CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	0.7552	0.7608	0.0056	0.7%	0.7584
High	0.7636	0.7619	-0.0017	-0.2%	0.7636
Low	0.7545	0.7569	0.0024	0.3%	0.7494
Close	0.7599	0.7615	0.0016	0.2%	0.7599
Range	0.0091	0.0050	-0.0041	-45.1%	0.0142
ATR	0.0070	0.0068	-0.0001	-2.0%	0.0000
Volume	116,639	63,338	-53,301	-45.7%	475,687

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7733	0.7643
R3	0.7701	0.7683	0.7629
R2	0.7651	0.7651	0.7624
R1	0.7633	0.7633	0.7620	0.7642
PP	0.7601	0.7601	0.7601	0.7606
S1	0.7583	0.7583	0.7610	0.7592
S2	0.7551	0.7551	0.7606
S3	0.7501	0.7533	0.7601
S4	0.7451	0.7483	0.7588

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8002	0.7943	0.7677
R3	0.7860	0.7801	0.7638
R2	0.7718	0.7718	0.7625
R1	0.7659	0.7659	0.7612	0.7688
PP	0.7576	0.7576	0.7576	0.7591
S1	0.7517	0.7517	0.7586	0.7547
S2	0.7434	0.7434	0.7573
S3	0.7292	0.7375	0.7560
S4	0.7150	0.7233	0.7521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7636	0.7494	0.0142	1.9%	0.0070	0.9%	85%	False	False	96,274
10	0.7678	0.7494	0.0184	2.4%	0.0067	0.9%	66%	False	False	94,775
20	0.7696	0.7494	0.0202	2.7%	0.0064	0.8%	60%	False	False	88,579
40	0.7713	0.7423	0.0290	3.8%	0.0069	0.9%	66%	False	False	53,191
60	0.7728	0.7394	0.0334	4.4%	0.0071	0.9%	66%	False	False	35,579
80	0.7728	0.7272	0.0456	6.0%	0.0073	1.0%	75%	False	False	26,719
100	0.7728	0.7151	0.0577	7.6%	0.0066	0.9%	80%	False	False	21,384
120	0.7728	0.7121	0.0607	8.0%	0.0056	0.7%	81%	False	False	17,821

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7832
2.618	0.7750
1.618	0.7700
1.000	0.7669
0.618	0.7650
HIGH	0.7619
0.618	0.7600
0.500	0.7594
0.382	0.7588
LOW	0.7569
0.618	0.7538
1.000	0.7519
1.618	0.7488
2.618	0.7438
4.250	0.7357

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	0.7608	0.7598
PP	0.7601	0.7582
S1	0.7594	0.7565

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

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