CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	0.7286	0.7266	-0.0020	-0.3%	0.7190
High	0.7305	0.7330	0.0025	0.3%	0.7242
Low	0.7256	0.7247	-0.0009	-0.1%	0.7121
Close	0.7266	0.7312	0.0046	0.6%	0.7156
Range	0.0049	0.0083	0.0034	69.4%	0.0121
ATR	0.0073	0.0074	0.0001	1.0%	0.0000
Volume	4,641	8,060	3,419	73.7%	4,376

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7545	0.7512	0.7358
R3	0.7462	0.7429	0.7335
R2	0.7379	0.7379	0.7327
R1	0.7346	0.7346	0.7320	0.7363
PP	0.7296	0.7296	0.7296	0.7305
S1	0.7263	0.7263	0.7304	0.7280
S2	0.7213	0.7213	0.7297
S3	0.7130	0.7180	0.7289
S4	0.7047	0.7097	0.7266

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	0.7330	0.7132	0.0198	2.7%	0.0079	1.1%	91%	True	False	4,157
10	0.7330	0.7067	0.0263	3.6%	0.0076	1.0%	93%	True	False	2,607
20	0.7330	0.6973	0.0357	4.9%	0.0069	0.9%	95%	True	False	1,468
40	0.7330	0.6973	0.0357	4.9%	0.0073	1.0%	95%	True	False	842
60	0.7330	0.6880	0.0450	6.2%	0.0074	1.0%	96%	True	False	582
80	0.7330	0.6850	0.0480	6.6%	0.0070	1.0%	96%	True	False	438
100	0.7382	0.6850	0.0532	7.3%	0.0066	0.9%	87%	False	False	350
120	0.7690	0.6850	0.0840	11.5%	0.0058	0.8%	55%	False	False	292

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7683
2.618	0.7547
1.618	0.7464
1.000	0.7413
0.618	0.7381
HIGH	0.7330
0.618	0.7298
0.500	0.7289
0.382	0.7279
LOW	0.7247
0.618	0.7196
1.000	0.7164
1.618	0.7113
2.618	0.7030
4.250	0.6894

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	0.7304	0.7294
PP	0.7296	0.7277
S1	0.7289	0.7259

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

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