CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	0.7378	0.7433	0.0055	0.7%	0.7323
High	0.7464	0.7489	0.0025	0.3%	0.7464
Low	0.7359	0.7429	0.0070	1.0%	0.7305
Close	0.7422	0.7470	0.0048	0.6%	0.7422
Range	0.0105	0.0060	-0.0045	-42.9%	0.0159
ATR	0.0083	0.0082	-0.0001	-1.4%	0.0000
Volume	110,680	85,068	-25,612	-23.1%	406,685

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7643	0.7616	0.7503
R3	0.7583	0.7556	0.7487
R2	0.7523	0.7523	0.7481
R1	0.7496	0.7496	0.7476	0.7510
PP	0.7463	0.7463	0.7463	0.7469
S1	0.7436	0.7436	0.7465	0.7450
S2	0.7403	0.7403	0.7459
S3	0.7343	0.7376	0.7454
S4	0.7283	0.7316	0.7437

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7807	0.7509
R3	0.7715	0.7648	0.7466
R2	0.7556	0.7556	0.7451
R1	0.7489	0.7489	0.7437	0.7523
PP	0.7397	0.7397	0.7397	0.7414
S1	0.7330	0.7330	0.7407	0.7364
S2	0.7238	0.7238	0.7393
S3	0.7079	0.7171	0.7378
S4	0.6920	0.7012	0.7335

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7489	0.7305	0.0184	2.5%	0.0071	1.0%	90%	True	False	98,350
10	0.7574	0.7305	0.0269	3.6%	0.0077	1.0%	61%	False	False	103,939
20	0.7771	0.7305	0.0466	6.2%	0.0084	1.1%	35%	False	False	107,845
40	0.7771	0.7305	0.0466	6.2%	0.0076	1.0%	35%	False	False	98,945
60	0.7771	0.7305	0.0466	6.2%	0.0076	1.0%	35%	False	False	84,518
80	0.7771	0.7305	0.0466	6.2%	0.0073	1.0%	35%	False	False	63,499
100	0.7771	0.7305	0.0466	6.2%	0.0073	1.0%	35%	False	False	50,834
120	0.7771	0.7242	0.0529	7.1%	0.0073	1.0%	43%	False	False	42,379

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7744
2.618	0.7646
1.618	0.7586
1.000	0.7549
0.618	0.7526
HIGH	0.7489
0.618	0.7466
0.500	0.7459
0.382	0.7452
LOW	0.7429
0.618	0.7392
1.000	0.7369
1.618	0.7332
2.618	0.7272
4.250	0.7174

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	0.7466	0.7455
PP	0.7463	0.7439
S1	0.7459	0.7424

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

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