CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	0.7266	0.7295	0.0029	0.4%	0.7151
High	0.7330	0.7348	0.0018	0.2%	0.7348
Low	0.7247	0.7243	-0.0004	-0.1%	0.7132
Close	0.7312	0.7304	-0.0008	-0.1%	0.7304
Range	0.0083	0.0105	0.0022	26.5%	0.0216
ATR	0.0074	0.0076	0.0002	3.0%	0.0000
Volume	8,060	4,504	-3,556	-44.1%	24,341

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7564	0.7362
R3	0.7508	0.7459	0.7333
R2	0.7403	0.7403	0.7323
R1	0.7354	0.7354	0.7314	0.7379
PP	0.7298	0.7298	0.7298	0.7311
S1	0.7249	0.7249	0.7294	0.7274
S2	0.7193	0.7193	0.7285
S3	0.7088	0.7144	0.7275
S4	0.6983	0.7039	0.7246

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7823	0.7423
R3	0.7693	0.7607	0.7363
R2	0.7477	0.7477	0.7344
R1	0.7391	0.7391	0.7324	0.7434
PP	0.7261	0.7261	0.7261	0.7283
S1	0.7175	0.7175	0.7284	0.7218
S2	0.7045	0.7045	0.7264
S3	0.6829	0.6959	0.7245
S4	0.6613	0.6743	0.7185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7348	0.7132	0.0216	3.0%	0.0085	1.2%	80%	True	False	4,868
10	0.7348	0.7121	0.0227	3.1%	0.0076	1.0%	81%	True	False	2,951
20	0.7348	0.6973	0.0375	5.1%	0.0072	1.0%	88%	True	False	1,680
40	0.7348	0.6973	0.0375	5.1%	0.0072	1.0%	88%	True	False	951
60	0.7348	0.6880	0.0468	6.4%	0.0074	1.0%	91%	True	False	657
80	0.7348	0.6850	0.0498	6.8%	0.0069	0.9%	91%	True	False	494
100	0.7354	0.6850	0.0504	6.9%	0.0066	0.9%	90%	False	False	396
120	0.7690	0.6850	0.0840	11.5%	0.0059	0.8%	54%	False	False	330

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7794
2.618	0.7623
1.618	0.7518
1.000	0.7453
0.618	0.7413
HIGH	0.7348
0.618	0.7308
0.500	0.7296
0.382	0.7283
LOW	0.7243
0.618	0.7178
1.000	0.7138
1.618	0.7073
2.618	0.6968
4.250	0.6797

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	0.7301	0.7301
PP	0.7298	0.7298
S1	0.7296	0.7296

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

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