CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	0.7380	0.7347	-0.0033	-0.4%	0.7345
High	0.7418	0.7385	-0.0033	-0.4%	0.7421
Low	0.7260	0.7339	0.0079	1.1%	0.7260
Close	0.7347	0.7369	0.0022	0.3%	0.7369
Range	0.0158	0.0046	-0.0112	-70.9%	0.0161
ATR	0.0085	0.0082	-0.0003	-3.3%	0.0000
Volume	145,114	77,227	-67,887	-46.8%	508,115

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7502	0.7482	0.7394
R3	0.7456	0.7436	0.7382
R2	0.7410	0.7410	0.7377
R1	0.7390	0.7390	0.7373	0.7400
PP	0.7364	0.7364	0.7364	0.7370
S1	0.7344	0.7344	0.7365	0.7354
S2	0.7318	0.7318	0.7361
S3	0.7272	0.7298	0.7356
S4	0.7226	0.7252	0.7344

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7762	0.7458
R3	0.7672	0.7601	0.7413
R2	0.7511	0.7511	0.7399
R1	0.7440	0.7440	0.7384	0.7476
PP	0.7350	0.7350	0.7350	0.7368
S1	0.7279	0.7279	0.7354	0.7315
S2	0.7189	0.7189	0.7339
S3	0.7028	0.7118	0.7325
S4	0.6867	0.6957	0.7280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7421	0.7260	0.0161	2.2%	0.0088	1.2%	68%	False	False	101,623
10	0.7478	0.7260	0.0218	3.0%	0.0081	1.1%	50%	False	False	73,236
20	0.7478	0.7115	0.0363	4.9%	0.0078	1.1%	70%	False	False	37,835
40	0.7724	0.7115	0.0609	8.3%	0.0080	1.1%	42%	False	False	19,093
60	0.7777	0.7115	0.0662	9.0%	0.0079	1.1%	38%	False	False	12,766
80	0.7777	0.7028	0.0749	10.2%	0.0073	1.0%	46%	False	False	9,580
100	0.7777	0.6960	0.0817	11.1%	0.0060	0.8%	50%	False	False	7,664
120	0.7777	0.6789	0.0988	13.4%	0.0051	0.7%	59%	False	False	6,386

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7581
2.618	0.7505
1.618	0.7459
1.000	0.7431
0.618	0.7413
HIGH	0.7385
0.618	0.7367
0.500	0.7362
0.382	0.7357
LOW	0.7339
0.618	0.7311
1.000	0.7293
1.618	0.7265
2.618	0.7219
4.250	0.7144

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	0.7367	0.7360
PP	0.7364	0.7350
S1	0.7362	0.7341

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

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