CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	0.7284	0.7313	0.0029	0.4%	0.7300
High	0.7341	0.7316	-0.0025	-0.3%	0.7358
Low	0.7243	0.7226	-0.0017	-0.2%	0.7175
Close	0.7317	0.7257	-0.0060	-0.8%	0.7257
Range	0.0098	0.0090	-0.0008	-8.2%	0.0183
ATR	0.0096	0.0095	0.0000	-0.4%	0.0000
Volume	104,610	66,262	-38,348	-36.7%	431,475

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7536	0.7487	0.7307
R3	0.7446	0.7397	0.7282
R2	0.7356	0.7356	0.7274
R1	0.7307	0.7307	0.7265	0.7287
PP	0.7266	0.7266	0.7266	0.7256
S1	0.7217	0.7217	0.7249	0.7197
S2	0.7176	0.7176	0.7241
S3	0.7086	0.7127	0.7232
S4	0.6996	0.7037	0.7208

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7812	0.7718	0.7358
R3	0.7629	0.7535	0.7307
R2	0.7446	0.7446	0.7291
R1	0.7352	0.7352	0.7274	0.7308
PP	0.7263	0.7263	0.7263	0.7241
S1	0.7169	0.7169	0.7240	0.7125
S2	0.7080	0.7080	0.7223
S3	0.6897	0.6986	0.7207
S4	0.6714	0.6803	0.7156

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%	45%	False	False	86,295
10	0.7358	0.7017	0.0341	4.7%	0.0101	1.4%	70%	False	False	82,718
20	0.7358	0.6908	0.0450	6.2%	0.0090	1.2%	78%	False	False	77,164
40	0.7358	0.6874	0.0484	6.7%	0.0097	1.3%	79%	False	False	56,696
60	0.7376	0.6874	0.0502	6.9%	0.0090	1.2%	76%	False	False	37,901
80	0.7676	0.6874	0.0802	11.1%	0.0085	1.2%	48%	False	False	28,452
100	0.7764	0.6874	0.0890	12.3%	0.0079	1.1%	43%	False	False	22,765
120	0.8046	0.6874	0.1172	16.1%	0.0069	1.0%	33%	False	False	18,971

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7699
2.618	0.7552
1.618	0.7462
1.000	0.7406
0.618	0.7372
HIGH	0.7316
0.618	0.7282
0.500	0.7271
0.382	0.7260
LOW	0.7226
0.618	0.7170
1.000	0.7136
1.618	0.7080
2.618	0.6990
4.250	0.6844

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	0.7271	0.7258
PP	0.7266	0.7258
S1	0.7262	0.7257

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

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