CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	0.7196	0.7229	0.0033	0.5%	0.7301
High	0.7300	0.7238	-0.0062	-0.8%	0.7302
Low	0.7188	0.7149	-0.0039	-0.5%	0.7138
Close	0.7253	0.7155	-0.0098	-1.4%	0.7155
Range	0.0112	0.0089	-0.0023	-20.5%	0.0164
ATR	0.0080	0.0082	0.0002	2.1%	0.0000
Volume	46,920	82,414	35,494	75.6%	251,569

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7390	0.7204
R3	0.7359	0.7301	0.7179
R2	0.7270	0.7270	0.7171
R1	0.7212	0.7212	0.7163	0.7197
PP	0.7181	0.7181	0.7181	0.7173
S1	0.7123	0.7123	0.7147	0.7108
S2	0.7092	0.7092	0.7139
S3	0.7003	0.7034	0.7131
S4	0.6914	0.6945	0.7106

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7587	0.7245
R3	0.7526	0.7423	0.7200
R2	0.7362	0.7362	0.7185
R1	0.7259	0.7259	0.7170	0.7229
PP	0.7198	0.7198	0.7198	0.7183
S1	0.7095	0.7095	0.7140	0.7065
S2	0.7034	0.7034	0.7125
S3	0.6870	0.6931	0.7110
S4	0.6706	0.6767	0.7065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7302	0.7138	0.0164	2.3%	0.0088	1.2%	10%	False	False	50,313
10	0.7348	0.7132	0.0216	3.0%	0.0086	1.2%	11%	False	False	27,591
20	0.7348	0.7028	0.0320	4.5%	0.0076	1.1%	40%	False	False	14,180
40	0.7348	0.6973	0.0375	5.2%	0.0071	1.0%	49%	False	False	7,223
60	0.7348	0.6880	0.0468	6.5%	0.0075	1.0%	59%	False	False	4,846
80	0.7348	0.6850	0.0498	7.0%	0.0073	1.0%	61%	False	False	3,639
100	0.7348	0.6850	0.0498	7.0%	0.0068	0.9%	61%	False	False	2,911
120	0.7639	0.6850	0.0789	11.0%	0.0062	0.9%	39%	False	False	2,426

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7616
2.618	0.7471
1.618	0.7382
1.000	0.7327
0.618	0.7293
HIGH	0.7238
0.618	0.7204
0.500	0.7194
0.382	0.7183
LOW	0.7149
0.618	0.7094
1.000	0.7060
1.618	0.7005
2.618	0.6916
4.250	0.6771

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	0.7194	0.7219
PP	0.7181	0.7198
S1	0.7168	0.7176

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

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