CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	0.7182	0.7086	-0.0096	-1.3%	0.7243
High	0.7190	0.7103	-0.0087	-1.2%	0.7286
Low	0.7064	0.7052	-0.0012	-0.2%	0.7163
Close	0.7065	0.7064	-0.0001	0.0%	0.7193
Range	0.0126	0.0051	-0.0075	-59.5%	0.0123
ATR	0.0089	0.0086	-0.0003	-3.1%	0.0000
Volume	117,406	73,007	-44,399	-37.8%	379,221

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7226	0.7196	0.7092
R3	0.7175	0.7145	0.7078
R2	0.7124	0.7124	0.7073
R1	0.7094	0.7094	0.7069	0.7084
PP	0.7073	0.7073	0.7073	0.7068
S1	0.7043	0.7043	0.7059	0.7033
S2	0.7022	0.7022	0.7055
S3	0.6971	0.6992	0.7050
S4	0.6920	0.6941	0.7036

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	0.7280	0.7052	0.0228	3.2%	0.0084	1.2%	5%	False	True	80,312
10	0.7316	0.7052	0.0264	3.7%	0.0077	1.1%	5%	False	True	74,142
20	0.7358	0.6976	0.0382	5.4%	0.0088	1.2%	23%	False	False	79,052
40	0.7358	0.6874	0.0484	6.9%	0.0089	1.3%	39%	False	False	73,179
60	0.7370	0.6874	0.0496	7.0%	0.0090	1.3%	38%	False	False	49,114
80	0.7436	0.6874	0.0562	8.0%	0.0086	1.2%	34%	False	False	36,887
100	0.7764	0.6874	0.0890	12.6%	0.0082	1.2%	21%	False	False	29,516
120	0.8046	0.6874	0.1172	16.6%	0.0073	1.0%	16%	False	False	24,597

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	0.0014
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.7320
2.618	0.7237
1.618	0.7186
1.000	0.7154
0.618	0.7135
HIGH	0.7103
0.618	0.7084
0.500	0.7078
0.382	0.7071
LOW	0.7052
0.618	0.7020
1.000	0.7001
1.618	0.6969
2.618	0.6918
4.250	0.6835

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	0.7078	0.7146
PP	0.7073	0.7119
S1	0.7069	0.7091

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

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