CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	0.7151	0.7188	0.0037	0.5%	0.7190
High	0.7211	0.7297	0.0086	1.2%	0.7242
Low	0.7132	0.7188	0.0056	0.8%	0.7121
Close	0.7195	0.7297	0.0102	1.4%	0.7156
Range	0.0079	0.0109	0.0030	38.0%	0.0121
ATR	0.0072	0.0075	0.0003	3.6%	0.0000
Volume	1,950	5,186	3,236	165.9%	4,376

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7551	0.7357
R3	0.7479	0.7442	0.7327
R2	0.7370	0.7370	0.7317
R1	0.7333	0.7333	0.7307	0.7352
PP	0.7261	0.7261	0.7261	0.7270
S1	0.7224	0.7224	0.7287	0.7243
S2	0.7152	0.7152	0.7277
S3	0.7043	0.7115	0.7267
S4	0.6934	0.7006	0.7237

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	0.7297	0.7132	0.0165	2.3%	0.0077	1.1%	100%	True	False	1,982
10	0.7297	0.7028	0.0269	3.7%	0.0074	1.0%	100%	True	False	1,405
20	0.7297	0.6973	0.0324	4.4%	0.0070	1.0%	100%	True	False	869
40	0.7323	0.6973	0.0350	4.8%	0.0074	1.0%	93%	False	False	528
60	0.7323	0.6880	0.0443	6.1%	0.0074	1.0%	94%	False	False	371
80	0.7347	0.6850	0.0497	6.8%	0.0070	1.0%	90%	False	False	279
100	0.7382	0.6850	0.0532	7.3%	0.0066	0.9%	84%	False	False	223
120	0.7690	0.6850	0.0840	11.5%	0.0057	0.8%	53%	False	False	186

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	0.0008
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7760
2.618	0.7582
1.618	0.7473
1.000	0.7406
0.618	0.7364
HIGH	0.7297
0.618	0.7255
0.500	0.7243
0.382	0.7230
LOW	0.7188
0.618	0.7121
1.000	0.7079
1.618	0.7012
2.618	0.6903
4.250	0.6725

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	0.7279	0.7270
PP	0.7261	0.7242
S1	0.7243	0.7215

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

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