CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	0.7040	0.6996	-0.0044	-0.6%	0.7269
High	0.7064	0.7057	-0.0007	-0.1%	0.7275
Low	0.6958	0.6929	-0.0029	-0.4%	0.6929
Close	0.6973	0.6963	-0.0010	-0.1%	0.6963
Range	0.0106	0.0128	0.0022	20.8%	0.0346
ATR	0.0083	0.0086	0.0003	3.8%	0.0000
Volume	137,811	136,190	-1,621	-1.2%	551,420

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7367	0.7293	0.7033
R3	0.7239	0.7165	0.6998
R2	0.7111	0.7111	0.6986
R1	0.7037	0.7037	0.6975	0.7010
PP	0.6983	0.6983	0.6983	0.6970
S1	0.6909	0.6909	0.6951	0.6882
S2	0.6855	0.6855	0.6940
S3	0.6727	0.6781	0.6928
S4	0.6599	0.6653	0.6893

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8094	0.7874	0.7153
R3	0.7748	0.7528	0.7058
R2	0.7402	0.7402	0.7026
R1	0.7182	0.7182	0.6995	0.7119
PP	0.7056	0.7056	0.7056	0.7024
S1	0.6836	0.6836	0.6931	0.6773
S2	0.6710	0.6710	0.6900
S3	0.6364	0.6490	0.6868
S4	0.6018	0.6144	0.6773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7275	0.6929	0.0346	5.0%	0.0116	1.7%	10%	False	True	110,284
10	0.7302	0.6929	0.0373	5.4%	0.0083	1.2%	9%	False	True	71,852
20	0.7302	0.6929	0.0373	5.4%	0.0086	1.2%	9%	False	True	68,241
40	0.7348	0.6929	0.0419	6.0%	0.0079	1.1%	8%	False	True	38,004
60	0.7348	0.6929	0.0419	6.0%	0.0076	1.1%	8%	False	True	25,410
80	0.7348	0.6880	0.0468	6.7%	0.0077	1.1%	18%	False	False	19,080
100	0.7348	0.6850	0.0498	7.2%	0.0074	1.1%	23%	False	False	15,266
120	0.7354	0.6850	0.0504	7.2%	0.0070	1.0%	22%	False	False	12,722

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7601
2.618	0.7392
1.618	0.7264
1.000	0.7185
0.618	0.7136
HIGH	0.7057
0.618	0.7008
0.500	0.6993
0.382	0.6978
LOW	0.6929
0.618	0.6850
1.000	0.6801
1.618	0.6722
2.618	0.6594
4.250	0.6385

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	0.6993	0.7039
PP	0.6983	0.7013
S1	0.6973	0.6988

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

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