CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	0.7333	0.7255	-0.0078	-1.1%	0.7185
High	0.7337	0.7269	-0.0068	-0.9%	0.7384
Low	0.7254	0.7184	-0.0070	-1.0%	0.7165
Close	0.7261	0.7202	-0.0059	-0.8%	0.7338
Range	0.0083	0.0085	0.0002	2.4%	0.0219
ATR	0.0080	0.0080	0.0000	0.5%	0.0000
Volume	77,149	99,211	22,062	28.6%	486,165

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7473	0.7423	0.7249
R3	0.7388	0.7338	0.7225
R2	0.7303	0.7303	0.7218
R1	0.7253	0.7253	0.7210	0.7236
PP	0.7218	0.7218	0.7218	0.7210
S1	0.7168	0.7168	0.7194	0.7151
S2	0.7133	0.7133	0.7186
S3	0.7048	0.7083	0.7179
S4	0.6963	0.6998	0.7155

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	0.7184	0.0200	2.8%	0.0082	1.1%	9%	False	True	96,517
10	0.7384	0.7165	0.0219	3.0%	0.0081	1.1%	17%	False	False	89,810
20	0.7384	0.7003	0.0381	5.3%	0.0074	1.0%	52%	False	False	86,223
40	0.7384	0.7003	0.0381	5.3%	0.0078	1.1%	52%	False	False	82,824
60	0.7384	0.6908	0.0476	6.6%	0.0082	1.1%	62%	False	False	80,431
80	0.7384	0.6874	0.0510	7.1%	0.0085	1.2%	64%	False	False	65,166
100	0.7386	0.6874	0.0512	7.1%	0.0084	1.2%	64%	False	False	52,186
120	0.7724	0.6874	0.0850	11.8%	0.0081	1.1%	39%	False	False	43,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7630
2.618	0.7492
1.618	0.7407
1.000	0.7354
0.618	0.7322
HIGH	0.7269
0.618	0.7237
0.500	0.7227
0.382	0.7216
LOW	0.7184
0.618	0.7131
1.000	0.7099
1.618	0.7046
2.618	0.6961
4.250	0.6823

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	0.7227	0.7284
PP	0.7218	0.7257
S1	0.7210	0.7229

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

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