CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	0.7005	0.7029	0.0024	0.3%	0.6995
High	0.7044	0.7085	0.0041	0.6%	0.7058
Low	0.6976	0.7017	0.0041	0.6%	0.6908
Close	0.7008	0.7064	0.0056	0.8%	0.7008
Range	0.0068	0.0068	0.0000	0.0%	0.0150
ATR	0.0087	0.0086	-0.0001	-0.8%	0.0000
Volume	78,707	59,059	-19,648	-25.0%	358,477

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7259	0.7230	0.7101
R3	0.7191	0.7162	0.7083
R2	0.7123	0.7123	0.7076
R1	0.7094	0.7094	0.7070	0.7109
PP	0.7055	0.7055	0.7055	0.7063
S1	0.7026	0.7026	0.7058	0.7041
S2	0.6987	0.6987	0.7052
S3	0.6919	0.6958	0.7045
S4	0.6851	0.6890	0.7027

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7375	0.7091
R3	0.7291	0.7225	0.7049
R2	0.7141	0.7141	0.7036
R1	0.7075	0.7075	0.7022	0.7108
PP	0.6991	0.6991	0.6991	0.7008
S1	0.6925	0.6925	0.6994	0.6958
S2	0.6841	0.6841	0.6981
S3	0.6691	0.6775	0.6967
S4	0.6541	0.6625	0.6926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7085	0.6908	0.0177	2.5%	0.0072	1.0%	88%	True	False	73,197
10	0.7127	0.6908	0.0219	3.1%	0.0078	1.1%	71%	False	False	71,445
20	0.7246	0.6877	0.0369	5.2%	0.0088	1.2%	51%	False	False	73,249
40	0.7370	0.6874	0.0496	7.0%	0.0091	1.3%	38%	False	False	37,579
60	0.7422	0.6874	0.0548	7.8%	0.0085	1.2%	35%	False	False	25,126
80	0.7764	0.6874	0.0890	12.6%	0.0080	1.1%	21%	False	False	18,854
100	0.8046	0.6874	0.1172	16.6%	0.0071	1.0%	16%	False	False	15,084
120	0.8046	0.6874	0.1172	16.6%	0.0064	0.9%	16%	False	False	12,571

Crabel Price Patterns
NR	False
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	0.0019

Fibonacci Retracements and Extensions
4.250	0.7374
2.618	0.7263
1.618	0.7195
1.000	0.7153
0.618	0.7127
HIGH	0.7085
0.618	0.7059
0.500	0.7051
0.382	0.7043
LOW	0.7017
0.618	0.6975
1.000	0.6949
1.618	0.6907
2.618	0.6839
4.250	0.6728

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	0.7060	0.7052
PP	0.7055	0.7040
S1	0.7051	0.7029

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

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