CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	0.7295	0.7301	0.0006	0.1%	0.7151
High	0.7348	0.7302	-0.0046	-0.6%	0.7348
Low	0.7243	0.7220	-0.0023	-0.3%	0.7132
Close	0.7304	0.7228	-0.0076	-1.0%	0.7304
Range	0.0105	0.0082	-0.0023	-21.9%	0.0216
ATR	0.0076	0.0077	0.0001	0.7%	0.0000
Volume	4,504	20,768	16,264	361.1%	24,341

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7444	0.7273
R3	0.7414	0.7362	0.7251
R2	0.7332	0.7332	0.7243
R1	0.7280	0.7280	0.7236	0.7265
PP	0.7250	0.7250	0.7250	0.7243
S1	0.7198	0.7198	0.7220	0.7183
S2	0.7168	0.7168	0.7213
S3	0.7086	0.7116	0.7205
S4	0.7004	0.7034	0.7183

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	0.7188	0.0160	2.2%	0.0086	1.2%	25%	False	False	8,631
10	0.7348	0.7121	0.0227	3.1%	0.0077	1.1%	47%	False	False	4,948
20	0.7348	0.6973	0.0375	5.2%	0.0069	1.0%	68%	False	False	2,705
40	0.7348	0.6973	0.0375	5.2%	0.0072	1.0%	68%	False	False	1,466
60	0.7348	0.6880	0.0468	6.5%	0.0074	1.0%	74%	False	False	1,003
80	0.7348	0.6850	0.0498	6.9%	0.0070	1.0%	76%	False	False	754
100	0.7354	0.6850	0.0504	7.0%	0.0067	0.9%	75%	False	False	603
120	0.7690	0.6850	0.0840	11.6%	0.0059	0.8%	45%	False	False	503

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7651
2.618	0.7517
1.618	0.7435
1.000	0.7384
0.618	0.7353
HIGH	0.7302
0.618	0.7271
0.500	0.7261
0.382	0.7251
LOW	0.7220
0.618	0.7169
1.000	0.7138
1.618	0.7087
2.618	0.7005
4.250	0.6872

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	0.7261	0.7284
PP	0.7250	0.7265
S1	0.7239	0.7247

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

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