CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	0.7095	0.7105	0.0010	0.1%	0.7193
High	0.7110	0.7172	0.0062	0.9%	0.7219
Low	0.7078	0.7105	0.0027	0.4%	0.7024
Close	0.7089	0.7151	0.0062	0.9%	0.7088
Range	0.0032	0.0067	0.0035	109.4%	0.0195
ATR	0.0077	0.0077	0.0000	0.6%	0.0000
Volume	78	485	407	521.8%	2,017

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7314	0.7188
R3	0.7277	0.7247	0.7169
R2	0.7210	0.7210	0.7163
R1	0.7180	0.7180	0.7157	0.7195
PP	0.7143	0.7143	0.7143	0.7150
S1	0.7113	0.7113	0.7145	0.7128
S2	0.7076	0.7076	0.7139
S3	0.7009	0.7046	0.7133
S4	0.6942	0.6979	0.7114

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7587	0.7195
R3	0.7500	0.7392	0.7142
R2	0.7305	0.7305	0.7124
R1	0.7197	0.7197	0.7106	0.7154
PP	0.7110	0.7110	0.7110	0.7089
S1	0.7002	0.7002	0.7070	0.6959
S2	0.6915	0.6915	0.7052
S3	0.6720	0.6807	0.7034
S4	0.6525	0.6612	0.6981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7172	0.7024	0.0148	2.1%	0.0065	0.9%	86%	True	False	476
10	0.7246	0.7024	0.0222	3.1%	0.0068	1.0%	57%	False	False	286
20	0.7323	0.7024	0.0299	4.2%	0.0078	1.1%	42%	False	False	208
40	0.7323	0.6880	0.0443	6.2%	0.0076	1.1%	61%	False	False	134
60	0.7347	0.6850	0.0497	7.0%	0.0071	1.0%	61%	False	False	91
80	0.7382	0.6850	0.0532	7.4%	0.0065	0.9%	57%	False	False	68
100	0.7690	0.6850	0.0840	11.7%	0.0055	0.8%	36%	False	False	54

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7457
2.618	0.7347
1.618	0.7280
1.000	0.7239
0.618	0.7213
HIGH	0.7172
0.618	0.7146
0.500	0.7139
0.382	0.7131
LOW	0.7105
0.618	0.7064
1.000	0.7038
1.618	0.6997
2.618	0.6930
4.250	0.6820

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	0.7147	0.7137
PP	0.7143	0.7122
S1	0.7139	0.7108

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

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