CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	0.7658	0.7575	-0.0083	-1.1%	0.7721
High	0.7664	0.7578	-0.0086	-1.1%	0.7855
Low	0.7565	0.7528	-0.0037	-0.5%	0.7680
Close	0.7584	0.7547	-0.0037	-0.5%	0.7689
Range	0.0099	0.0050	-0.0049	-49.5%	0.0175
ATR	0.0083	0.0081	-0.0002	-2.3%	0.0000
Volume	85	83	-2	-2.4%	233

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7674	0.7575
R3	0.7651	0.7624	0.7561
R2	0.7601	0.7601	0.7556
R1	0.7574	0.7574	0.7552	0.7563
PP	0.7551	0.7551	0.7551	0.7545
S1	0.7524	0.7524	0.7542	0.7513
S2	0.7501	0.7501	0.7538
S3	0.7451	0.7474	0.7533
S4	0.7401	0.7424	0.7520

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	0.7822	0.7528	0.0294	3.9%	0.0063	0.8%	6%	False	True	63
10	0.7855	0.7520	0.0335	4.4%	0.0104	1.4%	8%	False	False	52
20	0.7855	0.7495	0.0360	4.8%	0.0071	0.9%	14%	False	False	35
40	0.7855	0.7495	0.0360	4.8%	0.0046	0.6%	14%	False	False	20
60	0.8138	0.7495	0.0643	8.5%	0.0036	0.5%	8%	False	False	14
80	0.8224	0.7495	0.0729	9.7%	0.0029	0.4%	7%	False	False	10
100	0.8569	0.7495	0.1074	14.2%	0.0024	0.3%	5%	False	False	9

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7791
2.618	0.7709
1.618	0.7659
1.000	0.7628
0.618	0.7609
HIGH	0.7578
0.618	0.7559
0.500	0.7553
0.382	0.7547
LOW	0.7528
0.618	0.7497
1.000	0.7478
1.618	0.7447
2.618	0.7397
4.250	0.7316

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	0.7553	0.7627
PP	0.7551	0.7600
S1	0.7549	0.7574

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

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