CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	0.7146	0.7220	0.0074	1.0%	0.7070
High	0.7214	0.7242	0.0028	0.4%	0.7208
Low	0.7146	0.7188	0.0042	0.6%	0.7028
Close	0.7207	0.7212	0.0005	0.1%	0.7199
Range	0.0068	0.0054	-0.0014	-20.6%	0.0180
ATR	0.0073	0.0072	-0.0001	-1.9%	0.0000
Volume	811	1,015	204	25.2%	2,968

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7376	0.7348	0.7242
R3	0.7322	0.7294	0.7227
R2	0.7268	0.7268	0.7222
R1	0.7240	0.7240	0.7217	0.7227
PP	0.7214	0.7214	0.7214	0.7208
S1	0.7186	0.7186	0.7207	0.7173
S2	0.7160	0.7160	0.7202
S3	0.7106	0.7132	0.7197
S4	0.7052	0.7078	0.7182

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	0.7242	0.7067	0.0175	2.4%	0.0072	1.0%	83%	True	False	1,057
10	0.7242	0.7022	0.0220	3.1%	0.0066	0.9%	86%	True	False	764
20	0.7242	0.6973	0.0269	3.7%	0.0063	0.9%	89%	True	False	512
40	0.7323	0.6944	0.0379	5.3%	0.0073	1.0%	71%	False	False	332
60	0.7323	0.6850	0.0473	6.6%	0.0072	1.0%	77%	False	False	237
80	0.7347	0.6850	0.0497	6.9%	0.0068	0.9%	73%	False	False	178
100	0.7382	0.6850	0.0532	7.4%	0.0064	0.9%	68%	False	False	143
120	0.7690	0.6850	0.0840	11.6%	0.0054	0.8%	43%	False	False	119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7472
2.618	0.7383
1.618	0.7329
1.000	0.7296
0.618	0.7275
HIGH	0.7242
0.618	0.7221
0.500	0.7215
0.382	0.7209
LOW	0.7188
0.618	0.7155
1.000	0.7134
1.618	0.7101
2.618	0.7047
4.250	0.6958

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	0.7215	0.7202
PP	0.7214	0.7192
S1	0.7213	0.7182

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

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