CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	0.7066	0.7068	0.0002	0.0%	0.6986
High	0.7073	0.7172	0.0099	1.4%	0.7114
Low	0.7028	0.7067	0.0039	0.6%	0.6973
Close	0.7054	0.7152	0.0098	1.4%	0.7086
Range	0.0045	0.0105	0.0060	133.3%	0.0141
ATR	0.0070	0.0074	0.0003	4.9%	0.0000
Volume	180	1,068	888	493.3%	1,647

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7445	0.7404	0.7210
R3	0.7340	0.7299	0.7181
R2	0.7235	0.7235	0.7171
R1	0.7194	0.7194	0.7162	0.7215
PP	0.7130	0.7130	0.7130	0.7141
S1	0.7089	0.7089	0.7142	0.7110
S2	0.7025	0.7025	0.7133
S3	0.6920	0.6984	0.7123
S4	0.6815	0.6879	0.7094

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7424	0.7164
R3	0.7340	0.7283	0.7125
R2	0.7199	0.7199	0.7112
R1	0.7142	0.7142	0.7099	0.7171
PP	0.7058	0.7058	0.7058	0.7072
S1	0.7001	0.7001	0.7073	0.7030
S2	0.6917	0.6917	0.7060
S3	0.6776	0.6860	0.7047
S4	0.6635	0.6719	0.7008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7172	0.7028	0.0144	2.0%	0.0064	0.9%	86%	True	False	506
10	0.7172	0.6973	0.0199	2.8%	0.0068	1.0%	90%	True	False	410
20	0.7246	0.6973	0.0273	3.8%	0.0068	1.0%	66%	False	False	365
40	0.7323	0.6880	0.0443	6.2%	0.0072	1.0%	61%	False	False	237
60	0.7323	0.6850	0.0473	6.6%	0.0071	1.0%	64%	False	False	166
80	0.7347	0.6850	0.0497	6.9%	0.0068	0.9%	61%	False	False	126
100	0.7545	0.6850	0.0695	9.7%	0.0063	0.9%	43%	False	False	100

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	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7618
2.618	0.7447
1.618	0.7342
1.000	0.7277
0.618	0.7237
HIGH	0.7172
0.618	0.7132
0.500	0.7120
0.382	0.7107
LOW	0.7067
0.618	0.7002
1.000	0.6962
1.618	0.6897
2.618	0.6792
4.250	0.6621

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	0.7141	0.7135
PP	0.7130	0.7117
S1	0.7120	0.7100

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

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