CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	0.7607	0.7645	0.0038	0.5%	0.7567
High	0.7683	0.7698	0.0015	0.2%	0.7622
Low	0.7588	0.7609	0.0021	0.3%	0.7450
Close	0.7646	0.7650	0.0004	0.1%	0.7494
Range	0.0095	0.0089	-0.0006	-6.3%	0.0172
ATR	0.0096	0.0095	0.0000	-0.5%	0.0000
Volume	95,990	97,107	1,117	1.2%	298,099

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7874	0.7699
R3	0.7830	0.7785	0.7674
R2	0.7741	0.7741	0.7666
R1	0.7696	0.7696	0.7658	0.7719
PP	0.7652	0.7652	0.7652	0.7664
S1	0.7607	0.7607	0.7642	0.7630
S2	0.7563	0.7563	0.7634
S3	0.7474	0.7518	0.7626
S4	0.7385	0.7429	0.7601

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.7938	0.7589
R3	0.7866	0.7766	0.7541
R2	0.7694	0.7694	0.7526
R1	0.7594	0.7594	0.7510	0.7558
PP	0.7522	0.7522	0.7522	0.7504
S1	0.7422	0.7422	0.7478	0.7386
S2	0.7350	0.7350	0.7462
S3	0.7178	0.7250	0.7447
S4	0.7006	0.7078	0.7399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7698	0.7450	0.0248	3.2%	0.0089	1.2%	81%	True	False	79,090
10	0.7698	0.7450	0.0248	3.2%	0.0094	1.2%	81%	True	False	81,856
20	0.7698	0.7250	0.0448	5.9%	0.0097	1.3%	89%	True	False	68,318
40	0.7698	0.6936	0.0762	10.0%	0.0096	1.3%	94%	True	False	34,555
60	0.7698	0.6787	0.0911	11.9%	0.0094	1.2%	95%	True	False	23,122
80	0.7698	0.6787	0.0911	11.9%	0.0081	1.1%	95%	True	False	17,364
100	0.7698	0.6787	0.0911	11.9%	0.0067	0.9%	95%	True	False	13,891

Crabel Price Patterns
NR	True
NR4	False
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	0.0027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7931
1.618	0.7842
1.000	0.7787
0.618	0.7753
HIGH	0.7698
0.618	0.7664
0.500	0.7654
0.382	0.7643
LOW	0.7609
0.618	0.7554
1.000	0.7520
1.618	0.7465
2.618	0.7376
4.250	0.7231

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	0.7654	0.7630
PP	0.7652	0.7611
S1	0.7651	0.7591

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

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