CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 19-Mar-2015

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	0.7579	0.7711	0.0132	1.7%	0.7666
High	0.7806	0.7770	-0.0036	-0.5%	0.7700
Low	0.7550	0.7572	0.0022	0.3%	0.7517
Close	0.7681	0.7585	-0.0096	-1.2%	0.7577
Range	0.0256	0.0198	-0.0058	-22.7%	0.0183
ATR	0.0100	0.0107	0.0007	6.9%	0.0000
Volume	140,215	123,558	-16,657	-11.9%	334,772

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8236	0.8109	0.7694
R3	0.8038	0.7911	0.7639
R2	0.7840	0.7840	0.7621
R1	0.7713	0.7713	0.7603	0.7678
PP	0.7642	0.7642	0.7642	0.7625
S1	0.7515	0.7515	0.7567	0.7480
S2	0.7444	0.7444	0.7549
S3	0.7246	0.7317	0.7531
S4	0.7048	0.7119	0.7476

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	0.7806	0.7550	0.0256	3.4%	0.0136	1.8%	14%	False	False	104,220
10	0.7806	0.7517	0.0289	3.8%	0.0123	1.6%	24%	False	False	76,695
20	0.7865	0.7517	0.0348	4.6%	0.0099	1.3%	20%	False	False	39,213
40	0.8049	0.7517	0.0532	7.0%	0.0098	1.3%	13%	False	False	19,791
60	0.8208	0.7517	0.0691	9.1%	0.0086	1.1%	10%	False	False	13,246
80	0.8552	0.7517	0.1035	13.6%	0.0072	1.0%	7%	False	False	9,937
100	0.8746	0.7517	0.1229	16.2%	0.0061	0.8%	6%	False	False	7,950
120	0.8746	0.7517	0.1229	16.2%	0.0052	0.7%	6%	False	False	6,625

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8612
2.618	0.8288
1.618	0.8090
1.000	0.7968
0.618	0.7892
HIGH	0.7770
0.618	0.7694
0.500	0.7671
0.382	0.7648
LOW	0.7572
0.618	0.7450
1.000	0.7374
1.618	0.7252
2.618	0.7054
4.250	0.6731

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	0.7671	0.7678
PP	0.7642	0.7647
S1	0.7614	0.7616

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

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