CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	0.7136	0.7040	-0.0096	-1.3%	0.7251
High	0.7148	0.7064	-0.0084	-1.2%	0.7302
Low	0.7025	0.6958	-0.0067	-1.0%	0.7221
Close	0.7037	0.6973	-0.0064	-0.9%	0.7266
Range	0.0123	0.0106	-0.0017	-13.8%	0.0081
ATR	0.0081	0.0083	0.0002	2.2%	0.0000
Volume	110,149	137,811	27,662	25.1%	141,094

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7316	0.7251	0.7031
R3	0.7210	0.7145	0.7002
R2	0.7104	0.7104	0.6992
R1	0.7039	0.7039	0.6983	0.7019
PP	0.6998	0.6998	0.6998	0.6988
S1	0.6933	0.6933	0.6963	0.6913
S2	0.6892	0.6892	0.6954
S3	0.6786	0.6827	0.6944
S4	0.6680	0.6721	0.6915

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	0.6958	0.0344	4.9%	0.0103	1.5%	4%	False	True	91,701
10	0.7302	0.6958	0.0344	4.9%	0.0074	1.1%	4%	False	True	61,548
20	0.7302	0.6958	0.0344	4.9%	0.0083	1.2%	4%	False	True	64,834
40	0.7348	0.6958	0.0390	5.6%	0.0077	1.1%	4%	False	True	34,602
60	0.7348	0.6958	0.0390	5.6%	0.0076	1.1%	4%	False	True	23,145
80	0.7348	0.6880	0.0468	6.7%	0.0077	1.1%	20%	False	False	17,378
100	0.7348	0.6850	0.0498	7.1%	0.0073	1.0%	25%	False	False	13,904
120	0.7354	0.6850	0.0504	7.2%	0.0070	1.0%	24%	False	False	11,587

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7515
2.618	0.7342
1.618	0.7236
1.000	0.7170
0.618	0.7130
HIGH	0.7064
0.618	0.7024
0.500	0.7011
0.382	0.6998
LOW	0.6958
0.618	0.6892
1.000	0.6852
1.618	0.6786
2.618	0.6680
4.250	0.6508

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	0.7011	0.7074
PP	0.6998	0.7040
S1	0.6986	0.7007

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

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