CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	0.7711	0.7612	-0.0099	-1.3%	0.7587
High	0.7770	0.7764	-0.0006	-0.1%	0.7806
Low	0.7572	0.7606	0.0034	0.4%	0.7550
Close	0.7585	0.7736	0.0151	2.0%	0.7736
Range	0.0198	0.0158	-0.0040	-20.2%	0.0256
ATR	0.0107	0.0112	0.0005	4.8%	0.0000
Volume	123,558	107,638	-15,920	-12.9%	526,108

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8176	0.8114	0.7823
R3	0.8018	0.7956	0.7779
R2	0.7860	0.7860	0.7765
R1	0.7798	0.7798	0.7750	0.7829
PP	0.7702	0.7702	0.7702	0.7718
S1	0.7640	0.7640	0.7722	0.7671
S2	0.7544	0.7544	0.7707
S3	0.7386	0.7482	0.7693
S4	0.7228	0.7324	0.7649

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8465	0.8357	0.7877
R3	0.8209	0.8101	0.7806
R2	0.7953	0.7953	0.7783
R1	0.7845	0.7845	0.7759	0.7899
PP	0.7697	0.7697	0.7697	0.7725
S1	0.7589	0.7589	0.7713	0.7643
S2	0.7441	0.7441	0.7689
S3	0.7185	0.7333	0.7666
S4	0.6929	0.7077	0.7595

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	3.3%	0.0147	1.9%	73%	False	False	105,221
10	0.7806	0.7517	0.0289	3.7%	0.0125	1.6%	76%	False	False	86,088
20	0.7865	0.7517	0.0348	4.5%	0.0104	1.3%	63%	False	False	44,580
40	0.7964	0.7517	0.0447	5.8%	0.0099	1.3%	49%	False	False	22,472
60	0.8208	0.7517	0.0691	8.9%	0.0089	1.1%	32%	False	False	15,040
80	0.8485	0.7517	0.0968	12.5%	0.0074	1.0%	23%	False	False	11,282
100	0.8746	0.7517	0.1229	15.9%	0.0062	0.8%	18%	False	False	9,026
120	0.8746	0.7517	0.1229	15.9%	0.0053	0.7%	18%	False	False	7,522

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8436
2.618	0.8178
1.618	0.8020
1.000	0.7922
0.618	0.7862
HIGH	0.7764
0.618	0.7704
0.500	0.7685
0.382	0.7666
LOW	0.7606
0.618	0.7508
1.000	0.7448
1.618	0.7350
2.618	0.7192
4.250	0.6935

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	0.7719	0.7717
PP	0.7702	0.7697
S1	0.7685	0.7678

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

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