CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	0.7313	0.7243	-0.0070	-1.0%	0.7300
High	0.7316	0.7286	-0.0030	-0.4%	0.7358
Low	0.7226	0.7210	-0.0016	-0.2%	0.7175
Close	0.7257	0.7233	-0.0024	-0.3%	0.7257
Range	0.0090	0.0076	-0.0014	-15.6%	0.0183
ATR	0.0095	0.0094	-0.0001	-1.5%	0.0000
Volume	66,262	64,432	-1,830	-2.8%	431,475

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7428	0.7275
R3	0.7395	0.7352	0.7254
R2	0.7319	0.7319	0.7247
R1	0.7276	0.7276	0.7240	0.7260
PP	0.7243	0.7243	0.7243	0.7235
S1	0.7200	0.7200	0.7226	0.7184
S2	0.7167	0.7167	0.7219
S3	0.7091	0.7124	0.7212
S4	0.7015	0.7048	0.7191

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	0.7341	0.7175	0.0166	2.3%	0.0100	1.4%	35%	False	False	86,669
10	0.7358	0.7042	0.0316	4.4%	0.0101	1.4%	60%	False	False	83,255
20	0.7358	0.6908	0.0450	6.2%	0.0090	1.2%	72%	False	False	77,350
40	0.7358	0.6874	0.0484	6.7%	0.0097	1.3%	74%	False	False	58,300
60	0.7376	0.6874	0.0502	6.9%	0.0090	1.2%	72%	False	False	38,975
80	0.7660	0.6874	0.0786	10.9%	0.0085	1.2%	46%	False	False	29,257
100	0.7764	0.6874	0.0890	12.3%	0.0079	1.1%	40%	False	False	23,409
120	0.8046	0.6874	0.1172	16.2%	0.0070	1.0%	31%	False	False	19,508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7485
1.618	0.7409
1.000	0.7362
0.618	0.7333
HIGH	0.7286
0.618	0.7257
0.500	0.7248
0.382	0.7239
LOW	0.7210
0.618	0.7163
1.000	0.7134
1.618	0.7087
2.618	0.7011
4.250	0.6887

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	0.7248	0.7276
PP	0.7243	0.7261
S1	0.7238	0.7247

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

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