CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	0.7202	0.7251	0.0049	0.7%	0.7140
High	0.7260	0.7257	-0.0003	0.0%	0.7260
Low	0.7200	0.7221	0.0021	0.3%	0.7125
Close	0.7247	0.7225	-0.0022	-0.3%	0.7247
Range	0.0060	0.0036	-0.0024	-40.0%	0.0135
ATR	0.0082	0.0079	-0.0003	-4.0%	0.0000
Volume	26,007	23,923	-2,084	-8.0%	145,277

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7342	0.7320	0.7245
R3	0.7306	0.7284	0.7235
R2	0.7270	0.7270	0.7232
R1	0.7248	0.7248	0.7228	0.7241
PP	0.7234	0.7234	0.7234	0.7231
S1	0.7212	0.7212	0.7222	0.7205
S2	0.7198	0.7198	0.7218
S3	0.7162	0.7176	0.7215
S4	0.7126	0.7140	0.7205

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7616	0.7566	0.7321
R3	0.7481	0.7431	0.7284
R2	0.7346	0.7346	0.7272
R1	0.7296	0.7296	0.7259	0.7321
PP	0.7211	0.7211	0.7211	0.7223
S1	0.7161	0.7161	0.7235	0.7186
S2	0.7076	0.7076	0.7222
S3	0.6941	0.7026	0.7210
S4	0.6806	0.6891	0.7173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7260	0.7125	0.0135	1.9%	0.0048	0.7%	74%	False	False	33,840
10	0.7260	0.7065	0.0195	2.7%	0.0079	1.1%	82%	False	False	56,691
20	0.7348	0.7065	0.0283	3.9%	0.0083	1.1%	57%	False	False	42,141
40	0.7348	0.6973	0.0375	5.2%	0.0074	1.0%	67%	False	False	21,334
60	0.7348	0.6946	0.0402	5.6%	0.0076	1.0%	69%	False	False	14,283
80	0.7348	0.6850	0.0498	6.9%	0.0075	1.0%	75%	False	False	10,724
100	0.7348	0.6850	0.0498	6.9%	0.0071	1.0%	75%	False	False	8,580
120	0.7382	0.6850	0.0532	7.4%	0.0067	0.9%	70%	False	False	7,150

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	0.7410
2.618	0.7351
1.618	0.7315
1.000	0.7293
0.618	0.7279
HIGH	0.7257
0.618	0.7243
0.500	0.7239
0.382	0.7235
LOW	0.7221
0.618	0.7199
1.000	0.7185
1.618	0.7163
2.618	0.7127
4.250	0.7068

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	0.7239	0.7224
PP	0.7234	0.7222
S1	0.7230	0.7221

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

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