CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	0.7065	0.7072	0.0007	0.1%	0.7053
High	0.7117	0.7085	-0.0032	-0.4%	0.7231
Low	0.7038	0.6962	-0.0076	-1.1%	0.6989
Close	0.7072	0.7043	-0.0029	-0.4%	0.7054
Range	0.0079	0.0123	0.0044	55.7%	0.0242
ATR	0.0103	0.0105	0.0001	1.4%	0.0000
Volume	73,431	117,296	43,865	59.7%	501,868

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7399	0.7344	0.7111
R3	0.7276	0.7221	0.7077
R2	0.7153	0.7153	0.7066
R1	0.7098	0.7098	0.7054	0.7064
PP	0.7030	0.7030	0.7030	0.7013
S1	0.6975	0.6975	0.7032	0.6941
S2	0.6907	0.6907	0.7020
S3	0.6784	0.6852	0.7009
S4	0.6661	0.6729	0.6975

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	0.6962	0.0269	3.8%	0.0127	1.8%	30%	False	True	104,645
10	0.7231	0.6962	0.0269	3.8%	0.0111	1.6%	30%	False	True	103,488
20	0.7231	0.6809	0.0422	6.0%	0.0108	1.5%	55%	False	False	114,886
40	0.7302	0.6809	0.0493	7.0%	0.0097	1.4%	47%	False	False	93,174
60	0.7348	0.6809	0.0539	7.7%	0.0090	1.3%	43%	False	False	65,484
80	0.7348	0.6809	0.0539	7.7%	0.0084	1.2%	43%	False	False	49,170
100	0.7348	0.6809	0.0539	7.7%	0.0084	1.2%	43%	False	False	39,354
120	0.7348	0.6809	0.0539	7.7%	0.0081	1.1%	43%	False	False	32,797

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7608
2.618	0.7407
1.618	0.7284
1.000	0.7208
0.618	0.7161
HIGH	0.7085
0.618	0.7038
0.500	0.7024
0.382	0.7009
LOW	0.6962
0.618	0.6886
1.000	0.6839
1.618	0.6763
2.618	0.6640
4.250	0.6439

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	0.7037	0.7086
PP	0.7030	0.7072
S1	0.7024	0.7057

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

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