CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	0.7249	0.7269	0.0020	0.3%	0.7251
High	0.7302	0.7275	-0.0027	-0.4%	0.7302
Low	0.7241	0.7131	-0.0110	-1.5%	0.7221
Close	0.7266	0.7158	-0.0108	-1.5%	0.7266
Range	0.0061	0.0144	0.0083	136.1%	0.0081
ATR	0.0073	0.0078	0.0005	6.9%	0.0000
Volume	43,277	93,618	50,341	116.3%	141,094

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7533	0.7237
R3	0.7476	0.7389	0.7198
R2	0.7332	0.7332	0.7184
R1	0.7245	0.7245	0.7171	0.7217
PP	0.7188	0.7188	0.7188	0.7174
S1	0.7101	0.7101	0.7145	0.7073
S2	0.7044	0.7044	0.7132
S3	0.6900	0.6957	0.7118
S4	0.6756	0.6813	0.7079

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7506	0.7467	0.7311
R3	0.7425	0.7386	0.7288
R2	0.7344	0.7344	0.7281
R1	0.7305	0.7305	0.7273	0.7325
PP	0.7263	0.7263	0.7263	0.7273
S1	0.7224	0.7224	0.7259	0.7244
S2	0.7182	0.7182	0.7251
S3	0.7101	0.7143	0.7244
S4	0.7020	0.7062	0.7221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7302	0.7131	0.0171	2.4%	0.0065	0.9%	16%	False	True	46,942
10	0.7302	0.7081	0.0221	3.1%	0.0062	0.9%	35%	False	False	45,244
20	0.7348	0.7065	0.0283	4.0%	0.0081	1.1%	33%	False	False	51,688
40	0.7348	0.6973	0.0375	5.2%	0.0075	1.0%	49%	False	False	26,578
60	0.7348	0.6973	0.0375	5.2%	0.0076	1.1%	49%	False	False	17,791
80	0.7348	0.6880	0.0468	6.5%	0.0076	1.1%	59%	False	False	13,359
100	0.7348	0.6850	0.0498	7.0%	0.0072	1.0%	62%	False	False	10,688
120	0.7382	0.6850	0.0532	7.4%	0.0069	1.0%	58%	False	False	8,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	0.7887
2.618	0.7652
1.618	0.7508
1.000	0.7419
0.618	0.7364
HIGH	0.7275
0.618	0.7220
0.500	0.7203
0.382	0.7186
LOW	0.7131
0.618	0.7042
1.000	0.6987
1.618	0.6898
2.618	0.6754
4.250	0.6519

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	0.7203	0.7217
PP	0.7188	0.7197
S1	0.7173	0.7178

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

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