CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	0.7224	0.7151	-0.0073	-1.0%	0.7190
High	0.7224	0.7211	-0.0013	-0.2%	0.7242
Low	0.7148	0.7132	-0.0016	-0.2%	0.7121
Close	0.7156	0.7195	0.0039	0.5%	0.7156
Range	0.0076	0.0079	0.0003	3.9%	0.0121
ATR	0.0072	0.0072	0.0001	0.7%	0.0000
Volume	948	1,950	1,002	105.7%	4,376

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7416	0.7385	0.7238
R3	0.7337	0.7306	0.7217
R2	0.7258	0.7258	0.7209
R1	0.7227	0.7227	0.7202	0.7243
PP	0.7179	0.7179	0.7179	0.7187
S1	0.7148	0.7148	0.7188	0.7164
S2	0.7100	0.7100	0.7181
S3	0.7021	0.7069	0.7173
S4	0.6942	0.6990	0.7152

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7536	0.7467	0.7223
R3	0.7415	0.7346	0.7189
R2	0.7294	0.7294	0.7178
R1	0.7225	0.7225	0.7167	0.7199
PP	0.7173	0.7173	0.7173	0.7160
S1	0.7104	0.7104	0.7145	0.7078
S2	0.7052	0.7052	0.7134
S3	0.6931	0.6983	0.7123
S4	0.6810	0.6862	0.7089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7242	0.7121	0.0121	1.7%	0.0069	1.0%	61%	False	False	1,265
10	0.7242	0.7028	0.0214	3.0%	0.0068	0.9%	78%	False	False	929
20	0.7242	0.6973	0.0269	3.7%	0.0066	0.9%	83%	False	False	614
40	0.7323	0.6973	0.0350	4.9%	0.0073	1.0%	63%	False	False	401
60	0.7323	0.6850	0.0473	6.6%	0.0073	1.0%	73%	False	False	285
80	0.7347	0.6850	0.0497	6.9%	0.0069	1.0%	69%	False	False	214
100	0.7382	0.6850	0.0532	7.4%	0.0065	0.9%	65%	False	False	172
120	0.7690	0.6850	0.0840	11.7%	0.0056	0.8%	41%	False	False	143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7547
2.618	0.7418
1.618	0.7339
1.000	0.7290
0.618	0.7260
HIGH	0.7211
0.618	0.7181
0.500	0.7172
0.382	0.7162
LOW	0.7132
0.618	0.7083
1.000	0.7053
1.618	0.7004
2.618	0.6925
4.250	0.6796

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	0.7187	0.7192
PP	0.7179	0.7190
S1	0.7172	0.7187

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

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