CME Australian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary Previous Current 20-Mar-2015 23-Mar-2015 Change Change % Previous Week Open 0.7620 0.7792 0.0172 2.3% 0.7533 High 0.7668 0.7792 0.0124 1.6% 0.7668 Low 0.7620 0.7769 0.0149 2.0% 0.7500 Close 0.7668 0.7773 0.0105 1.4% 0.7668 Range 0.0048 0.0023 -0.0025 -52.1% 0.0168 ATR 0.0063 0.0068 0.0004 6.8% 0.0000 Volume 4 2 -2 -50.0% 56
Daily Pivots for day following 23-Mar-2015 Classic Woodie Camarilla DeMark R4 0.7847 0.7833 0.7786 R3 0.7824 0.7810 0.7779 R2 0.7801 0.7801 0.7777 R1 0.7787 0.7787 0.7775 0.7783 PP 0.7778 0.7778 0.7778 0.7776 S1 0.7764 0.7764 0.7771 0.7760 S2 0.7755 0.7755 0.7769 S3 0.7732 0.7741 0.7767 S4 0.7709 0.7718 0.7760	Weekly Pivots for week ending 20-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8116 0.8060 0.7760 R3 0.7948 0.7892 0.7714 R2 0.7780 0.7780 0.7699 R1 0.7724 0.7724 0.7683 0.7752 PP 0.7612 0.7612 0.7612 0.7626 S1 0.7556 0.7556 0.7653 0.7584 S2 0.7444 0.7444 0.7637 S3 0.7276 0.7388 0.7622 S4 0.7108 0.7220 0.7576
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7792 0.7500 0.0292 3.8% 0.0050 0.6% 93% True False 9 10 0.7792 0.7448 0.0344 4.4% 0.0036 0.5% 94% True False 8 20 0.7792 0.7448 0.0344 4.4% 0.0019 0.2% 94% True False 6
Crabel Price Patterns NR True NR4 True 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 0.0002 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.7890 2.618 0.7852 1.618 0.7829 1.000 0.7815 0.618 0.7806 HIGH 0.7792 0.618 0.7783 0.500 0.7781 0.382 0.7778 LOW 0.7769 0.618 0.7755 1.000 0.7746 1.618 0.7732 2.618 0.7709 4.250 0.7671
Fisher Pivots for day following 23-Mar-2015 Pivot 1 day 3 day R1 0.7781 0.7733 PP 0.7778 0.7693 S1 0.7776 0.7653

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