CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	0.7068	0.7148	0.0080	1.1%	0.7070
High	0.7172	0.7208	0.0036	0.5%	0.7208
Low	0.7067	0.7143	0.0076	1.1%	0.7028
Close	0.7152	0.7199	0.0047	0.7%	0.7199
Range	0.0105	0.0065	-0.0040	-38.1%	0.0180
ATR	0.0074	0.0073	-0.0001	-0.8%	0.0000
Volume	1,068	793	-275	-25.7%	2,968

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7378	0.7354	0.7235
R3	0.7313	0.7289	0.7217
R2	0.7248	0.7248	0.7211
R1	0.7224	0.7224	0.7205	0.7236
PP	0.7183	0.7183	0.7183	0.7190
S1	0.7159	0.7159	0.7193	0.7171
S2	0.7118	0.7118	0.7187
S3	0.7053	0.7094	0.7181
S4	0.6988	0.7029	0.7163

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7622	0.7298
R3	0.7505	0.7442	0.7249
R2	0.7325	0.7325	0.7232
R1	0.7262	0.7262	0.7216	0.7294
PP	0.7145	0.7145	0.7145	0.7161
S1	0.7082	0.7082	0.7183	0.7114
S2	0.6965	0.6965	0.7166
S3	0.6785	0.6902	0.7150
S4	0.6605	0.6722	0.7100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7208	0.7028	0.0180	2.5%	0.0066	0.9%	95%	True	False	593
10	0.7208	0.6973	0.0235	3.3%	0.0060	0.8%	96%	True	False	461
20	0.7219	0.6973	0.0246	3.4%	0.0067	0.9%	92%	False	False	398
40	0.7323	0.6880	0.0443	6.2%	0.0072	1.0%	72%	False	False	254
60	0.7323	0.6850	0.0473	6.6%	0.0072	1.0%	74%	False	False	180
80	0.7347	0.6850	0.0497	6.9%	0.0068	0.9%	70%	False	False	135
100	0.7528	0.6850	0.0678	9.4%	0.0063	0.9%	51%	False	False	108

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7484
2.618	0.7378
1.618	0.7313
1.000	0.7273
0.618	0.7248
HIGH	0.7208
0.618	0.7183
0.500	0.7176
0.382	0.7168
LOW	0.7143
0.618	0.7103
1.000	0.7078
1.618	0.7038
2.618	0.6973
4.250	0.6867

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	0.7191	0.7172
PP	0.7183	0.7145
S1	0.7176	0.7118

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

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