CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	0.7323	0.7362	0.0039	0.5%	0.7543
High	0.7375	0.7408	0.0033	0.4%	0.7574
Low	0.7305	0.7358	0.0053	0.7%	0.7325
Close	0.7350	0.7392	0.0042	0.6%	0.7337
Range	0.0070	0.0050	-0.0020	-28.6%	0.0249
ATR	0.0084	0.0082	-0.0002	-2.2%	0.0000
Volume	105,777	97,279	-8,498	-8.0%	547,646

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7536	0.7514	0.7420
R3	0.7486	0.7464	0.7406
R2	0.7436	0.7436	0.7401
R1	0.7414	0.7414	0.7397	0.7425
PP	0.7386	0.7386	0.7386	0.7392
S1	0.7364	0.7364	0.7387	0.7375
S2	0.7336	0.7336	0.7383
S3	0.7286	0.7314	0.7378
S4	0.7236	0.7264	0.7365

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.7997	0.7474
R3	0.7910	0.7748	0.7405
R2	0.7661	0.7661	0.7383
R1	0.7499	0.7499	0.7360	0.7456
PP	0.7412	0.7412	0.7412	0.7390
S1	0.7250	0.7250	0.7314	0.7207
S2	0.7163	0.7163	0.7291
S3	0.6914	0.7001	0.7269
S4	0.6665	0.6752	0.7200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7563	0.7305	0.0258	3.5%	0.0084	1.1%	34%	False	False	108,889
10	0.7764	0.7305	0.0459	6.2%	0.0101	1.4%	19%	False	False	131,010
20	0.7771	0.7305	0.0466	6.3%	0.0083	1.1%	19%	False	False	107,637
40	0.7771	0.7305	0.0466	6.3%	0.0075	1.0%	19%	False	False	98,480
60	0.7771	0.7305	0.0466	6.3%	0.0074	1.0%	19%	False	False	79,750
80	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	19%	False	False	59,901
100	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	19%	False	False	47,953
120	0.7771	0.7242	0.0529	7.2%	0.0071	1.0%	28%	False	False	39,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7539
1.618	0.7489
1.000	0.7458
0.618	0.7439
HIGH	0.7408
0.618	0.7389
0.500	0.7383
0.382	0.7377
LOW	0.7358
0.618	0.7327
1.000	0.7308
1.618	0.7277
2.618	0.7227
4.250	0.7146

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	0.7389	0.7381
PP	0.7386	0.7369
S1	0.7383	0.7358

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

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