CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	0.7347	0.7421	0.0074	1.0%	0.7117
High	0.7449	0.7482	0.0033	0.4%	0.7449
Low	0.7337	0.7391	0.0054	0.7%	0.7104
Close	0.7422	0.7468	0.0046	0.6%	0.7422
Range	0.0112	0.0091	-0.0021	-18.8%	0.0345
ATR	0.0097	0.0097	0.0000	-0.5%	0.0000
Volume	116,409	84,214	-32,195	-27.7%	485,052

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7685	0.7518
R3	0.7629	0.7594	0.7493
R2	0.7538	0.7538	0.7485
R1	0.7503	0.7503	0.7476	0.7521
PP	0.7447	0.7447	0.7447	0.7456
S1	0.7412	0.7412	0.7460	0.7430
S2	0.7356	0.7356	0.7451
S3	0.7265	0.7321	0.7443
S4	0.7174	0.7230	0.7418

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8236	0.7612
R3	0.8015	0.7891	0.7517
R2	0.7670	0.7670	0.7485
R1	0.7546	0.7546	0.7454	0.7608
PP	0.7325	0.7325	0.7325	0.7356
S1	0.7201	0.7201	0.7390	0.7263
S2	0.6980	0.6980	0.7359
S3	0.6635	0.6856	0.7327
S4	0.6290	0.6511	0.7232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7482	0.7105	0.0377	5.0%	0.0103	1.4%	96%	True	False	98,820
10	0.7482	0.7104	0.0378	5.1%	0.0079	1.1%	96%	True	False	91,110
20	0.7482	0.6962	0.0520	7.0%	0.0088	1.2%	97%	True	False	93,160
40	0.7482	0.6809	0.0673	9.0%	0.0099	1.3%	98%	True	False	105,444
60	0.7482	0.6809	0.0673	9.0%	0.0094	1.3%	98%	True	False	91,907
80	0.7482	0.6809	0.0673	9.0%	0.0088	1.2%	98%	True	False	70,023
100	0.7482	0.6809	0.0673	9.0%	0.0085	1.1%	98%	True	False	56,064
120	0.7482	0.6809	0.0673	9.0%	0.0084	1.1%	98%	True	False	46,733

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7869
2.618	0.7720
1.618	0.7629
1.000	0.7573
0.618	0.7538
HIGH	0.7482
0.618	0.7447
0.500	0.7437
0.382	0.7426
LOW	0.7391
0.618	0.7335
1.000	0.7300
1.618	0.7244
2.618	0.7153
4.250	0.7004

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	0.7458	0.7439
PP	0.7447	0.7410
S1	0.7437	0.7381

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

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