CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	0.7719	0.7750	0.0031	0.4%	0.7712
High	0.7775	0.7776	0.0001	0.0%	0.7775
Low	0.7700	0.7723	0.0023	0.3%	0.7595
Close	0.7768	0.7764	-0.0004	-0.1%	0.7709
Range	0.0075	0.0053	-0.0022	-29.3%	0.0180
ATR	0.0093	0.0090	-0.0003	-3.1%	0.0000
Volume	184	259	75	40.8%	1,741

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7892	0.7793
R3	0.7860	0.7839	0.7779
R2	0.7807	0.7807	0.7774
R1	0.7786	0.7786	0.7769	0.7797
PP	0.7754	0.7754	0.7754	0.7760
S1	0.7733	0.7733	0.7759	0.7744
S2	0.7701	0.7701	0.7754
S3	0.7648	0.7680	0.7749
S4	0.7595	0.7627	0.7735

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	0.7776	0.7595	0.0181	2.3%	0.0082	1.1%	93%	True	False	349
10	0.7805	0.7595	0.0210	2.7%	0.0085	1.1%	80%	False	False	376
20	0.8140	0.7571	0.0569	7.3%	0.0100	1.3%	34%	False	False	369
40	0.8208	0.7571	0.0637	8.2%	0.0080	1.0%	30%	False	False	254
60	0.8552	0.7571	0.0981	12.6%	0.0062	0.8%	20%	False	False	173
80	0.8746	0.7571	0.1175	15.1%	0.0050	0.6%	16%	False	False	130
100	0.8746	0.7571	0.1175	15.1%	0.0042	0.5%	16%	False	False	104
120	0.9200	0.7571	0.1629	21.0%	0.0036	0.5%	12%	False	False	87

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8001
2.618	0.7915
1.618	0.7862
1.000	0.7829
0.618	0.7809
HIGH	0.7776
0.618	0.7756
0.500	0.7750
0.382	0.7743
LOW	0.7723
0.618	0.7690
1.000	0.7670
1.618	0.7637
2.618	0.7584
4.250	0.7498

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	0.7759	0.7751
PP	0.7754	0.7739
S1	0.7750	0.7726

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

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