CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 13-Feb-2015

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	0.7667	0.7678	0.0011	0.1%	0.7712
High	0.7726	0.7734	0.0008	0.1%	0.7775
Low	0.7595	0.7676	0.0081	1.1%	0.7595
Close	0.7700	0.7709	0.0009	0.1%	0.7709
Range	0.0131	0.0058	-0.0073	-55.7%	0.0180
ATR	0.0097	0.0094	-0.0003	-2.9%	0.0000
Volume	280	815	535	191.1%	1,741

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7853	0.7741
R3	0.7822	0.7795	0.7725
R2	0.7764	0.7764	0.7720
R1	0.7737	0.7737	0.7714	0.7751
PP	0.7706	0.7706	0.7706	0.7713
S1	0.7679	0.7679	0.7704	0.7693
S2	0.7648	0.7648	0.7698
S3	0.7590	0.7621	0.7693
S4	0.7532	0.7563	0.7677

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8233	0.8151	0.7808
R3	0.8053	0.7971	0.7759
R2	0.7873	0.7873	0.7742
R1	0.7791	0.7791	0.7726	0.7742
PP	0.7693	0.7693	0.7693	0.7669
S1	0.7611	0.7611	0.7693	0.7562
S2	0.7513	0.7513	0.7676
S3	0.7333	0.7431	0.7660
S4	0.7153	0.7251	0.7610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7775	0.7595	0.0180	2.3%	0.0089	1.2%	63%	False	False	348
10	0.7805	0.7571	0.0234	3.0%	0.0098	1.3%	59%	False	False	367
20	0.8162	0.7571	0.0591	7.7%	0.0101	1.3%	23%	False	False	399
40	0.8208	0.7571	0.0637	8.3%	0.0081	1.0%	22%	False	False	246
60	0.8605	0.7571	0.1034	13.4%	0.0060	0.8%	13%	False	False	165
80	0.8746	0.7571	0.1175	15.2%	0.0048	0.6%	12%	False	False	124
100	0.8746	0.7571	0.1175	15.2%	0.0041	0.5%	12%	False	False	100
120	0.9200	0.7571	0.1629	21.1%	0.0035	0.5%	8%	False	False	84

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	0.0025
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7981
2.618	0.7886
1.618	0.7828
1.000	0.7792
0.618	0.7770
HIGH	0.7734
0.618	0.7712
0.500	0.7705
0.382	0.7698
LOW	0.7676
0.618	0.7640
1.000	0.7618
1.618	0.7582
2.618	0.7524
4.250	0.7430

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	0.7708	0.7694
PP	0.7706	0.7679
S1	0.7705	0.7665

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

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