CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	0.7228	0.7263	0.0035	0.5%	0.7333
High	0.7334	0.7272	-0.0062	-0.8%	0.7337
Low	0.7221	0.7183	-0.0038	-0.5%	0.7170
Close	0.7287	0.7189	-0.0098	-1.3%	0.7189
Range	0.0113	0.0089	-0.0024	-21.2%	0.0167
ATR	0.0083	0.0084	0.0002	1.8%	0.0000
Volume	97,024	23,765	-73,259	-75.5%	445,124

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7482	0.7424	0.7238
R3	0.7393	0.7335	0.7213
R2	0.7304	0.7304	0.7205
R1	0.7246	0.7246	0.7197	0.7231
PP	0.7215	0.7215	0.7215	0.7207
S1	0.7157	0.7157	0.7181	0.7142
S2	0.7126	0.7126	0.7173
S3	0.7037	0.7068	0.7165
S4	0.6948	0.6979	0.7140

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7628	0.7281
R3	0.7566	0.7461	0.7235
R2	0.7399	0.7399	0.7220
R1	0.7294	0.7294	0.7204	0.7263
PP	0.7232	0.7232	0.7232	0.7217
S1	0.7127	0.7127	0.7174	0.7096
S2	0.7065	0.7065	0.7158
S3	0.6898	0.6960	0.7143
S4	0.6731	0.6793	0.7097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7337	0.7170	0.0167	2.3%	0.0089	1.2%	11%	False	False	89,024
10	0.7384	0.7165	0.0219	3.0%	0.0088	1.2%	11%	False	False	93,128
20	0.7384	0.7055	0.0329	4.6%	0.0078	1.1%	41%	False	False	87,493
40	0.7384	0.7003	0.0381	5.3%	0.0077	1.1%	49%	False	False	81,976
60	0.7384	0.6908	0.0476	6.6%	0.0082	1.1%	59%	False	False	80,823
80	0.7384	0.6874	0.0510	7.1%	0.0087	1.2%	62%	False	False	68,512
100	0.7384	0.6874	0.0510	7.1%	0.0084	1.2%	62%	False	False	54,870
120	0.7698	0.6874	0.0824	11.5%	0.0082	1.1%	38%	False	False	45,742

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	0.7650
2.618	0.7505
1.618	0.7416
1.000	0.7361
0.618	0.7327
HIGH	0.7272
0.618	0.7238
0.500	0.7228
0.382	0.7217
LOW	0.7183
0.618	0.7128
1.000	0.7094
1.618	0.7039
2.618	0.6950
4.250	0.6805

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	0.7228	0.7252
PP	0.7215	0.7231
S1	0.7202	0.7210

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

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