CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	0.7132	0.7019	-0.0113	-1.6%	0.7114
High	0.7156	0.7056	-0.0100	-1.4%	0.7208
Low	0.7009	0.7016	0.0007	0.1%	0.7009
Close	0.7026	0.7033	0.0007	0.1%	0.7026
Range	0.0147	0.0040	-0.0107	-72.8%	0.0199
ATR	0.0087	0.0083	-0.0003	-3.8%	0.0000
Volume	120,756	66,950	-53,806	-44.6%	393,219

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7155	0.7134	0.7055
R3	0.7115	0.7094	0.7044
R2	0.7075	0.7075	0.7040
R1	0.7054	0.7054	0.7037	0.7065
PP	0.7035	0.7035	0.7035	0.7040
S1	0.7014	0.7014	0.7029	0.7025
S2	0.6995	0.6995	0.7026
S3	0.6955	0.6974	0.7022
S4	0.6915	0.6934	0.7011

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%	12%	False	False	82,156
10	0.7240	0.7009	0.0231	3.3%	0.0080	1.1%	10%	False	False	79,406
20	0.7341	0.7009	0.0332	4.7%	0.0083	1.2%	7%	False	False	79,424
40	0.7358	0.6908	0.0450	6.4%	0.0086	1.2%	28%	False	False	77,534
60	0.7358	0.6874	0.0484	6.9%	0.0089	1.3%	33%	False	False	58,147
80	0.7386	0.6874	0.0512	7.3%	0.0086	1.2%	31%	False	False	43,676
100	0.7724	0.6874	0.0850	12.1%	0.0083	1.2%	19%	False	False	34,959
120	0.7810	0.6874	0.0936	13.3%	0.0076	1.1%	17%	False	False	29,134

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	0.7226
2.618	0.7161
1.618	0.7121
1.000	0.7096
0.618	0.7081
HIGH	0.7056
0.618	0.7041
0.500	0.7036
0.382	0.7031
LOW	0.7016
0.618	0.6991
1.000	0.6976
1.618	0.6951
2.618	0.6911
4.250	0.6846

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	0.7036	0.7083
PP	0.7035	0.7066
S1	0.7034	0.7050

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

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