CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	0.7217	0.7228	0.0011	0.2%	0.7185
High	0.7244	0.7334	0.0090	1.2%	0.7384
Low	0.7170	0.7221	0.0051	0.7%	0.7165
Close	0.7209	0.7287	0.0078	1.1%	0.7338
Range	0.0074	0.0113	0.0039	52.7%	0.0219
ATR	0.0080	0.0083	0.0003	4.1%	0.0000
Volume	147,975	97,024	-50,951	-34.4%	486,165

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7566	0.7349
R3	0.7507	0.7453	0.7318
R2	0.7394	0.7394	0.7308
R1	0.7340	0.7340	0.7297	0.7367
PP	0.7281	0.7281	0.7281	0.7294
S1	0.7227	0.7227	0.7277	0.7254
S2	0.7168	0.7168	0.7266
S3	0.7055	0.7114	0.7256
S4	0.6942	0.7001	0.7225

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	2.9%	0.0093	1.3%	55%	False	False	104,848
10	0.7384	0.7165	0.0219	3.0%	0.0087	1.2%	56%	False	False	99,301
20	0.7384	0.7049	0.0335	4.6%	0.0078	1.1%	71%	False	False	92,508
40	0.7384	0.7003	0.0381	5.2%	0.0077	1.1%	75%	False	False	83,998
60	0.7384	0.6908	0.0476	6.5%	0.0082	1.1%	80%	False	False	82,288
80	0.7384	0.6874	0.0510	7.0%	0.0086	1.2%	81%	False	False	68,220
100	0.7384	0.6874	0.0510	7.0%	0.0084	1.2%	81%	False	False	54,632
120	0.7698	0.6874	0.0824	11.3%	0.0082	1.1%	50%	False	False	45,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	0.7814
2.618	0.7630
1.618	0.7517
1.000	0.7447
0.618	0.7404
HIGH	0.7334
0.618	0.7291
0.500	0.7278
0.382	0.7264
LOW	0.7221
0.618	0.7151
1.000	0.7108
1.618	0.7038
2.618	0.6925
4.250	0.6741

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	0.7284	0.7275
PP	0.7281	0.7264
S1	0.7278	0.7252

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

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