CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	0.7755	0.7722	-0.0033	-0.4%	0.7721
High	0.7804	0.7726	-0.0078	-1.0%	0.7855
Low	0.7740	0.7680	-0.0060	-0.8%	0.7680
Close	0.7744	0.7689	-0.0055	-0.7%	0.7689
Range	0.0064	0.0046	-0.0018	-28.1%	0.0175
ATR	0.0081	0.0080	-0.0001	-1.5%	0.0000
Volume	19	93	74	389.5%	233

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7809	0.7714
R3	0.7790	0.7763	0.7702
R2	0.7744	0.7744	0.7697
R1	0.7717	0.7717	0.7693	0.7708
PP	0.7698	0.7698	0.7698	0.7694
S1	0.7671	0.7671	0.7685	0.7662
S2	0.7652	0.7652	0.7681
S3	0.7606	0.7625	0.7676
S4	0.7560	0.7579	0.7664

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8266	0.8153	0.7785
R3	0.8091	0.7978	0.7737
R2	0.7916	0.7916	0.7721
R1	0.7803	0.7803	0.7705	0.7772
PP	0.7741	0.7741	0.7741	0.7726
S1	0.7628	0.7628	0.7673	0.7597
S2	0.7566	0.7566	0.7657
S3	0.7391	0.7453	0.7641
S4	0.7216	0.7278	0.7593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7855	0.7680	0.0175	2.3%	0.0073	0.9%	5%	False	True	46
10	0.7855	0.7520	0.0335	4.4%	0.0099	1.3%	50%	False	False	38
20	0.7855	0.7495	0.0360	4.7%	0.0064	0.8%	54%	False	False	27
40	0.7855	0.7495	0.0360	4.7%	0.0044	0.6%	54%	False	False	16
60	0.8138	0.7495	0.0643	8.4%	0.0034	0.4%	30%	False	False	11
80	0.8279	0.7495	0.0784	10.2%	0.0027	0.4%	25%	False	False	8
100	0.8569	0.7495	0.1074	14.0%	0.0022	0.3%	18%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7922
2.618	0.7846
1.618	0.7800
1.000	0.7772
0.618	0.7754
HIGH	0.7726
0.618	0.7708
0.500	0.7703
0.382	0.7698
LOW	0.7680
0.618	0.7652
1.000	0.7634
1.618	0.7606
2.618	0.7560
4.250	0.7485

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	0.7703	0.7751
PP	0.7698	0.7730
S1	0.7694	0.7710

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

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