CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	0.7837	0.7761	-0.0076	-1.0%	0.7791
High	0.7865	0.7786	-0.0079	-1.0%	0.7865
Low	0.7740	0.7732	-0.0008	-0.1%	0.7691
Close	0.7748	0.7764	0.0016	0.2%	0.7764
Range	0.0125	0.0054	-0.0071	-56.8%	0.0174
ATR	0.0088	0.0085	-0.0002	-2.7%	0.0000
Volume	1,419	1,598	179	12.6%	4,370

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7897	0.7794
R3	0.7869	0.7843	0.7779
R2	0.7815	0.7815	0.7774
R1	0.7789	0.7789	0.7769	0.7802
PP	0.7761	0.7761	0.7761	0.7767
S1	0.7735	0.7735	0.7759	0.7748
S2	0.7707	0.7707	0.7754
S3	0.7653	0.7681	0.7749
S4	0.7599	0.7627	0.7734

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8295	0.8204	0.7860
R3	0.8121	0.8030	0.7812
R2	0.7947	0.7947	0.7796
R1	0.7856	0.7856	0.7780	0.7815
PP	0.7773	0.7773	0.7773	0.7753
S1	0.7682	0.7682	0.7748	0.7641
S2	0.7599	0.7599	0.7732
S3	0.7425	0.7508	0.7716
S4	0.7251	0.7334	0.7668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7865	0.7691	0.0174	2.2%	0.0081	1.0%	42%	False	False	874
10	0.7865	0.7676	0.0189	2.4%	0.0072	0.9%	47%	False	False	626
20	0.7865	0.7571	0.0294	3.8%	0.0085	1.1%	66%	False	False	462
40	0.8208	0.7571	0.0637	8.2%	0.0087	1.1%	30%	False	False	375
60	0.8352	0.7571	0.0781	10.1%	0.0070	0.9%	25%	False	False	256
80	0.8624	0.7571	0.1053	13.6%	0.0056	0.7%	18%	False	False	192
100	0.8746	0.7571	0.1175	15.1%	0.0047	0.6%	16%	False	False	154
120	0.9113	0.7571	0.1542	19.9%	0.0040	0.5%	13%	False	False	129

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	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8016
2.618	0.7927
1.618	0.7873
1.000	0.7840
0.618	0.7819
HIGH	0.7786
0.618	0.7765
0.500	0.7759
0.382	0.7753
LOW	0.7732
0.618	0.7699
1.000	0.7678
1.618	0.7645
2.618	0.7591
4.250	0.7503

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	0.7762	0.7799
PP	0.7761	0.7787
S1	0.7759	0.7776

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

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