CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	0.7028	0.7081	0.0053	0.8%	0.6986
High	0.7108	0.7114	0.0006	0.1%	0.7114
Low	0.7022	0.7062	0.0040	0.6%	0.6973
Close	0.7077	0.7086	0.0009	0.1%	0.7086
Range	0.0086	0.0052	-0.0034	-39.5%	0.0141
ATR	0.0076	0.0074	-0.0002	-2.2%	0.0000
Volume	886	359	-527	-59.5%	1,647

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7243	0.7217	0.7115
R3	0.7191	0.7165	0.7100
R2	0.7139	0.7139	0.7096
R1	0.7113	0.7113	0.7091	0.7126
PP	0.7087	0.7087	0.7087	0.7094
S1	0.7061	0.7061	0.7081	0.7074
S2	0.7035	0.7035	0.7076
S3	0.6983	0.7009	0.7072
S4	0.6931	0.6957	0.7057

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7424	0.7164
R3	0.7340	0.7283	0.7125
R2	0.7199	0.7199	0.7112
R1	0.7142	0.7142	0.7099	0.7171
PP	0.7058	0.7058	0.7058	0.7072
S1	0.7001	0.7001	0.7073	0.7030
S2	0.6917	0.6917	0.7060
S3	0.6776	0.6860	0.7047
S4	0.6635	0.6719	0.7008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7114	0.6973	0.0141	2.0%	0.0054	0.8%	80%	True	False	329
10	0.7175	0.6973	0.0202	2.9%	0.0064	0.9%	56%	False	False	299
20	0.7254	0.6973	0.0281	4.0%	0.0067	0.9%	40%	False	False	278
40	0.7323	0.6880	0.0443	6.3%	0.0073	1.0%	47%	False	False	188
60	0.7323	0.6850	0.0473	6.7%	0.0072	1.0%	50%	False	False	131
80	0.7347	0.6850	0.0497	7.0%	0.0066	0.9%	47%	False	False	98
100	0.7639	0.6850	0.0789	11.1%	0.0060	0.8%	30%	False	False	79

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7335
2.618	0.7250
1.618	0.7198
1.000	0.7166
0.618	0.7146
HIGH	0.7114
0.618	0.7094
0.500	0.7088
0.382	0.7082
LOW	0.7062
0.618	0.7030
1.000	0.7010
1.618	0.6978
2.618	0.6926
4.250	0.6841

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	0.7088	0.7074
PP	0.7087	0.7062
S1	0.7087	0.7050

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

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