CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	0.7191	0.7284	0.0093	1.3%	0.7029
High	0.7294	0.7341	0.0047	0.6%	0.7320
Low	0.7175	0.7243	0.0068	0.9%	0.7017
Close	0.7265	0.7317	0.0052	0.7%	0.7308
Range	0.0119	0.0098	-0.0021	-17.6%	0.0303
ATR	0.0096	0.0096	0.0000	0.2%	0.0000
Volume	101,712	104,610	2,898	2.8%	395,709

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7594	0.7554	0.7371
R3	0.7496	0.7456	0.7344
R2	0.7398	0.7398	0.7335
R1	0.7358	0.7358	0.7326	0.7378
PP	0.7300	0.7300	0.7300	0.7311
S1	0.7260	0.7260	0.7308	0.7280
S2	0.7202	0.7202	0.7299
S3	0.7104	0.7162	0.7290
S4	0.7006	0.7064	0.7263

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	0.7175	0.0183	2.5%	0.0101	1.4%	78%	False	False	90,545
10	0.7358	0.6976	0.0382	5.2%	0.0098	1.3%	89%	False	False	83,962
20	0.7358	0.6908	0.0450	6.2%	0.0091	1.2%	91%	False	False	78,517
40	0.7358	0.6874	0.0484	6.6%	0.0096	1.3%	92%	False	False	55,048
60	0.7376	0.6874	0.0502	6.9%	0.0089	1.2%	88%	False	False	36,798
80	0.7698	0.6874	0.0824	11.3%	0.0085	1.2%	54%	False	False	27,624
100	0.7764	0.6874	0.0890	12.2%	0.0078	1.1%	50%	False	False	22,103
120	0.8046	0.6874	0.1172	16.0%	0.0070	1.0%	38%	False	False	18,419

Crabel Price Patterns
NR	True
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7758
2.618	0.7598
1.618	0.7500
1.000	0.7439
0.618	0.7402
HIGH	0.7341
0.618	0.7304
0.500	0.7292
0.382	0.7280
LOW	0.7243
0.618	0.7182
1.000	0.7145
1.618	0.7084
2.618	0.6986
4.250	0.6827

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	0.7309	0.7297
PP	0.7300	0.7278
S1	0.7292	0.7258

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

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