CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	0.7330	0.7333	0.0003	0.0%	0.7185
High	0.7384	0.7337	-0.0047	-0.6%	0.7384
Low	0.7276	0.7254	-0.0022	-0.3%	0.7165
Close	0.7338	0.7261	-0.0077	-1.0%	0.7338
Range	0.0108	0.0083	-0.0025	-23.1%	0.0219
ATR	0.0079	0.0080	0.0000	0.4%	0.0000
Volume	102,884	77,149	-25,735	-25.0%	486,165

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7480	0.7307
R3	0.7450	0.7397	0.7284
R2	0.7367	0.7367	0.7276
R1	0.7314	0.7314	0.7269	0.7299
PP	0.7284	0.7284	0.7284	0.7277
S1	0.7231	0.7231	0.7253	0.7216
S2	0.7201	0.7201	0.7246
S3	0.7118	0.7148	0.7238
S4	0.7035	0.7065	0.7215

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7864	0.7458
R3	0.7734	0.7645	0.7398
R2	0.7515	0.7515	0.7378
R1	0.7426	0.7426	0.7358	0.7471
PP	0.7296	0.7296	0.7296	0.7318
S1	0.7207	0.7207	0.7318	0.7252
S2	0.7077	0.7077	0.7298
S3	0.6858	0.6988	0.7278
S4	0.6639	0.6769	0.7218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7384	0.7221	0.0163	2.2%	0.0087	1.2%	25%	False	False	99,458
10	0.7384	0.7151	0.0233	3.2%	0.0080	1.1%	47%	False	False	87,545
20	0.7384	0.7003	0.0381	5.2%	0.0072	1.0%	68%	False	False	84,610
40	0.7384	0.7003	0.0381	5.2%	0.0078	1.1%	68%	False	False	81,907
60	0.7384	0.6908	0.0476	6.6%	0.0082	1.1%	74%	False	False	79,911
80	0.7384	0.6874	0.0510	7.0%	0.0085	1.2%	76%	False	False	63,931
100	0.7386	0.6874	0.0512	7.1%	0.0083	1.1%	76%	False	False	51,194
120	0.7764	0.6874	0.0890	12.3%	0.0081	1.1%	43%	False	False	42,677

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	0.7690
2.618	0.7554
1.618	0.7471
1.000	0.7420
0.618	0.7388
HIGH	0.7337
0.618	0.7305
0.500	0.7296
0.382	0.7286
LOW	0.7254
0.618	0.7203
1.000	0.7171
1.618	0.7120
2.618	0.7037
4.250	0.6901

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	0.7296	0.7319
PP	0.7284	0.7300
S1	0.7273	0.7280

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

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