CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	0.7224	0.7186	-0.0038	-0.5%	0.7151
High	0.7234	0.7210	-0.0024	-0.3%	0.7348
Low	0.7151	0.7138	-0.0013	-0.2%	0.7132
Close	0.7169	0.7176	0.0007	0.1%	0.7304
Range	0.0083	0.0072	-0.0011	-13.3%	0.0216
ATR	0.0077	0.0077	0.0000	-0.5%	0.0000
Volume	33,414	68,053	34,639	103.7%	24,341

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7391	0.7355	0.7216
R3	0.7319	0.7283	0.7196
R2	0.7247	0.7247	0.7189
R1	0.7211	0.7211	0.7183	0.7193
PP	0.7175	0.7175	0.7175	0.7166
S1	0.7139	0.7139	0.7169	0.7121
S2	0.7103	0.7103	0.7163
S3	0.7031	0.7067	0.7156
S4	0.6959	0.6995	0.7136

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	0.7138	0.0210	2.9%	0.0085	1.2%	18%	False	True	26,959
10	0.7348	0.7132	0.0216	3.0%	0.0079	1.1%	20%	False	False	14,853
20	0.7348	0.6985	0.0363	5.1%	0.0072	1.0%	53%	False	False	7,766
40	0.7348	0.6973	0.0375	5.2%	0.0072	1.0%	54%	False	False	3,994
60	0.7348	0.6880	0.0468	6.5%	0.0075	1.0%	63%	False	False	2,693
80	0.7348	0.6850	0.0498	6.9%	0.0071	1.0%	65%	False	False	2,022
100	0.7354	0.6850	0.0504	7.0%	0.0067	0.9%	65%	False	False	1,618
120	0.7639	0.6850	0.0789	11.0%	0.0061	0.8%	41%	False	False	1,348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7398
1.618	0.7326
1.000	0.7282
0.618	0.7254
HIGH	0.7210
0.618	0.7182
0.500	0.7174
0.382	0.7166
LOW	0.7138
0.618	0.7094
1.000	0.7066
1.618	0.7022
2.618	0.6950
4.250	0.6832

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	0.7175	0.7220
PP	0.7175	0.7205
S1	0.7174	0.7191

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

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