CME Australian Dollar Future December 2016

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	0.7399	0.7362	-0.0037	-0.5%	0.7437
High	0.7430	0.7368	-0.0062	-0.8%	0.7524
Low	0.7337	0.7266	-0.0071	-1.0%	0.7266
Close	0.7364	0.7292	-0.0072	-1.0%	0.7292
Range	0.0093	0.0102	0.0009	9.7%	0.0258
ATR	0.0079	0.0081	0.0002	2.1%	0.0000
Volume	115,270	18,899	-96,371	-83.6%	396,831

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7555	0.7348
R3	0.7513	0.7453	0.7320
R2	0.7411	0.7411	0.7311
R1	0.7351	0.7351	0.7301	0.7330
PP	0.7309	0.7309	0.7309	0.7298
S1	0.7249	0.7249	0.7283	0.7228
S2	0.7207	0.7207	0.7273
S3	0.7105	0.7147	0.7264
S4	0.7003	0.7045	0.7236

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8135	0.7971	0.7434
R3	0.7877	0.7713	0.7363
R2	0.7619	0.7619	0.7339
R1	0.7455	0.7455	0.7316	0.7408
PP	0.7361	0.7361	0.7361	0.7337
S1	0.7197	0.7197	0.7268	0.7150
S2	0.7103	0.7103	0.7245
S3	0.6845	0.6939	0.7221
S4	0.6587	0.6681	0.7150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7524	0.7266	0.0258	3.5%	0.0088	1.2%	10%	False	True	79,366
10	0.7524	0.7266	0.0258	3.5%	0.0079	1.1%	10%	False	True	82,189
20	0.7524	0.7266	0.0258	3.5%	0.0077	1.1%	10%	False	True	89,984
40	0.7771	0.7266	0.0505	6.9%	0.0079	1.1%	5%	False	True	96,434
60	0.7771	0.7266	0.0505	6.9%	0.0075	1.0%	5%	False	True	94,200
80	0.7771	0.7266	0.0505	6.9%	0.0075	1.0%	5%	False	True	78,466
100	0.7771	0.7266	0.0505	6.9%	0.0074	1.0%	5%	False	True	62,838
120	0.7771	0.7266	0.0505	6.9%	0.0073	1.0%	5%	False	True	52,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7802
2.618	0.7635
1.618	0.7533
1.000	0.7470
0.618	0.7431
HIGH	0.7368
0.618	0.7329
0.500	0.7317
0.382	0.7305
LOW	0.7266
0.618	0.7203
1.000	0.7164
1.618	0.7101
2.618	0.6999
4.250	0.6833

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	0.7317	0.7395
PP	0.7309	0.7361
S1	0.7300	0.7326

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

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