CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	0.7742	0.7791	0.0049	0.6%	0.7719
High	0.7797	0.7792	-0.0005	-0.1%	0.7797
Low	0.7742	0.7733	-0.0009	-0.1%	0.7700
Close	0.7792	0.7746	-0.0046	-0.6%	0.7792
Range	0.0055	0.0059	0.0004	7.3%	0.0097
ATR	0.0087	0.0085	-0.0002	-2.3%	0.0000
Volume	302	447	145	48.0%	1,078

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7934	0.7899	0.7778
R3	0.7875	0.7840	0.7762
R2	0.7816	0.7816	0.7757
R1	0.7781	0.7781	0.7751	0.7769
PP	0.7757	0.7757	0.7757	0.7751
S1	0.7722	0.7722	0.7741	0.7710
S2	0.7698	0.7698	0.7735
S3	0.7639	0.7663	0.7730
S4	0.7580	0.7604	0.7714

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8020	0.7845
R3	0.7957	0.7923	0.7819
R2	0.7860	0.7860	0.7810
R1	0.7826	0.7826	0.7801	0.7843
PP	0.7763	0.7763	0.7763	0.7772
S1	0.7729	0.7729	0.7783	0.7746
S2	0.7666	0.7666	0.7774
S3	0.7569	0.7632	0.7765
S4	0.7472	0.7535	0.7739

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7797	0.7700	0.0097	1.3%	0.0063	0.8%	47%	False	False	305
10	0.7797	0.7595	0.0202	2.6%	0.0076	1.0%	75%	False	False	326
20	0.7942	0.7571	0.0371	4.8%	0.0088	1.1%	47%	False	False	373
40	0.8208	0.7571	0.0637	8.2%	0.0081	1.0%	27%	False	False	280
60	0.8430	0.7571	0.0859	11.1%	0.0065	0.8%	20%	False	False	191
80	0.8746	0.7571	0.1175	15.2%	0.0052	0.7%	15%	False	False	143
100	0.8746	0.7571	0.1175	15.2%	0.0044	0.6%	15%	False	False	115
120	0.9200	0.7571	0.1629	21.0%	0.0038	0.5%	11%	False	False	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8043
2.618	0.7946
1.618	0.7887
1.000	0.7851
0.618	0.7828
HIGH	0.7792
0.618	0.7769
0.500	0.7763
0.382	0.7756
LOW	0.7733
0.618	0.7697
1.000	0.7674
1.618	0.7638
2.618	0.7579
4.250	0.7482

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	0.7763	0.7752
PP	0.7757	0.7750
S1	0.7752	0.7748

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

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