CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	0.7186	0.7196	0.0010	0.1%	0.7151
High	0.7210	0.7300	0.0090	1.2%	0.7348
Low	0.7138	0.7188	0.0050	0.7%	0.7132
Close	0.7176	0.7253	0.0077	1.1%	0.7304
Range	0.0072	0.0112	0.0040	55.6%	0.0216
ATR	0.0077	0.0080	0.0003	4.4%	0.0000
Volume	68,053	46,920	-21,133	-31.1%	24,341

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7583	0.7530	0.7315
R3	0.7471	0.7418	0.7284
R2	0.7359	0.7359	0.7274
R1	0.7306	0.7306	0.7263	0.7333
PP	0.7247	0.7247	0.7247	0.7260
S1	0.7194	0.7194	0.7243	0.7221
S2	0.7135	0.7135	0.7232
S3	0.7023	0.7082	0.7222
S4	0.6911	0.6970	0.7191

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%	0.0091	1.3%	55%	False	False	34,731
10	0.7348	0.7132	0.0216	3.0%	0.0085	1.2%	56%	False	False	19,444
20	0.7348	0.7022	0.0326	4.5%	0.0076	1.0%	71%	False	False	10,104
40	0.7348	0.6973	0.0375	5.2%	0.0071	1.0%	75%	False	False	5,165
60	0.7348	0.6880	0.0468	6.5%	0.0075	1.0%	80%	False	False	3,474
80	0.7348	0.6850	0.0498	6.9%	0.0073	1.0%	81%	False	False	2,609
100	0.7348	0.6850	0.0498	6.9%	0.0068	0.9%	81%	False	False	2,087
120	0.7639	0.6850	0.0789	10.9%	0.0062	0.8%	51%	False	False	1,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.7776
2.618	0.7593
1.618	0.7481
1.000	0.7412
0.618	0.7369
HIGH	0.7300
0.618	0.7257
0.500	0.7244
0.382	0.7231
LOW	0.7188
0.618	0.7119
1.000	0.7076
1.618	0.7007
2.618	0.6895
4.250	0.6712

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	0.7250	0.7242
PP	0.7247	0.7230
S1	0.7244	0.7219

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

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