CME Australian Dollar Future March 2016

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

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	0.7010	0.6985	-0.0025	-0.4%	0.7095
High	0.7019	0.7033	0.0014	0.2%	0.7175
Low	0.6973	0.6985	0.0012	0.2%	0.6979
Close	0.6975	0.7006	0.0031	0.4%	0.6995
Range	0.0046	0.0048	0.0002	4.3%	0.0196
ATR	0.0075	0.0073	-0.0001	-1.6%	0.0000
Volume	141	164	23	16.3%	1,347

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7152	0.7127	0.7032
R3	0.7104	0.7079	0.7019
R2	0.7056	0.7056	0.7015
R1	0.7031	0.7031	0.7010	0.7044
PP	0.7008	0.7008	0.7008	0.7014
S1	0.6983	0.6983	0.7002	0.6996
S2	0.6960	0.6960	0.6997
S3	0.6912	0.6935	0.6993
S4	0.6864	0.6887	0.6980

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7638	0.7512	0.7103
R3	0.7442	0.7316	0.7049
R2	0.7246	0.7246	0.7031
R1	0.7120	0.7120	0.7013	0.7085
PP	0.7050	0.7050	0.7050	0.7032
S1	0.6924	0.6924	0.6977	0.6889
S2	0.6854	0.6854	0.6959
S3	0.6658	0.6728	0.6941
S4	0.6462	0.6532	0.6887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7123	0.6973	0.0150	2.1%	0.0064	0.9%	22%	False	False	190
10	0.7175	0.6973	0.0202	2.9%	0.0061	0.9%	16%	False	False	260
20	0.7309	0.6973	0.0336	4.8%	0.0067	1.0%	10%	False	False	226
40	0.7323	0.6880	0.0443	6.3%	0.0075	1.1%	28%	False	False	159
60	0.7323	0.6850	0.0473	6.8%	0.0072	1.0%	33%	False	False	110
80	0.7347	0.6850	0.0497	7.1%	0.0066	0.9%	31%	False	False	83
100	0.7639	0.6850	0.0789	11.3%	0.0059	0.8%	20%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7237
2.618	0.7159
1.618	0.7111
1.000	0.7081
0.618	0.7063
HIGH	0.7033
0.618	0.7015
0.500	0.7009
0.382	0.7003
LOW	0.6985
0.618	0.6955
1.000	0.6937
1.618	0.6907
2.618	0.6859
4.250	0.6781

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	0.7009	0.7005
PP	0.7008	0.7004
S1	0.7007	0.7003

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

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