CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	0.7791	0.7749	-0.0042	-0.5%	0.7719
High	0.7792	0.7787	-0.0005	-0.1%	0.7797
Low	0.7733	0.7691	-0.0042	-0.5%	0.7700
Close	0.7746	0.7775	0.0029	0.4%	0.7792
Range	0.0059	0.0096	0.0037	62.7%	0.0097
ATR	0.0085	0.0085	0.0001	1.0%	0.0000
Volume	447	367	-80	-17.9%	1,078

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.8003	0.7828
R3	0.7943	0.7907	0.7801
R2	0.7847	0.7847	0.7793
R1	0.7811	0.7811	0.7784	0.7829
PP	0.7751	0.7751	0.7751	0.7760
S1	0.7715	0.7715	0.7766	0.7733
S2	0.7655	0.7655	0.7757
S3	0.7559	0.7619	0.7749
S4	0.7463	0.7523	0.7722

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	0.7691	0.0106	1.4%	0.0068	0.9%	79%	False	True	341
10	0.7797	0.7595	0.0202	2.6%	0.0078	1.0%	89%	False	False	342
20	0.7942	0.7571	0.0371	4.8%	0.0090	1.2%	55%	False	False	368
40	0.8208	0.7571	0.0637	8.2%	0.0084	1.1%	32%	False	False	288
60	0.8430	0.7571	0.0859	11.0%	0.0067	0.9%	24%	False	False	197
80	0.8690	0.7571	0.1119	14.4%	0.0053	0.7%	18%	False	False	148
100	0.8746	0.7571	0.1175	15.1%	0.0044	0.6%	17%	False	False	118
120	0.9200	0.7571	0.1629	21.0%	0.0038	0.5%	13%	False	False	99

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	0.0019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8195
2.618	0.8038
1.618	0.7942
1.000	0.7883
0.618	0.7846
HIGH	0.7787
0.618	0.7750
0.500	0.7739
0.382	0.7728
LOW	0.7691
0.618	0.7632
1.000	0.7595
1.618	0.7536
2.618	0.7440
4.250	0.7283

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	0.7763	0.7765
PP	0.7751	0.7754
S1	0.7739	0.7744

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

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