CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 09-Mar-2015

Day Change Summary
	Previous	Current
	06-Mar-2015	09-Mar-2015	Change	Change %	Previous Week
Open	0.7734	0.7666	-0.0068	-0.9%	0.7758
High	0.7800	0.7694	-0.0106	-1.4%	0.7813
Low	0.7659	0.7639	-0.0020	-0.3%	0.7659
Close	0.7676	0.7667	-0.0009	-0.1%	0.7676
Range	0.0141	0.0055	-0.0086	-61.0%	0.0154
ATR	0.0087	0.0084	-0.0002	-2.6%	0.0000
Volume	13,715	30,555	16,840	122.8%	26,362

Daily Pivots for day following 09-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7832	0.7804	0.7697
R3	0.7777	0.7749	0.7682
R2	0.7722	0.7722	0.7677
R1	0.7694	0.7694	0.7672	0.7708
PP	0.7667	0.7667	0.7667	0.7674
S1	0.7639	0.7639	0.7662	0.7653
S2	0.7612	0.7612	0.7657
S3	0.7557	0.7584	0.7652
S4	0.7502	0.7529	0.7637

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	0.7639	0.0174	2.3%	0.0087	1.1%	16%	False	True	11,060
10	0.7865	0.7639	0.0226	2.9%	0.0083	1.1%	12%	False	True	6,084
20	0.7865	0.7595	0.0270	3.5%	0.0080	1.0%	27%	False	False	3,205
40	0.8208	0.7571	0.0637	8.3%	0.0092	1.2%	15%	False	False	1,775
60	0.8225	0.7571	0.0654	8.5%	0.0076	1.0%	15%	False	False	1,204
80	0.8624	0.7571	0.1053	13.7%	0.0060	0.8%	9%	False	False	903
100	0.8746	0.7571	0.1175	15.3%	0.0051	0.7%	8%	False	False	723
120	0.8919	0.7571	0.1348	17.6%	0.0044	0.6%	7%	False	False	603

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7928
2.618	0.7838
1.618	0.7783
1.000	0.7749
0.618	0.7728
HIGH	0.7694
0.618	0.7673
0.500	0.7667
0.382	0.7660
LOW	0.7639
0.618	0.7605
1.000	0.7584
1.618	0.7550
2.618	0.7495
4.250	0.7405

Fisher Pivots for day following 09-Mar-2015
Pivot	1 day	3 day
R1	0.7667	0.7720
PP	0.7667	0.7702
S1	0.7667	0.7685

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

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