CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	0.7226	0.7264	0.0038	0.5%	0.7140
High	0.7277	0.7278	0.0001	0.0%	0.7260
Low	0.7223	0.7246	0.0023	0.3%	0.7125
Close	0.7275	0.7264	-0.0011	-0.2%	0.7247
Range	0.0054	0.0032	-0.0022	-40.7%	0.0135
ATR	0.0077	0.0074	-0.0003	-4.2%	0.0000
Volume	38,415	35,479	-2,936	-7.6%	145,277

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7359	0.7343	0.7282
R3	0.7327	0.7311	0.7273
R2	0.7295	0.7295	0.7270
R1	0.7279	0.7279	0.7267	0.7280
PP	0.7263	0.7263	0.7263	0.7263
S1	0.7247	0.7247	0.7261	0.7248
S2	0.7231	0.7231	0.7258
S3	0.7199	0.7215	0.7255
S4	0.7167	0.7183	0.7246

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	0.7278	0.7181	0.0097	1.3%	0.0044	0.6%	86%	True	False	31,395
10	0.7278	0.7065	0.0213	2.9%	0.0064	0.9%	93%	True	False	48,665
20	0.7348	0.7065	0.0283	3.9%	0.0077	1.1%	70%	False	False	45,478
40	0.7348	0.6973	0.0375	5.2%	0.0074	1.0%	78%	False	False	23,174
60	0.7348	0.6973	0.0375	5.2%	0.0075	1.0%	78%	False	False	15,512
80	0.7348	0.6880	0.0468	6.4%	0.0075	1.0%	82%	False	False	11,648
100	0.7348	0.6850	0.0498	6.9%	0.0072	1.0%	83%	False	False	9,319
120	0.7382	0.6850	0.0532	7.3%	0.0068	0.9%	78%	False	False	7,766

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.7414
2.618	0.7362
1.618	0.7330
1.000	0.7310
0.618	0.7298
HIGH	0.7278
0.618	0.7266
0.500	0.7262
0.382	0.7258
LOW	0.7246
0.618	0.7226
1.000	0.7214
1.618	0.7194
2.618	0.7162
4.250	0.7110

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	0.7263	0.7259
PP	0.7263	0.7254
S1	0.7262	0.7250

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

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