CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	0.7264	0.7249	-0.0015	-0.2%	0.7140
High	0.7278	0.7302	0.0024	0.3%	0.7260
Low	0.7246	0.7241	-0.0005	-0.1%	0.7125
Close	0.7264	0.7266	0.0002	0.0%	0.7247
Range	0.0032	0.0061	0.0029	90.6%	0.0135
ATR	0.0074	0.0073	-0.0001	-1.2%	0.0000
Volume	35,479	43,277	7,798	22.0%	145,277

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7453	0.7420	0.7300
R3	0.7392	0.7359	0.7283
R2	0.7331	0.7331	0.7277
R1	0.7298	0.7298	0.7272	0.7315
PP	0.7270	0.7270	0.7270	0.7278
S1	0.7237	0.7237	0.7260	0.7254
S2	0.7209	0.7209	0.7255
S3	0.7148	0.7176	0.7249
S4	0.7087	0.7115	0.7232

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	0.7302	0.7200	0.0102	1.4%	0.0049	0.7%	65%	True	False	33,420
10	0.7302	0.7065	0.0237	3.3%	0.0060	0.8%	85%	True	False	44,742
20	0.7348	0.7065	0.0283	3.9%	0.0078	1.1%	71%	False	False	47,410
40	0.7348	0.6973	0.0375	5.2%	0.0073	1.0%	78%	False	False	24,244
60	0.7348	0.6973	0.0375	5.2%	0.0075	1.0%	78%	False	False	16,232
80	0.7348	0.6880	0.0468	6.4%	0.0075	1.0%	82%	False	False	12,189
100	0.7348	0.6850	0.0498	6.9%	0.0072	1.0%	84%	False	False	9,752
120	0.7382	0.6850	0.0532	7.3%	0.0068	0.9%	78%	False	False	8,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7561
2.618	0.7462
1.618	0.7401
1.000	0.7363
0.618	0.7340
HIGH	0.7302
0.618	0.7279
0.500	0.7272
0.382	0.7264
LOW	0.7241
0.618	0.7203
1.000	0.7180
1.618	0.7142
2.618	0.7081
4.250	0.6982

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	0.7272	0.7265
PP	0.7270	0.7264
S1	0.7268	0.7263

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

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