CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	0.7103	0.7167	0.0064	0.9%	0.7065
High	0.7179	0.7174	-0.0005	-0.1%	0.7144
Low	0.7076	0.7126	0.0050	0.7%	0.6962
Close	0.7159	0.7151	-0.0008	-0.1%	0.7092
Range	0.0103	0.0048	-0.0055	-53.4%	0.0182
ATR	0.0105	0.0101	-0.0004	-3.9%	0.0000
Volume	87,188	68,939	-18,249	-20.9%	503,859

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7294	0.7271	0.7177
R3	0.7246	0.7223	0.7164
R2	0.7198	0.7198	0.7160
R1	0.7175	0.7175	0.7155	0.7163
PP	0.7150	0.7150	0.7150	0.7144
S1	0.7127	0.7127	0.7147	0.7115
S2	0.7102	0.7102	0.7142
S3	0.7054	0.7079	0.7138
S4	0.7006	0.7031	0.7125

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	0.7179	0.6975	0.0204	2.9%	0.0097	1.4%	86%	False	False	99,665
10	0.7231	0.6962	0.0269	3.8%	0.0102	1.4%	70%	False	False	99,027
20	0.7231	0.6858	0.0373	5.2%	0.0104	1.5%	79%	False	False	102,098
40	0.7302	0.6809	0.0493	6.9%	0.0095	1.3%	69%	False	False	96,201
60	0.7348	0.6809	0.0539	7.5%	0.0092	1.3%	63%	False	False	75,447
80	0.7348	0.6809	0.0539	7.5%	0.0086	1.2%	63%	False	False	56,677
100	0.7348	0.6809	0.0539	7.5%	0.0084	1.2%	63%	False	False	45,363
120	0.7348	0.6809	0.0539	7.5%	0.0082	1.1%	63%	False	False	37,807

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.7378
2.618	0.7300
1.618	0.7252
1.000	0.7222
0.618	0.7204
HIGH	0.7174
0.618	0.7156
0.500	0.7150
0.382	0.7144
LOW	0.7126
0.618	0.7096
1.000	0.7078
1.618	0.7048
2.618	0.7000
4.250	0.6922

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	0.7151	0.7143
PP	0.7150	0.7134
S1	0.7150	0.7126

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

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