CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	0.7546	0.7664	0.0118	1.6%	0.7666
High	0.7700	0.7667	-0.0033	-0.4%	0.7700
Low	0.7530	0.7566	0.0036	0.5%	0.7517
Close	0.7641	0.7577	-0.0064	-0.8%	0.7577
Range	0.0170	0.0101	-0.0069	-40.6%	0.0183
ATR	0.0092	0.0093	0.0001	0.7%	0.0000
Volume	61,862	102,633	40,771	65.9%	334,772

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7843	0.7633
R3	0.7805	0.7742	0.7605
R2	0.7704	0.7704	0.7596
R1	0.7641	0.7641	0.7586	0.7622
PP	0.7603	0.7603	0.7603	0.7594
S1	0.7540	0.7540	0.7568	0.7521
S2	0.7502	0.7502	0.7558
S3	0.7401	0.7439	0.7549
S4	0.7300	0.7338	0.7521

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8147	0.8045	0.7678
R3	0.7964	0.7862	0.7627
R2	0.7781	0.7781	0.7611
R1	0.7679	0.7679	0.7594	0.7639
PP	0.7598	0.7598	0.7598	0.7578
S1	0.7496	0.7496	0.7560	0.7456
S2	0.7415	0.7415	0.7543
S3	0.7232	0.7313	0.7527
S4	0.7049	0.7130	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7700	0.7517	0.0183	2.4%	0.0102	1.4%	33%	False	False	66,954
10	0.7813	0.7517	0.0296	3.9%	0.0094	1.2%	20%	False	False	36,113
20	0.7865	0.7517	0.0348	4.6%	0.0083	1.1%	17%	False	False	18,369
40	0.8208	0.7517	0.0691	9.1%	0.0094	1.2%	9%	False	False	9,369
60	0.8208	0.7517	0.0691	9.1%	0.0081	1.1%	9%	False	False	6,274
80	0.8605	0.7517	0.1088	14.4%	0.0065	0.9%	6%	False	False	4,706
100	0.8746	0.7517	0.1229	16.2%	0.0055	0.7%	5%	False	False	3,765
120	0.8746	0.7517	0.1229	16.2%	0.0047	0.6%	5%	False	False	3,138

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.7931
1.618	0.7830
1.000	0.7768
0.618	0.7729
HIGH	0.7667
0.618	0.7628
0.500	0.7617
0.382	0.7605
LOW	0.7566
0.618	0.7504
1.000	0.7465
1.618	0.7403
2.618	0.7302
4.250	0.7137

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	0.7617	0.7609
PP	0.7603	0.7598
S1	0.7590	0.7588

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

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