CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	0.7193	0.7193	0.0000	0.0%	0.7243
High	0.7220	0.7280	0.0060	0.8%	0.7286
Low	0.7163	0.7179	0.0016	0.2%	0.7163
Close	0.7191	0.7193	0.0002	0.0%	0.7193
Range	0.0057	0.0101	0.0044	77.2%	0.0123
ATR	0.0088	0.0089	0.0001	1.1%	0.0000
Volume	81,398	105,617	24,219	29.8%	379,221

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7458	0.7249
R3	0.7419	0.7357	0.7221
R2	0.7318	0.7318	0.7212
R1	0.7256	0.7256	0.7202	0.7244
PP	0.7217	0.7217	0.7217	0.7211
S1	0.7155	0.7155	0.7184	0.7143
S2	0.7116	0.7116	0.7174
S3	0.7015	0.7054	0.7165
S4	0.6914	0.6953	0.7137

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7511	0.7261
R3	0.7460	0.7388	0.7227
R2	0.7337	0.7337	0.7216
R1	0.7265	0.7265	0.7204	0.7240
PP	0.7214	0.7214	0.7214	0.7201
S1	0.7142	0.7142	0.7182	0.7117
S2	0.7091	0.7091	0.7170
S3	0.6968	0.7019	0.7159
S4	0.6845	0.6896	0.7125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7286	0.7163	0.0123	1.7%	0.0073	1.0%	24%	False	False	75,844
10	0.7358	0.7163	0.0195	2.7%	0.0087	1.2%	15%	False	False	81,069
20	0.7358	0.6908	0.0450	6.3%	0.0086	1.2%	63%	False	False	78,244
40	0.7358	0.6874	0.0484	6.7%	0.0090	1.3%	66%	False	False	66,012
60	0.7376	0.6874	0.0502	7.0%	0.0091	1.3%	64%	False	False	44,198
80	0.7586	0.6874	0.0712	9.9%	0.0085	1.2%	45%	False	False	33,190
100	0.7764	0.6874	0.0890	12.4%	0.0081	1.1%	36%	False	False	26,557
120	0.8046	0.6874	0.1172	16.3%	0.0071	1.0%	27%	False	False	22,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7544
1.618	0.7443
1.000	0.7381
0.618	0.7342
HIGH	0.7280
0.618	0.7241
0.500	0.7230
0.382	0.7218
LOW	0.7179
0.618	0.7117
1.000	0.7078
1.618	0.7016
2.618	0.6915
4.250	0.6750

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	0.7230	0.7222
PP	0.7217	0.7212
S1	0.7205	0.7203

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

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