CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	0.7771	0.7734	-0.0037	-0.5%	0.7758
High	0.7793	0.7800	0.0007	0.1%	0.7813
Low	0.7709	0.7659	-0.0050	-0.6%	0.7659
Close	0.7728	0.7676	-0.0052	-0.7%	0.7676
Range	0.0084	0.0141	0.0057	67.9%	0.0154
ATR	0.0082	0.0087	0.0004	5.1%	0.0000
Volume	6,158	13,715	7,557	122.7%	26,362

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8135	0.8046	0.7754
R3	0.7994	0.7905	0.7715
R2	0.7853	0.7853	0.7702
R1	0.7764	0.7764	0.7689	0.7738
PP	0.7712	0.7712	0.7712	0.7699
S1	0.7623	0.7623	0.7663	0.7597
S2	0.7571	0.7571	0.7650
S3	0.7430	0.7482	0.7637
S4	0.7289	0.7341	0.7598

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8081	0.7761
R3	0.8024	0.7927	0.7718
R2	0.7870	0.7870	0.7704
R1	0.7773	0.7773	0.7690	0.7745
PP	0.7716	0.7716	0.7716	0.7702
S1	0.7619	0.7619	0.7662	0.7591
S2	0.7562	0.7562	0.7648
S3	0.7408	0.7465	0.7634
S4	0.7254	0.7311	0.7591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7813	0.7659	0.0154	2.0%	0.0086	1.1%	11%	False	True	5,272
10	0.7865	0.7659	0.0206	2.7%	0.0083	1.1%	8%	False	True	3,073
20	0.7865	0.7595	0.0270	3.5%	0.0081	1.1%	30%	False	False	1,686
40	0.8208	0.7571	0.0637	8.3%	0.0092	1.2%	16%	False	False	1,015
60	0.8231	0.7571	0.0660	8.6%	0.0075	1.0%	16%	False	False	695
80	0.8624	0.7571	0.1053	13.7%	0.0059	0.8%	10%	False	False	521
100	0.8746	0.7571	0.1175	15.3%	0.0050	0.7%	9%	False	False	417
120	0.8919	0.7571	0.1348	17.6%	0.0043	0.6%	8%	False	False	348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8399
2.618	0.8169
1.618	0.8028
1.000	0.7941
0.618	0.7887
HIGH	0.7800
0.618	0.7746
0.500	0.7730
0.382	0.7713
LOW	0.7659
0.618	0.7572
1.000	0.7518
1.618	0.7431
2.618	0.7290
4.250	0.7060

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	0.7730	0.7736
PP	0.7712	0.7716
S1	0.7694	0.7696

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

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