CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	0.7166	0.7126	-0.0040	-0.6%	0.7193
High	0.7208	0.7155	-0.0053	-0.7%	0.7252
Low	0.7120	0.7111	-0.0009	-0.1%	0.7052
Close	0.7133	0.7129	-0.0004	-0.1%	0.7117
Range	0.0088	0.0044	-0.0044	-50.0%	0.0200
ATR	0.0085	0.0082	-0.0003	-3.4%	0.0000
Volume	74,072	58,810	-15,262	-20.6%	380,190

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7264	0.7240	0.7153
R3	0.7220	0.7196	0.7141
R2	0.7176	0.7176	0.7137
R1	0.7152	0.7152	0.7133	0.7164
PP	0.7132	0.7132	0.7132	0.7138
S1	0.7108	0.7108	0.7125	0.7120
S2	0.7088	0.7088	0.7121
S3	0.7044	0.7064	0.7117
S4	0.7000	0.7020	0.7105

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	0.7208	0.7063	0.0145	2.0%	0.0072	1.0%	46%	False	False	71,341
10	0.7280	0.7052	0.0228	3.2%	0.0078	1.1%	34%	False	False	75,827
20	0.7358	0.7052	0.0306	4.3%	0.0082	1.1%	25%	False	False	77,543
40	0.7358	0.6908	0.0450	6.3%	0.0085	1.2%	49%	False	False	76,246
60	0.7361	0.6874	0.0487	6.8%	0.0088	1.2%	52%	False	False	55,038
80	0.7386	0.6874	0.0512	7.2%	0.0085	1.2%	50%	False	False	41,335
100	0.7764	0.6874	0.0890	12.5%	0.0083	1.2%	29%	False	False	33,083
120	0.7830	0.6874	0.0956	13.4%	0.0075	1.1%	27%	False	False	27,570

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7342
2.618	0.7270
1.618	0.7226
1.000	0.7199
0.618	0.7182
HIGH	0.7155
0.618	0.7138
0.500	0.7133
0.382	0.7128
LOW	0.7111
0.618	0.7084
1.000	0.7067
1.618	0.7040
2.618	0.6996
4.250	0.6924

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	0.7133	0.7149
PP	0.7132	0.7142
S1	0.7130	0.7136

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

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