CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	0.7269	0.7157	-0.0112	-1.5%	0.7251
High	0.7275	0.7190	-0.0085	-1.2%	0.7302
Low	0.7131	0.7109	-0.0022	-0.3%	0.7221
Close	0.7158	0.7127	-0.0031	-0.4%	0.7266
Range	0.0144	0.0081	-0.0063	-43.8%	0.0081
ATR	0.0078	0.0078	0.0000	0.3%	0.0000
Volume	93,618	73,652	-19,966	-21.3%	141,094

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7385	0.7337	0.7172
R3	0.7304	0.7256	0.7149
R2	0.7223	0.7223	0.7142
R1	0.7175	0.7175	0.7134	0.7159
PP	0.7142	0.7142	0.7142	0.7134
S1	0.7094	0.7094	0.7120	0.7078
S2	0.7061	0.7061	0.7112
S3	0.6980	0.7013	0.7105
S4	0.6899	0.6932	0.7082

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	0.7109	0.0193	2.7%	0.0074	1.0%	9%	False	True	56,888
10	0.7302	0.7109	0.0193	2.7%	0.0061	0.9%	9%	False	True	45,364
20	0.7302	0.7065	0.0237	3.3%	0.0080	1.1%	26%	False	False	55,146
40	0.7348	0.6973	0.0375	5.3%	0.0076	1.1%	41%	False	False	28,413
60	0.7348	0.6973	0.0375	5.3%	0.0075	1.1%	41%	False	False	19,016
80	0.7348	0.6880	0.0468	6.6%	0.0075	1.1%	53%	False	False	14,279
100	0.7348	0.6850	0.0498	7.0%	0.0071	1.0%	56%	False	False	11,425
120	0.7354	0.6850	0.0504	7.1%	0.0069	1.0%	55%	False	False	9,521

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7534
2.618	0.7402
1.618	0.7321
1.000	0.7271
0.618	0.7240
HIGH	0.7190
0.618	0.7159
0.500	0.7150
0.382	0.7140
LOW	0.7109
0.618	0.7059
1.000	0.7028
1.618	0.6978
2.618	0.6897
4.250	0.6765

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	0.7150	0.7206
PP	0.7142	0.7179
S1	0.7135	0.7153

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

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