CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	0.7221	0.7183	-0.0038	-0.5%	0.7099
High	0.7253	0.7207	-0.0046	-0.6%	0.7179
Low	0.7194	0.7140	-0.0054	-0.8%	0.7062
Close	0.7210	0.7196	-0.0014	-0.2%	0.7139
Range	0.0059	0.0067	0.0008	13.6%	0.0117
ATR	0.0098	0.0096	-0.0002	-2.0%	0.0000
Volume	77,182	91,115	13,933	18.1%	367,368

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7382	0.7356	0.7233
R3	0.7315	0.7289	0.7214
R2	0.7248	0.7248	0.7208
R1	0.7222	0.7222	0.7202	0.7235
PP	0.7181	0.7181	0.7181	0.7188
S1	0.7155	0.7155	0.7190	0.7168
S2	0.7114	0.7114	0.7184
S3	0.7047	0.7088	0.7178
S4	0.6980	0.7021	0.7159

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	2.7%	0.0074	1.0%	70%	False	False	79,486
10	0.7253	0.6975	0.0278	3.9%	0.0090	1.2%	79%	False	False	92,968
20	0.7253	0.6962	0.0291	4.0%	0.0101	1.4%	80%	False	False	98,228
40	0.7302	0.6809	0.0493	6.9%	0.0098	1.4%	78%	False	False	100,782
60	0.7348	0.6809	0.0539	7.5%	0.0094	1.3%	72%	False	False	80,852
80	0.7348	0.6809	0.0539	7.5%	0.0086	1.2%	72%	False	False	60,767
100	0.7348	0.6809	0.0539	7.5%	0.0085	1.2%	72%	False	False	48,644
120	0.7348	0.6809	0.0539	7.5%	0.0083	1.1%	72%	False	False	40,544

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7492
2.618	0.7382
1.618	0.7315
1.000	0.7274
0.618	0.7248
HIGH	0.7207
0.618	0.7181
0.500	0.7174
0.382	0.7166
LOW	0.7140
0.618	0.7099
1.000	0.7073
1.618	0.7032
2.618	0.6965
4.250	0.6855

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	0.7189	0.7194
PP	0.7181	0.7193
S1	0.7174	0.7191

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

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