CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	0.7233	0.7300	0.0067	0.9%	0.7029
High	0.7320	0.7358	0.0038	0.5%	0.7320
Low	0.7227	0.7281	0.0054	0.7%	0.7017
Close	0.7308	0.7350	0.0042	0.6%	0.7308
Range	0.0093	0.0077	-0.0016	-17.2%	0.0303
ATR	0.0092	0.0091	-0.0001	-1.2%	0.0000
Volume	87,514	62,561	-24,953	-28.5%	395,709

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7532	0.7392
R3	0.7484	0.7455	0.7371
R2	0.7407	0.7407	0.7364
R1	0.7378	0.7378	0.7357	0.7393
PP	0.7330	0.7330	0.7330	0.7337
S1	0.7301	0.7301	0.7343	0.7316
S2	0.7253	0.7253	0.7336
S3	0.7176	0.7224	0.7329
S4	0.7099	0.7147	0.7308

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8124	0.8019	0.7475
R3	0.7821	0.7716	0.7391
R2	0.7518	0.7518	0.7364
R1	0.7413	0.7413	0.7336	0.7466
PP	0.7215	0.7215	0.7215	0.7241
S1	0.7110	0.7110	0.7280	0.7163
S2	0.6912	0.6912	0.7252
S3	0.6609	0.6807	0.7225
S4	0.6306	0.6504	0.7141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7358	0.7042	0.0316	4.3%	0.0102	1.4%	97%	True	False	79,842
10	0.7358	0.6908	0.0450	6.1%	0.0087	1.2%	98%	True	False	76,519
20	0.7358	0.6908	0.0450	6.1%	0.0089	1.2%	98%	True	False	75,645
40	0.7358	0.6874	0.0484	6.6%	0.0092	1.3%	98%	True	False	47,509
60	0.7386	0.6874	0.0512	7.0%	0.0087	1.2%	93%	False	False	31,760
80	0.7724	0.6874	0.0850	11.6%	0.0083	1.1%	56%	False	False	23,842
100	0.7810	0.6874	0.0936	12.7%	0.0075	1.0%	51%	False	False	19,076
120	0.8046	0.6874	0.1172	15.9%	0.0067	0.9%	41%	False	False	15,897

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	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7560
1.618	0.7483
1.000	0.7435
0.618	0.7406
HIGH	0.7358
0.618	0.7329
0.500	0.7320
0.382	0.7310
LOW	0.7281
0.618	0.7233
1.000	0.7204
1.618	0.7156
2.618	0.7079
4.250	0.6954

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	0.7340	0.7317
PP	0.7330	0.7283
S1	0.7320	0.7250

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

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