CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	0.7071	0.7053	-0.0018	-0.3%	0.6988
High	0.7127	0.7108	-0.0019	-0.3%	0.7127
Low	0.7044	0.7029	-0.0015	-0.2%	0.6903
Close	0.7053	0.7085	0.0032	0.5%	0.7053
Range	0.0083	0.0079	-0.0004	-4.8%	0.0224
ATR	0.0096	0.0095	-0.0001	-1.3%	0.0000
Volume	122,407	77,370	-45,037	-36.8%	498,111

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7311	0.7277	0.7128
R3	0.7232	0.7198	0.7107
R2	0.7153	0.7153	0.7099
R1	0.7119	0.7119	0.7092	0.7136
PP	0.7074	0.7074	0.7074	0.7083
S1	0.7040	0.7040	0.7078	0.7057
S2	0.6995	0.6995	0.7071
S3	0.6916	0.6961	0.7063
S4	0.6837	0.6882	0.7042

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7600	0.7176
R3	0.7476	0.7376	0.7115
R2	0.7252	0.7252	0.7094
R1	0.7152	0.7152	0.7074	0.7202
PP	0.7028	0.7028	0.7028	0.7053
S1	0.6928	0.6928	0.7032	0.6978
S2	0.6804	0.6804	0.7012
S3	0.6580	0.6704	0.6991
S4	0.6356	0.6480	0.6930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7127	0.6903	0.0224	3.2%	0.0095	1.3%	81%	False	False	101,015
10	0.7127	0.6811	0.0316	4.5%	0.0097	1.4%	87%	False	False	117,434
20	0.7275	0.6809	0.0466	6.6%	0.0105	1.5%	59%	False	False	117,263
40	0.7348	0.6809	0.0539	7.6%	0.0092	1.3%	51%	False	False	82,337
60	0.7348	0.6809	0.0539	7.6%	0.0084	1.2%	51%	False	False	55,250
80	0.7348	0.6809	0.0539	7.6%	0.0082	1.2%	51%	False	False	41,490
100	0.7348	0.6809	0.0539	7.6%	0.0081	1.1%	51%	False	False	33,204
120	0.7348	0.6809	0.0539	7.6%	0.0077	1.1%	51%	False	False	27,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0022
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7444
2.618	0.7315
1.618	0.7236
1.000	0.7187
0.618	0.7157
HIGH	0.7108
0.618	0.7078
0.500	0.7069
0.382	0.7059
LOW	0.7029
0.618	0.6980
1.000	0.6950
1.618	0.6901
2.618	0.6822
4.250	0.6693

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	0.7080	0.7077
PP	0.7074	0.7069
S1	0.7069	0.7061

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

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