CME Australian Dollar Future March 2016

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

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	0.7183	0.7065	-0.0118	-1.6%	0.7053
High	0.7210	0.7117	-0.0093	-1.3%	0.7231
Low	0.7052	0.7038	-0.0014	-0.2%	0.6989
Close	0.7054	0.7072	0.0018	0.3%	0.7054
Range	0.0158	0.0079	-0.0079	-50.0%	0.0242
ATR	0.0105	0.0103	-0.0002	-1.8%	0.0000
Volume	105,744	73,431	-32,313	-30.6%	501,868

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7313	0.7271	0.7115
R3	0.7234	0.7192	0.7094
R2	0.7155	0.7155	0.7086
R1	0.7113	0.7113	0.7079	0.7134
PP	0.7076	0.7076	0.7076	0.7086
S1	0.7034	0.7034	0.7065	0.7055
S2	0.6997	0.6997	0.7058
S3	0.6918	0.6955	0.7050
S4	0.6839	0.6876	0.7029

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7678	0.7187
R3	0.7575	0.7436	0.7121
R2	0.7333	0.7333	0.7098
R1	0.7194	0.7194	0.7076	0.7264
PP	0.7091	0.7091	0.7091	0.7126
S1	0.6952	0.6952	0.7032	0.7022
S2	0.6849	0.6849	0.7010
S3	0.6607	0.6710	0.6987
S4	0.6365	0.6468	0.6921

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7231	0.6989	0.0242	3.4%	0.0123	1.7%	34%	False	False	99,585
10	0.7231	0.6903	0.0328	4.6%	0.0109	1.5%	52%	False	False	100,300
20	0.7231	0.6809	0.0422	6.0%	0.0107	1.5%	62%	False	False	114,589
40	0.7302	0.6809	0.0493	7.0%	0.0096	1.4%	53%	False	False	91,415
60	0.7348	0.6809	0.0539	7.6%	0.0088	1.2%	49%	False	False	63,532
80	0.7348	0.6809	0.0539	7.6%	0.0084	1.2%	49%	False	False	47,705
100	0.7348	0.6809	0.0539	7.6%	0.0083	1.2%	49%	False	False	38,182
120	0.7348	0.6809	0.0539	7.6%	0.0080	1.1%	49%	False	False	31,820

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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7453
2.618	0.7324
1.618	0.7245
1.000	0.7196
0.618	0.7166
HIGH	0.7117
0.618	0.7087
0.500	0.7078
0.382	0.7068
LOW	0.7038
0.618	0.6989
1.000	0.6959
1.618	0.6910
2.618	0.6831
4.250	0.6702

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	0.7078	0.7135
PP	0.7076	0.7114
S1	0.7074	0.7093

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

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