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Hi,
Could you please elaborate? Where does it say "Auto sync is off"? Have you tried both via Wi-Fi connection and mobile data? Do you have any task killers/battery saver etc installed?
Which app are you using for your Microsoft Exchange Account? Gmail? Email?
Which version of the app "Exchange Services" do you have?
Try clearing Data of the email app. And if you are using Email, try adding the Exchange Account into Gmail app.