CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	0.7114	0.7127	0.0013	0.2%	0.7193
High	0.7150	0.7204	0.0054	0.8%	0.7252
Low	0.7107	0.7090	-0.0017	-0.2%	0.7052
Close	0.7119	0.7182	0.0063	0.9%	0.7117
Range	0.0043	0.0114	0.0071	165.1%	0.0200
ATR	0.0082	0.0085	0.0002	2.8%	0.0000
Volume	49,386	90,195	40,809	82.6%	380,190

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7501	0.7455	0.7245
R3	0.7387	0.7341	0.7213
R2	0.7273	0.7273	0.7203
R1	0.7227	0.7227	0.7192	0.7250
PP	0.7159	0.7159	0.7159	0.7170
S1	0.7113	0.7113	0.7172	0.7136
S2	0.7045	0.7045	0.7161
S3	0.6931	0.6999	0.7151
S4	0.6817	0.6885	0.7119

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	0.7204	0.7052	0.0152	2.1%	0.0081	1.1%	86%	True	False	82,848
10	0.7280	0.7052	0.0228	3.2%	0.0078	1.1%	57%	False	False	77,929
20	0.7358	0.7052	0.0306	4.3%	0.0087	1.2%	42%	False	False	79,653
40	0.7358	0.6908	0.0450	6.3%	0.0087	1.2%	61%	False	False	77,189
60	0.7370	0.6874	0.0496	6.9%	0.0091	1.3%	62%	False	False	52,835
80	0.7422	0.6874	0.0548	7.6%	0.0086	1.2%	56%	False	False	39,679
100	0.7764	0.6874	0.0890	12.4%	0.0082	1.1%	35%	False	False	31,754
120	0.7959	0.6874	0.1085	15.1%	0.0074	1.0%	28%	False	False	26,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7689
2.618	0.7502
1.618	0.7388
1.000	0.7318
0.618	0.7274
HIGH	0.7204
0.618	0.7160
0.500	0.7147
0.382	0.7134
LOW	0.7090
0.618	0.7020
1.000	0.6976
1.618	0.6906
2.618	0.6792
4.250	0.6606

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	0.7170	0.7166
PP	0.7159	0.7150
S1	0.7147	0.7134

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

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