CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	0.7761	0.7758	-0.0003	0.0%	0.7791
High	0.7786	0.7758	-0.0028	-0.4%	0.7865
Low	0.7732	0.7711	-0.0021	-0.3%	0.7691
Close	0.7764	0.7726	-0.0038	-0.5%	0.7764
Range	0.0054	0.0047	-0.0007	-13.0%	0.0174
ATR	0.0085	0.0083	-0.0002	-2.7%	0.0000
Volume	1,598	1,614	16	1.0%	4,370

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7846	0.7752
R3	0.7826	0.7799	0.7739
R2	0.7779	0.7779	0.7735
R1	0.7752	0.7752	0.7730	0.7742
PP	0.7732	0.7732	0.7732	0.7727
S1	0.7705	0.7705	0.7722	0.7695
S2	0.7685	0.7685	0.7717
S3	0.7638	0.7658	0.7713
S4	0.7591	0.7611	0.7700

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	2.3%	0.0078	1.0%	20%	False	False	1,107
10	0.7865	0.7691	0.0174	2.3%	0.0071	0.9%	20%	False	False	706
20	0.7865	0.7571	0.0294	3.8%	0.0084	1.1%	53%	False	False	536
40	0.8208	0.7571	0.0637	8.2%	0.0087	1.1%	24%	False	False	413
60	0.8290	0.7571	0.0719	9.3%	0.0071	0.9%	22%	False	False	283
80	0.8624	0.7571	0.1053	13.6%	0.0057	0.7%	15%	False	False	212
100	0.8746	0.7571	0.1175	15.2%	0.0047	0.6%	13%	False	False	170
120	0.9020	0.7571	0.1449	18.8%	0.0041	0.5%	11%	False	False	142

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 36 trading days

Fibonacci Retracements and Extensions
4.250	0.7958
2.618	0.7881
1.618	0.7834
1.000	0.7805
0.618	0.7787
HIGH	0.7758
0.618	0.7740
0.500	0.7735
0.382	0.7729
LOW	0.7711
0.618	0.7682
1.000	0.7664
1.618	0.7635
2.618	0.7588
4.250	0.7511

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	0.7735	0.7788
PP	0.7732	0.7767
S1	0.7729	0.7747

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

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