CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	0.7750	0.7781	0.0031	0.4%	0.7712
High	0.7776	0.7781	0.0005	0.1%	0.7775
Low	0.7723	0.7706	-0.0017	-0.2%	0.7595
Close	0.7764	0.7737	-0.0027	-0.3%	0.7709
Range	0.0053	0.0075	0.0022	41.5%	0.0180
ATR	0.0090	0.0089	-0.0001	-1.2%	0.0000
Volume	259	333	74	28.6%	1,741

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7966	0.7927	0.7778
R3	0.7891	0.7852	0.7758
R2	0.7816	0.7816	0.7751
R1	0.7777	0.7777	0.7744	0.7759
PP	0.7741	0.7741	0.7741	0.7733
S1	0.7702	0.7702	0.7730	0.7684
S2	0.7666	0.7666	0.7723
S3	0.7591	0.7627	0.7716
S4	0.7516	0.7552	0.7696

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	0.7781	0.7595	0.0186	2.4%	0.0078	1.0%	76%	True	False	374
10	0.7805	0.7595	0.0210	2.7%	0.0082	1.1%	68%	False	False	346
20	0.8049	0.7571	0.0478	6.2%	0.0097	1.3%	35%	False	False	368
40	0.8208	0.7571	0.0637	8.2%	0.0080	1.0%	26%	False	False	262
60	0.8552	0.7571	0.0981	12.7%	0.0064	0.8%	17%	False	False	178
80	0.8746	0.7571	0.1175	15.2%	0.0051	0.7%	14%	False	False	134
100	0.8746	0.7571	0.1175	15.2%	0.0042	0.5%	14%	False	False	107
120	0.9200	0.7571	0.1629	21.1%	0.0037	0.5%	10%	False	False	90

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

Fibonacci Retracements and Extensions
4.250	0.8100
2.618	0.7977
1.618	0.7902
1.000	0.7856
0.618	0.7827
HIGH	0.7781
0.618	0.7752
0.500	0.7744
0.382	0.7735
LOW	0.7706
0.618	0.7660
1.000	0.7631
1.618	0.7585
2.618	0.7510
4.250	0.7387

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	0.7744	0.7741
PP	0.7741	0.7739
S1	0.7739	0.7738

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

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