CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	0.7126	0.7132	0.0006	0.1%	0.7114
High	0.7155	0.7156	0.0001	0.0%	0.7208
Low	0.7111	0.7009	-0.0102	-1.4%	0.7009
Close	0.7129	0.7026	-0.0103	-1.4%	0.7026
Range	0.0044	0.0147	0.0103	234.1%	0.0199
ATR	0.0082	0.0087	0.0005	5.7%	0.0000
Volume	58,810	120,756	61,946	105.3%	393,219

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7412	0.7107
R3	0.7358	0.7265	0.7066
R2	0.7211	0.7211	0.7053
R1	0.7118	0.7118	0.7039	0.7091
PP	0.7064	0.7064	0.7064	0.7050
S1	0.6971	0.6971	0.7013	0.6944
S2	0.6917	0.6917	0.6999
S3	0.6770	0.6824	0.6986
S4	0.6623	0.6677	0.6945

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7678	0.7551	0.7135
R3	0.7479	0.7352	0.7081
R2	0.7280	0.7280	0.7062
R1	0.7153	0.7153	0.7044	0.7117
PP	0.7081	0.7081	0.7081	0.7063
S1	0.6954	0.6954	0.7008	0.6918
S2	0.6882	0.6882	0.6990
S3	0.6683	0.6755	0.6971
S4	0.6484	0.6556	0.6917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7208	0.7009	0.0199	2.8%	0.0087	1.2%	9%	False	True	78,643
10	0.7252	0.7009	0.0243	3.5%	0.0083	1.2%	7%	False	True	77,340
20	0.7358	0.7009	0.0349	5.0%	0.0085	1.2%	5%	False	True	79,205
40	0.7358	0.6908	0.0450	6.4%	0.0087	1.2%	26%	False	False	77,561
60	0.7358	0.6874	0.0484	6.9%	0.0089	1.3%	31%	False	False	57,038
80	0.7386	0.6874	0.0512	7.3%	0.0086	1.2%	30%	False	False	42,840
100	0.7764	0.6874	0.0890	12.7%	0.0083	1.2%	17%	False	False	34,290
120	0.7816	0.6874	0.0942	13.4%	0.0076	1.1%	16%	False	False	28,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.7781
2.618	0.7541
1.618	0.7394
1.000	0.7303
0.618	0.7247
HIGH	0.7156
0.618	0.7100
0.500	0.7083
0.382	0.7065
LOW	0.7009
0.618	0.6918
1.000	0.6862
1.618	0.6771
2.618	0.6624
4.250	0.6384

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	0.7083	0.7109
PP	0.7064	0.7081
S1	0.7045	0.7054

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

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