CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	0.7156	0.7202	0.0046	0.6%	0.7150
High	0.7219	0.7220	0.0001	0.0%	0.7250
Low	0.7153	0.7181	0.0028	0.4%	0.7065
Close	0.7195	0.7213	0.0018	0.3%	0.7158
Range	0.0066	0.0039	-0.0027	-40.9%	0.0185
ATR	0.0087	0.0084	-0.0003	-4.0%	0.0000
Volume	43,652	33,152	-10,500	-24.1%	397,711

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7322	0.7306	0.7234
R3	0.7283	0.7267	0.7224
R2	0.7244	0.7244	0.7220
R1	0.7228	0.7228	0.7217	0.7236
PP	0.7205	0.7205	0.7205	0.7209
S1	0.7189	0.7189	0.7209	0.7197
S2	0.7166	0.7166	0.7206
S3	0.7127	0.7150	0.7202
S4	0.7088	0.7111	0.7192

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	0.7220	0.7065	0.0155	2.1%	0.0071	1.0%	95%	True	False	56,065
10	0.7300	0.7065	0.0235	3.3%	0.0089	1.2%	63%	False	False	64,631
20	0.7348	0.7065	0.0283	3.9%	0.0084	1.2%	52%	False	False	39,742
40	0.7348	0.6973	0.0375	5.2%	0.0075	1.0%	64%	False	False	20,126
60	0.7348	0.6944	0.0404	5.6%	0.0076	1.1%	67%	False	False	13,453
80	0.7348	0.6850	0.0498	6.9%	0.0076	1.0%	73%	False	False	10,100
100	0.7348	0.6850	0.0498	6.9%	0.0071	1.0%	73%	False	False	8,081
120	0.7382	0.6850	0.0532	7.4%	0.0067	0.9%	68%	False	False	6,734

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.7386
2.618	0.7322
1.618	0.7283
1.000	0.7259
0.618	0.7244
HIGH	0.7220
0.618	0.7205
0.500	0.7201
0.382	0.7196
LOW	0.7181
0.618	0.7157
1.000	0.7142
1.618	0.7118
2.618	0.7079
4.250	0.7015

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	0.7209	0.7200
PP	0.7205	0.7186
S1	0.7201	0.7173

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

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