CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	0.7063	0.7114	0.0051	0.7%	0.7193
High	0.7134	0.7150	0.0016	0.2%	0.7252
Low	0.7063	0.7107	0.0044	0.6%	0.7052
Close	0.7117	0.7119	0.0002	0.0%	0.7117
Range	0.0071	0.0043	-0.0028	-39.4%	0.0200
ATR	0.0085	0.0082	-0.0003	-3.5%	0.0000
Volume	84,246	49,386	-34,860	-41.4%	380,190

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7254	0.7230	0.7143
R3	0.7211	0.7187	0.7131
R2	0.7168	0.7168	0.7127
R1	0.7144	0.7144	0.7123	0.7156
PP	0.7125	0.7125	0.7125	0.7132
S1	0.7101	0.7101	0.7115	0.7113
S2	0.7082	0.7082	0.7111
S3	0.7039	0.7058	0.7107
S4	0.6996	0.7015	0.7095

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7629	0.7227
R3	0.7540	0.7429	0.7172
R2	0.7340	0.7340	0.7154
R1	0.7229	0.7229	0.7135	0.7185
PP	0.7140	0.7140	0.7140	0.7118
S1	0.7029	0.7029	0.7099	0.6985
S2	0.6940	0.6940	0.7080
S3	0.6740	0.6829	0.7062
S4	0.6540	0.6629	0.7007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7240	0.7052	0.0188	2.6%	0.0074	1.0%	36%	False	False	76,657
10	0.7280	0.7052	0.0228	3.2%	0.0072	1.0%	29%	False	False	74,436
20	0.7358	0.7042	0.0316	4.4%	0.0087	1.2%	24%	False	False	78,846
40	0.7358	0.6877	0.0481	6.8%	0.0087	1.2%	50%	False	False	76,047
60	0.7370	0.6874	0.0496	7.0%	0.0090	1.3%	49%	False	False	51,335
80	0.7422	0.6874	0.0548	7.7%	0.0085	1.2%	45%	False	False	38,556
100	0.7764	0.6874	0.0890	12.5%	0.0081	1.1%	28%	False	False	30,852
120	0.8046	0.6874	0.1172	16.5%	0.0073	1.0%	21%	False	False	25,711

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	0.7333
2.618	0.7263
1.618	0.7220
1.000	0.7193
0.618	0.7177
HIGH	0.7150
0.618	0.7134
0.500	0.7129
0.382	0.7123
LOW	0.7107
0.618	0.7080
1.000	0.7064
1.618	0.7037
2.618	0.6994
4.250	0.6924

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	0.7129	0.7113
PP	0.7125	0.7107
S1	0.7122	0.7101

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

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