CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	0.6839	0.6889	0.0050	0.7%	0.6916
High	0.6939	0.6907	-0.0032	-0.5%	0.7028
Low	0.6820	0.6811	-0.0009	-0.1%	0.6809
Close	0.6889	0.6881	-0.0008	-0.1%	0.6842
Range	0.0119	0.0096	-0.0023	-19.3%	0.0219
ATR	0.0096	0.0096	0.0000	0.0%	0.0000
Volume	198,487	150,309	-48,178	-24.3%	619,512

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7154	0.7114	0.6934
R3	0.7058	0.7018	0.6907
R2	0.6962	0.6962	0.6899
R1	0.6922	0.6922	0.6890	0.6894
PP	0.6866	0.6866	0.6866	0.6853
S1	0.6826	0.6826	0.6872	0.6798
S2	0.6770	0.6770	0.6863
S3	0.6674	0.6730	0.6855
S4	0.6578	0.6634	0.6828

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7550	0.7415	0.6962
R3	0.7331	0.7196	0.6902
R2	0.7112	0.7112	0.6882
R1	0.6977	0.6977	0.6862	0.6935
PP	0.6893	0.6893	0.6893	0.6872
S1	0.6758	0.6758	0.6822	0.6716
S2	0.6674	0.6674	0.6802
S3	0.6455	0.6539	0.6782
S4	0.6236	0.6320	0.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7028	0.6809	0.0219	3.2%	0.0115	1.7%	33%	False	False	150,447
10	0.7148	0.6809	0.0339	4.9%	0.0112	1.6%	21%	False	False	135,245
20	0.7302	0.6809	0.0493	7.2%	0.0087	1.3%	15%	False	False	90,304
40	0.7348	0.6809	0.0539	7.8%	0.0087	1.3%	13%	False	False	62,122
60	0.7348	0.6809	0.0539	7.8%	0.0081	1.2%	13%	False	False	41,536
80	0.7348	0.6809	0.0539	7.8%	0.0079	1.2%	13%	False	False	31,179
100	0.7348	0.6809	0.0539	7.8%	0.0077	1.1%	13%	False	False	24,949
120	0.7348	0.6809	0.0539	7.8%	0.0074	1.1%	13%	False	False	20,791

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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7315
2.618	0.7158
1.618	0.7062
1.000	0.7003
0.618	0.6966
HIGH	0.6907
0.618	0.6870
0.500	0.6859
0.382	0.6848
LOW	0.6811
0.618	0.6752
1.000	0.6715
1.618	0.6656
2.618	0.6560
4.250	0.6403

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	0.6874	0.6896
PP	0.6866	0.6891
S1	0.6859	0.6886

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

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