CME Australian Dollar Future September 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	0.7800	0.7809	0.0009	0.1%	0.7586
High	0.7855	0.7822	-0.0033	-0.4%	0.7732
Low	0.7776	0.7764	-0.0012	-0.2%	0.7520
Close	0.7793	0.7767	-0.0026	-0.3%	0.7699
Range	0.0079	0.0058	-0.0021	-26.6%	0.0212
ATR	0.0085	0.0083	-0.0002	-2.2%	0.0000
Volume	29	36	7	24.1%	147

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7958	0.7921	0.7799
R3	0.7900	0.7863	0.7783
R2	0.7842	0.7842	0.7778
R1	0.7805	0.7805	0.7772	0.7795
PP	0.7784	0.7784	0.7784	0.7779
S1	0.7747	0.7747	0.7762	0.7737
S2	0.7726	0.7726	0.7756
S3	0.7668	0.7689	0.7751
S4	0.7610	0.7631	0.7735

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8286	0.8205	0.7816
R3	0.8074	0.7993	0.7757
R2	0.7862	0.7862	0.7738
R1	0.7781	0.7781	0.7718	0.7822
PP	0.7650	0.7650	0.7650	0.7671
S1	0.7569	0.7569	0.7680	0.7610
S2	0.7438	0.7438	0.7660
S3	0.7226	0.7357	0.7641
S4	0.7014	0.7145	0.7582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7855	0.7539	0.0316	4.1%	0.0114	1.5%	72%	False	False	42
10	0.7855	0.7508	0.0347	4.5%	0.0104	1.3%	75%	False	False	40
20	0.7855	0.7495	0.0360	4.6%	0.0061	0.8%	76%	False	False	21
40	0.7855	0.7495	0.0360	4.6%	0.0041	0.5%	76%	False	False	13
60	0.8138	0.7495	0.0643	8.3%	0.0032	0.4%	42%	False	False	9
80	0.8342	0.7495	0.0847	10.9%	0.0026	0.3%	32%	False	False	7
100	0.8636	0.7495	0.1141	14.7%	0.0021	0.3%	24%	False	False	6

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	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8069
2.618	0.7974
1.618	0.7916
1.000	0.7880
0.618	0.7858
HIGH	0.7822
0.618	0.7800
0.500	0.7793
0.382	0.7786
LOW	0.7764
0.618	0.7728
1.000	0.7706
1.618	0.7670
2.618	0.7612
4.250	0.7518

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	0.7793	0.7780
PP	0.7784	0.7776
S1	0.7776	0.7771

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

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