CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	0.7086	0.7140	0.0054	0.8%	0.7150
High	0.7170	0.7166	-0.0004	-0.1%	0.7250
Low	0.7081	0.7125	0.0044	0.6%	0.7065
Close	0.7158	0.7161	0.0003	0.0%	0.7158
Range	0.0089	0.0041	-0.0048	-53.9%	0.0185
ATR	0.0093	0.0089	-0.0004	-4.0%	0.0000
Volume	72,453	42,466	-29,987	-41.4%	397,711

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7274	0.7258	0.7184
R3	0.7233	0.7217	0.7172
R2	0.7192	0.7192	0.7169
R1	0.7176	0.7176	0.7165	0.7184
PP	0.7151	0.7151	0.7151	0.7155
S1	0.7135	0.7135	0.7157	0.7143
S2	0.7110	0.7110	0.7153
S3	0.7069	0.7094	0.7150
S4	0.7028	0.7053	0.7138

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7620	0.7260
R3	0.7528	0.7435	0.7209
R2	0.7343	0.7343	0.7192
R1	0.7250	0.7250	0.7175	0.7297
PP	0.7158	0.7158	0.7158	0.7181
S1	0.7065	0.7065	0.7141	0.7112
S2	0.6973	0.6973	0.7124
S3	0.6788	0.6880	0.7107
S4	0.6603	0.6695	0.7056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7250	0.7065	0.0185	2.6%	0.0095	1.3%	52%	False	False	72,616
10	0.7300	0.7065	0.0235	3.3%	0.0094	1.3%	41%	False	False	67,097
20	0.7348	0.7065	0.0283	4.0%	0.0086	1.2%	34%	False	False	36,023
40	0.7348	0.6973	0.0375	5.2%	0.0076	1.1%	50%	False	False	18,211
60	0.7348	0.6880	0.0468	6.5%	0.0077	1.1%	60%	False	False	12,177
80	0.7348	0.6850	0.0498	7.0%	0.0075	1.1%	62%	False	False	9,140
100	0.7348	0.6850	0.0498	7.0%	0.0071	1.0%	62%	False	False	7,313
120	0.7528	0.6850	0.0678	9.5%	0.0067	0.9%	46%	False	False	6,094

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.7340
2.618	0.7273
1.618	0.7232
1.000	0.7207
0.618	0.7191
HIGH	0.7166
0.618	0.7150
0.500	0.7146
0.382	0.7141
LOW	0.7125
0.618	0.7100
1.000	0.7084
1.618	0.7059
2.618	0.7018
4.250	0.6951

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	0.7156	0.7149
PP	0.7151	0.7136
S1	0.7146	0.7124

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

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