CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	0.7149	0.7085	-0.0064	-0.9%	0.7193
High	0.7175	0.7123	-0.0052	-0.7%	0.7219
Low	0.7091	0.7081	-0.0010	-0.1%	0.7024
Close	0.7101	0.7097	-0.0004	-0.1%	0.7088
Range	0.0084	0.0042	-0.0042	-50.0%	0.0195
ATR	0.0077	0.0075	-0.0003	-3.3%	0.0000
Volume	235	271	36	15.3%	2,017

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7226	0.7204	0.7120
R3	0.7184	0.7162	0.7109
R2	0.7142	0.7142	0.7105
R1	0.7120	0.7120	0.7101	0.7131
PP	0.7100	0.7100	0.7100	0.7106
S1	0.7078	0.7078	0.7093	0.7089
S2	0.7058	0.7058	0.7089
S3	0.7016	0.7036	0.7085
S4	0.6974	0.6994	0.7074

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	0.7175	0.7043	0.0132	1.9%	0.0057	0.8%	41%	False	False	258
10	0.7246	0.7024	0.0222	3.1%	0.0068	1.0%	33%	False	False	320
20	0.7323	0.7024	0.0299	4.2%	0.0073	1.0%	24%	False	False	223
40	0.7323	0.6880	0.0443	6.2%	0.0075	1.1%	49%	False	False	145
60	0.7323	0.6850	0.0473	6.7%	0.0068	1.0%	52%	False	False	99
80	0.7354	0.6850	0.0504	7.1%	0.0065	0.9%	49%	False	False	74
100	0.7690	0.6850	0.0840	11.8%	0.0056	0.8%	29%	False	False	60

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7302
2.618	0.7233
1.618	0.7191
1.000	0.7165
0.618	0.7149
HIGH	0.7123
0.618	0.7107
0.500	0.7102
0.382	0.7097
LOW	0.7081
0.618	0.7055
1.000	0.7039
1.618	0.7013
2.618	0.6971
4.250	0.6903

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	0.7102	0.7128
PP	0.7100	0.7118
S1	0.7099	0.7107

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

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