CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	0.7301	0.7224	-0.0077	-1.1%	0.7151
High	0.7302	0.7234	-0.0068	-0.9%	0.7348
Low	0.7220	0.7151	-0.0069	-1.0%	0.7132
Close	0.7228	0.7169	-0.0059	-0.8%	0.7304
Range	0.0082	0.0083	0.0001	1.2%	0.0216
ATR	0.0077	0.0077	0.0000	0.6%	0.0000
Volume	20,768	33,414	12,646	60.9%	24,341

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7434	0.7384	0.7215
R3	0.7351	0.7301	0.7192
R2	0.7268	0.7268	0.7184
R1	0.7218	0.7218	0.7177	0.7202
PP	0.7185	0.7185	0.7185	0.7176
S1	0.7135	0.7135	0.7161	0.7119
S2	0.7102	0.7102	0.7154
S3	0.7019	0.7052	0.7146
S4	0.6936	0.6969	0.7123

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	0.7151	0.0197	2.7%	0.0080	1.1%	9%	False	True	14,277
10	0.7348	0.7132	0.0216	3.0%	0.0079	1.1%	17%	False	False	8,129
20	0.7348	0.6973	0.0375	5.2%	0.0071	1.0%	52%	False	False	4,370
40	0.7348	0.6973	0.0375	5.2%	0.0073	1.0%	52%	False	False	2,300
60	0.7348	0.6880	0.0468	6.5%	0.0075	1.0%	62%	False	False	1,559
80	0.7348	0.6850	0.0498	6.9%	0.0071	1.0%	64%	False	False	1,172
100	0.7354	0.6850	0.0504	7.0%	0.0067	0.9%	63%	False	False	937
120	0.7662	0.6850	0.0812	11.3%	0.0060	0.8%	39%	False	False	781

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7451
1.618	0.7368
1.000	0.7317
0.618	0.7285
HIGH	0.7234
0.618	0.7202
0.500	0.7193
0.382	0.7183
LOW	0.7151
0.618	0.7100
1.000	0.7068
1.618	0.7017
2.618	0.6934
4.250	0.6798

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	0.7193	0.7250
PP	0.7185	0.7223
S1	0.7177	0.7196

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

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