CME Australian Dollar Future December 2015

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

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	0.7255	0.7217	-0.0038	-0.5%	0.7185
High	0.7269	0.7244	-0.0025	-0.3%	0.7384
Low	0.7184	0.7170	-0.0014	-0.2%	0.7165
Close	0.7202	0.7209	0.0007	0.1%	0.7338
Range	0.0085	0.0074	-0.0011	-12.9%	0.0219
ATR	0.0080	0.0080	0.0000	-0.5%	0.0000
Volume	99,211	147,975	48,764	49.2%	486,165

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7430	0.7393	0.7250
R3	0.7356	0.7319	0.7229
R2	0.7282	0.7282	0.7223
R1	0.7245	0.7245	0.7216	0.7227
PP	0.7208	0.7208	0.7208	0.7198
S1	0.7171	0.7171	0.7202	0.7153
S2	0.7134	0.7134	0.7195
S3	0.7060	0.7097	0.7189
S4	0.6986	0.7023	0.7168

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	0.7170	0.0214	3.0%	0.0087	1.2%	18%	False	True	109,071
10	0.7384	0.7165	0.0219	3.0%	0.0081	1.1%	20%	False	False	96,623
20	0.7384	0.7014	0.0370	5.1%	0.0075	1.0%	53%	False	False	90,450
40	0.7384	0.7003	0.0381	5.3%	0.0077	1.1%	54%	False	False	84,115
60	0.7384	0.6908	0.0476	6.6%	0.0082	1.1%	63%	False	False	81,904
80	0.7384	0.6874	0.0510	7.1%	0.0086	1.2%	66%	False	False	67,009
100	0.7386	0.6874	0.0512	7.1%	0.0084	1.2%	65%	False	False	53,664
120	0.7719	0.6874	0.0845	11.7%	0.0081	1.1%	40%	False	False	44,735

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7559
2.618	0.7438
1.618	0.7364
1.000	0.7318
0.618	0.7290
HIGH	0.7244
0.618	0.7216
0.500	0.7207
0.382	0.7198
LOW	0.7170
0.618	0.7124
1.000	0.7096
1.618	0.7050
2.618	0.6976
4.250	0.6856

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	0.7208	0.7254
PP	0.7208	0.7239
S1	0.7207	0.7224

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

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