.7695
PP	0.7674	0.7690
S1	0.7661	0.7685

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

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