CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	0.7339	0.7191	-0.0148	-2.0%	0.7029
High	0.7340	0.7294	-0.0046	-0.6%	0.7320
Low	0.7221	0.7175	-0.0046	-0.6%	0.7017
Close	0.7249	0.7265	0.0016	0.2%	0.7308
Range	0.0119	0.0119	0.0000	0.0%	0.0303
ATR	0.0094	0.0096	0.0002	1.9%	0.0000
Volume	96,330	101,712	5,382	5.6%	395,709

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7602	0.7552	0.7330
R3	0.7483	0.7433	0.7298
R2	0.7364	0.7364	0.7287
R1	0.7314	0.7314	0.7276	0.7339
PP	0.7245	0.7245	0.7245	0.7257
S1	0.7195	0.7195	0.7254	0.7220
S2	0.7126	0.7126	0.7243
S3	0.7007	0.7076	0.7232
S4	0.6888	0.6957	0.7200

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	0.7141	0.0217	3.0%	0.0111	1.5%	57%	False	False	87,703
10	0.7358	0.6972	0.0386	5.3%	0.0097	1.3%	76%	False	False	81,830
20	0.7358	0.6908	0.0450	6.2%	0.0093	1.3%	79%	False	False	78,870
40	0.7358	0.6874	0.0484	6.7%	0.0096	1.3%	81%	False	False	52,443
60	0.7376	0.6874	0.0502	6.9%	0.0089	1.2%	78%	False	False	35,056
80	0.7698	0.6874	0.0824	11.3%	0.0084	1.2%	47%	False	False	26,317
100	0.7764	0.6874	0.0890	12.3%	0.0077	1.1%	44%	False	False	21,056
120	0.8046	0.6874	0.1172	16.1%	0.0069	0.9%	33%	False	False	17,548

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	0.0017

Fibonacci Retracements and Extensions
4.250	0.7800
2.618	0.7606
1.618	0.7487
1.000	0.7413
0.618	0.7368
HIGH	0.7294
0.618	0.7249
0.500	0.7235
0.382	0.7220
LOW	0.7175
0.618	0.7101
1.000	0.7056
1.618	0.6982
2.618	0.6863
4.250	0.6669

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	0.7255	0.7267
PP	0.7245	0.7266
S1	0.7235	0.7266

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

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