CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	0.7229	0.7150	-0.0079	-1.1%	0.7301
High	0.7238	0.7236	-0.0002	0.0%	0.7302
Low	0.7149	0.7125	-0.0024	-0.3%	0.7138
Close	0.7155	0.7214	0.0059	0.8%	0.7155
Range	0.0089	0.0111	0.0022	24.7%	0.0164
ATR	0.0082	0.0084	0.0002	2.5%	0.0000
Volume	82,414	77,093	-5,321	-6.5%	251,569

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7525	0.7480	0.7275
R3	0.7414	0.7369	0.7245
R2	0.7303	0.7303	0.7234
R1	0.7258	0.7258	0.7224	0.7281
PP	0.7192	0.7192	0.7192	0.7203
S1	0.7147	0.7147	0.7204	0.7170
S2	0.7081	0.7081	0.7194
S3	0.6970	0.7036	0.7183
S4	0.6859	0.6925	0.7153

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	0.7300	0.7125	0.0175	2.4%	0.0093	1.3%	51%	False	True	61,578
10	0.7348	0.7125	0.0223	3.1%	0.0090	1.2%	40%	False	True	35,105
20	0.7348	0.7028	0.0320	4.4%	0.0079	1.1%	58%	False	False	18,017
40	0.7348	0.6973	0.0375	5.2%	0.0073	1.0%	64%	False	False	9,148
60	0.7348	0.6880	0.0468	6.5%	0.0075	1.0%	71%	False	False	6,131
80	0.7348	0.6850	0.0498	6.9%	0.0074	1.0%	73%	False	False	4,602
100	0.7348	0.6850	0.0498	6.9%	0.0069	1.0%	73%	False	False	3,682
120	0.7639	0.6850	0.0789	10.9%	0.0063	0.9%	46%	False	False	3,068

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7708
2.618	0.7527
1.618	0.7416
1.000	0.7347
0.618	0.7305
HIGH	0.7236
0.618	0.7194
0.500	0.7181
0.382	0.7167
LOW	0.7125
0.618	0.7056
1.000	0.7014
1.618	0.6945
2.618	0.6834
4.250	0.6653

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	0.7203	0.7214
PP	0.7192	0.7213
S1	0.7181	0.7213

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

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