CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	0.6930	0.6980	0.0050	0.7%	0.6839
High	0.7006	0.7066	0.0060	0.9%	0.7030
Low	0.6903	0.6977	0.0074	1.1%	0.6811
Close	0.7000	0.7015	0.0015	0.2%	0.6990
Range	0.0103	0.0089	-0.0014	-13.6%	0.0219
ATR	0.0096	0.0095	0.0000	-0.5%	0.0000
Volume	85,416	117,849	32,433	38.0%	598,865

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7286	0.7240	0.7064
R3	0.7197	0.7151	0.7039
R2	0.7108	0.7108	0.7031
R1	0.7062	0.7062	0.7023	0.7085
PP	0.7019	0.7019	0.7019	0.7031
S1	0.6973	0.6973	0.7007	0.6996
S2	0.6930	0.6930	0.6999
S3	0.6841	0.6884	0.6991
S4	0.6752	0.6795	0.6966

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7514	0.7110
R3	0.7382	0.7295	0.7050
R2	0.7163	0.7163	0.7030
R1	0.7076	0.7076	0.7010	0.7120
PP	0.6944	0.6944	0.6944	0.6965
S1	0.6857	0.6857	0.6970	0.6901
S2	0.6725	0.6725	0.6950
S3	0.6506	0.6638	0.6930
S4	0.6287	0.6419	0.6870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7066	0.6858	0.0208	3.0%	0.0095	1.4%	75%	True	False	104,747
10	0.7066	0.6809	0.0257	3.7%	0.0105	1.5%	80%	True	False	127,597
20	0.7302	0.6809	0.0493	7.0%	0.0098	1.4%	42%	False	False	108,031
40	0.7348	0.6809	0.0539	7.7%	0.0090	1.3%	38%	False	False	75,086
60	0.7348	0.6809	0.0539	7.7%	0.0082	1.2%	38%	False	False	50,233
80	0.7348	0.6809	0.0539	7.7%	0.0081	1.2%	38%	False	False	37,720
100	0.7348	0.6809	0.0539	7.7%	0.0079	1.1%	38%	False	False	30,186
120	0.7348	0.6809	0.0539	7.7%	0.0076	1.1%	38%	False	False	25,155

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7444
2.618	0.7299
1.618	0.7210
1.000	0.7155
0.618	0.7121
HIGH	0.7066
0.618	0.7032
0.500	0.7022
0.382	0.7011
LOW	0.6977
0.618	0.6922
1.000	0.6888
1.618	0.6833
2.618	0.6744
4.250	0.6599

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	0.7022	0.7005
PP	0.7019	0.6995
S1	0.7017	0.6985

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

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