CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	0.7057	0.7111	0.0054	0.8%	0.7019
High	0.7143	0.7149	0.0006	0.1%	0.7149
Low	0.7049	0.7095	0.0046	0.7%	0.7003
Close	0.7109	0.7119	0.0010	0.1%	0.7119
Range	0.0094	0.0054	-0.0040	-42.6%	0.0146
ATR	0.0081	0.0079	-0.0002	-2.4%	0.0000
Volume	124,050	68,461	-55,589	-44.8%	378,767

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7283	0.7255	0.7149
R3	0.7229	0.7201	0.7134
R2	0.7175	0.7175	0.7129
R1	0.7147	0.7147	0.7124	0.7161
PP	0.7121	0.7121	0.7121	0.7128
S1	0.7093	0.7093	0.7114	0.7107
S2	0.7067	0.7067	0.7109
S3	0.7013	0.7039	0.7104
S4	0.6959	0.6985	0.7089

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7528	0.7470	0.7199
R3	0.7382	0.7324	0.7159
R2	0.7236	0.7236	0.7146
R1	0.7178	0.7178	0.7132	0.7207
PP	0.7090	0.7090	0.7090	0.7105
S1	0.7032	0.7032	0.7106	0.7061
S2	0.6944	0.6944	0.7092
S3	0.6798	0.6886	0.7079
S4	0.6652	0.6740	0.7039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7149	0.7003	0.0146	2.1%	0.0058	0.8%	79%	True	False	75,753
10	0.7208	0.7003	0.0205	2.9%	0.0072	1.0%	57%	False	False	77,198
20	0.7286	0.7003	0.0283	4.0%	0.0074	1.0%	41%	False	False	76,569
40	0.7358	0.6908	0.0450	6.3%	0.0082	1.1%	47%	False	False	76,867
60	0.7358	0.6874	0.0484	6.8%	0.0089	1.3%	51%	False	False	63,320
80	0.7376	0.6874	0.0502	7.1%	0.0086	1.2%	49%	False	False	47,568
100	0.7676	0.6874	0.0802	11.3%	0.0083	1.2%	31%	False	False	38,075
120	0.7764	0.6874	0.0890	12.5%	0.0078	1.1%	28%	False	False	31,732

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7379
2.618	0.7290
1.618	0.7236
1.000	0.7203
0.618	0.7182
HIGH	0.7149
0.618	0.7128
0.500	0.7122
0.382	0.7116
LOW	0.7095
0.618	0.7062
1.000	0.7041
1.618	0.7008
2.618	0.6954
4.250	0.6866

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	0.7122	0.7107
PP	0.7121	0.7094
S1	0.7120	0.7082

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

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