CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	0.7219	0.7117	-0.0102	-1.4%	0.7137
High	0.7121	0.7164	0.0043	0.6%	0.7253
Low	0.7121	0.7104	-0.0017	-0.2%	0.7121
Close	0.7121	0.7132	0.0011	0.2%	0.7121
Range	0.0000	0.0060	0.0060		0.0132
ATR	0.0096	0.0094	-0.0003	-2.7%	0.0000
Volume	87,894	75,163	-12,731	-14.5%	422,725

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7313	0.7283	0.7165
R3	0.7253	0.7223	0.7149
R2	0.7193	0.7193	0.7143
R1	0.7163	0.7163	0.7138	0.7178
PP	0.7133	0.7133	0.7133	0.7141
S1	0.7103	0.7103	0.7127	0.7118
S2	0.7073	0.7073	0.7121
S3	0.7013	0.7043	0.7116
S4	0.6953	0.6983	0.7099

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7561	0.7473	0.7194
R3	0.7429	0.7341	0.7157
R2	0.7297	0.7297	0.7145
R1	0.7209	0.7209	0.7133	0.7187
PP	0.7165	0.7165	0.7165	0.7154
S1	0.7077	0.7077	0.7109	0.7055
S2	0.7033	0.7033	0.7097
S3	0.6901	0.6945	0.7085
S4	0.6769	0.6813	0.7048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7253	0.7104	0.0149	2.1%	0.0055	0.8%	19%	False	True	83,399
10	0.7253	0.7062	0.0191	2.7%	0.0072	1.0%	37%	False	False	86,525
20	0.7253	0.6962	0.0291	4.1%	0.0093	1.3%	58%	False	False	93,549
40	0.7302	0.6809	0.0493	6.9%	0.0099	1.4%	66%	False	False	104,554
60	0.7348	0.6809	0.0539	7.6%	0.0092	1.3%	60%	False	False	84,862
80	0.7348	0.6809	0.0539	7.6%	0.0086	1.2%	60%	False	False	63,864
100	0.7348	0.6809	0.0539	7.6%	0.0085	1.2%	60%	False	False	51,128
120	0.7348	0.6809	0.0539	7.6%	0.0083	1.2%	60%	False	False	42,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7419
2.618	0.7321
1.618	0.7261
1.000	0.7224
0.618	0.7201
HIGH	0.7164
0.618	0.7141
0.500	0.7134
0.382	0.7127
LOW	0.7104
0.618	0.7067
1.000	0.7044
1.618	0.7007
2.618	0.6947
4.250	0.6849

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	0.7134	0.7172
PP	0.7133	0.7158
S1	0.7133	0.7145

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

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