CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	0.7137	0.7221	0.0084	1.2%	0.7099
High	0.7240	0.7253	0.0013	0.2%	0.7179
Low	0.7129	0.7194	0.0065	0.9%	0.7062
Close	0.7224	0.7210	-0.0014	-0.2%	0.7139
Range	0.0111	0.0059	-0.0052	-46.8%	0.0117
ATR	0.0101	0.0098	-0.0003	-3.0%	0.0000
Volume	80,890	77,182	-3,708	-4.6%	367,368

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7396	0.7362	0.7242
R3	0.7337	0.7303	0.7226
R2	0.7278	0.7278	0.7221
R1	0.7244	0.7244	0.7215	0.7232
PP	0.7219	0.7219	0.7219	0.7213
S1	0.7185	0.7185	0.7205	0.7173
S2	0.7160	0.7160	0.7199
S3	0.7101	0.7126	0.7194
S4	0.7042	0.7067	0.7178

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7425	0.7203
R3	0.7361	0.7308	0.7171
R2	0.7244	0.7244	0.7160
R1	0.7191	0.7191	0.7150	0.7218
PP	0.7127	0.7127	0.7127	0.7140
S1	0.7074	0.7074	0.7128	0.7101
S2	0.7010	0.7010	0.7118
S3	0.6893	0.6957	0.7107
S4	0.6776	0.6840	0.7075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7253	0.7062	0.0191	2.6%	0.0082	1.1%	77%	True	False	78,700
10	0.7253	0.6962	0.0291	4.0%	0.0096	1.3%	85%	True	False	95,586
20	0.7253	0.6903	0.0350	4.9%	0.0102	1.4%	88%	True	False	97,943
40	0.7302	0.6809	0.0493	6.8%	0.0098	1.4%	81%	False	False	99,154
60	0.7348	0.6809	0.0539	7.5%	0.0093	1.3%	74%	False	False	79,350
80	0.7348	0.6809	0.0539	7.5%	0.0087	1.2%	74%	False	False	59,640
100	0.7348	0.6809	0.0539	7.5%	0.0085	1.2%	74%	False	False	47,733
120	0.7348	0.6809	0.0539	7.5%	0.0083	1.2%	74%	False	False	39,785

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7504
2.618	0.7407
1.618	0.7348
1.000	0.7312
0.618	0.7289
HIGH	0.7253
0.618	0.7230
0.500	0.7224
0.382	0.7217
LOW	0.7194
0.618	0.7158
1.000	0.7135
1.618	0.7099
2.618	0.7040
4.250	0.6943

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	0.7224	0.7193
PP	0.7219	0.7175
S1	0.7215	0.7158

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

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