CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 25-Mar-2015

Day Change Summary
	Previous	Current
	24-Mar-2015	25-Mar-2015	Change	Change %	Previous Week
Open	0.7842	0.7837	-0.0005	-0.1%	0.7587
High	0.7901	0.7868	-0.0033	-0.4%	0.7806
Low	0.7800	0.7793	-0.0007	-0.1%	0.7550
Close	0.7829	0.7803	-0.0026	-0.3%	0.7736
Range	0.0101	0.0075	-0.0026	-25.7%	0.0256
ATR	0.0113	0.0111	-0.0003	-2.4%	0.0000
Volume	109,458	72,969	-36,489	-33.3%	526,108

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.8000	0.7844
R3	0.7971	0.7925	0.7824
R2	0.7896	0.7896	0.7817
R1	0.7850	0.7850	0.7810	0.7836
PP	0.7821	0.7821	0.7821	0.7814
S1	0.7775	0.7775	0.7796	0.7761
S2	0.7746	0.7746	0.7789
S3	0.7671	0.7700	0.7782
S4	0.7596	0.7625	0.7762

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	0.7901	0.7572	0.0329	4.2%	0.0134	1.7%	70%	False	False	108,354
10	0.7901	0.7530	0.0371	4.8%	0.0132	1.7%	74%	False	False	100,117
20	0.7901	0.7517	0.0384	4.9%	0.0109	1.4%	74%	False	False	60,041
40	0.7942	0.7517	0.0425	5.4%	0.0100	1.3%	67%	False	False	30,212
60	0.8208	0.7517	0.0691	8.9%	0.0093	1.2%	41%	False	False	20,214
80	0.8394	0.7517	0.0877	11.2%	0.0078	1.0%	33%	False	False	15,164
100	0.8690	0.7517	0.1173	15.0%	0.0065	0.8%	24%	False	False	12,132
120	0.8746	0.7517	0.1229	15.8%	0.0056	0.7%	23%	False	False	10,110

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	0.0026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8187
2.618	0.8064
1.618	0.7989
1.000	0.7943
0.618	0.7914
HIGH	0.7868
0.618	0.7839
0.500	0.7831
0.382	0.7822
LOW	0.7793
0.618	0.7747
1.000	0.7718
1.618	0.7672
2.618	0.7597
4.250	0.7474

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	0.7831	0.7813
PP	0.7821	0.7810
S1	0.7812	0.7806

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

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