CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	0.7482	0.7382	-0.0100	-1.3%	0.7323
High	0.7495	0.7418	-0.0077	-1.0%	0.7464
Low	0.7371	0.7367	-0.0004	-0.1%	0.7305
Close	0.7386	0.7410	0.0024	0.3%	0.7422
Range	0.0124	0.0051	-0.0073	-58.9%	0.0159
ATR	0.0084	0.0081	-0.0002	-2.8%	0.0000
Volume	115,545	96,856	-18,689	-16.2%	406,685

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7551	0.7532	0.7438
R3	0.7500	0.7481	0.7424
R2	0.7449	0.7449	0.7419
R1	0.7430	0.7430	0.7415	0.7440
PP	0.7398	0.7398	0.7398	0.7403
S1	0.7379	0.7379	0.7405	0.7389
S2	0.7347	0.7347	0.7401
S3	0.7296	0.7328	0.7396
S4	0.7245	0.7277	0.7382

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	0.7495	0.7359	0.0136	1.8%	0.0081	1.1%	38%	False	False	98,431
10	0.7495	0.7305	0.0190	2.6%	0.0079	1.1%	55%	False	False	100,807
20	0.7771	0.7305	0.0466	6.3%	0.0087	1.2%	23%	False	False	110,188
40	0.7771	0.7305	0.0466	6.3%	0.0077	1.0%	23%	False	False	99,753
60	0.7771	0.7305	0.0466	6.3%	0.0075	1.0%	23%	False	False	89,303
80	0.7771	0.7305	0.0466	6.3%	0.0074	1.0%	23%	False	False	67,196
100	0.7771	0.7305	0.0466	6.3%	0.0073	1.0%	23%	False	False	53,797
120	0.7771	0.7242	0.0529	7.1%	0.0074	1.0%	32%	False	False	44,849

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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7552
1.618	0.7501
1.000	0.7469
0.618	0.7450
HIGH	0.7418
0.618	0.7399
0.500	0.7393
0.382	0.7386
LOW	0.7367
0.618	0.7335
1.000	0.7316
1.618	0.7284
2.618	0.7233
4.250	0.7150

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	0.7404	0.7431
PP	0.7398	0.7424
S1	0.7393	0.7417

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

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