CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	0.7088	0.7115	0.0027	0.4%	0.7065
High	0.7144	0.7119	-0.0025	-0.3%	0.7144
Low	0.6975	0.7053	0.0078	1.1%	0.6962
Close	0.7088	0.7092	0.0004	0.1%	0.7092
Range	0.0169	0.0066	-0.0103	-60.9%	0.0182
ATR	0.0108	0.0105	-0.0003	-2.8%	0.0000
Volume	133,973	76,291	-57,682	-43.1%	503,859

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7286	0.7255	0.7128
R3	0.7220	0.7189	0.7110
R2	0.7154	0.7154	0.7104
R1	0.7123	0.7123	0.7098	0.7106
PP	0.7088	0.7088	0.7088	0.7079
S1	0.7057	0.7057	0.7086	0.7040
S2	0.7022	0.7022	0.7080
S3	0.6956	0.6991	0.7074
S4	0.6890	0.6925	0.7056

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7534	0.7192
R3	0.7430	0.7352	0.7142
R2	0.7248	0.7248	0.7125
R1	0.7170	0.7170	0.7109	0.7209
PP	0.7066	0.7066	0.7066	0.7086
S1	0.6988	0.6988	0.7075	0.7027
S2	0.6884	0.6884	0.7059
S3	0.6702	0.6806	0.7042
S4	0.6520	0.6624	0.6992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7144	0.6962	0.0182	2.6%	0.0105	1.5%	71%	False	False	100,771
10	0.7231	0.6962	0.0269	3.8%	0.0114	1.6%	48%	False	False	100,572
20	0.7231	0.6809	0.0422	6.0%	0.0111	1.6%	67%	False	False	113,261
40	0.7302	0.6809	0.0493	7.0%	0.0097	1.4%	57%	False	False	95,089
60	0.7348	0.6809	0.0539	7.6%	0.0092	1.3%	53%	False	False	70,675
80	0.7348	0.6809	0.0539	7.6%	0.0085	1.2%	53%	False	False	53,079
100	0.7348	0.6809	0.0539	7.6%	0.0084	1.2%	53%	False	False	42,484
120	0.7348	0.6809	0.0539	7.6%	0.0082	1.2%	53%	False	False	35,407

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7400
2.618	0.7292
1.618	0.7226
1.000	0.7185
0.618	0.7160
HIGH	0.7119
0.618	0.7094
0.500	0.7086
0.382	0.7078
LOW	0.7053
0.618	0.7012
1.000	0.6987
1.618	0.6946
2.618	0.6880
4.250	0.6773

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	0.7090	0.7081
PP	0.7088	0.7070
S1	0.7086	0.7060

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

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