CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	0.7732	0.7796	0.0064	0.8%	0.7526
High	0.7808	0.7811	0.0003	0.0%	0.7717
Low	0.7728	0.7748	0.0020	0.3%	0.7507
Close	0.7800	0.7782	-0.0018	-0.2%	0.7700
Range	0.0080	0.0063	-0.0017	-21.3%	0.0210
ATR	0.0097	0.0095	-0.0002	-2.5%	0.0000
Volume	90,049	92,025	1,976	2.2%	453,046

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7969	0.7939	0.7817
R3	0.7906	0.7876	0.7799
R2	0.7843	0.7843	0.7794
R1	0.7813	0.7813	0.7788	0.7797
PP	0.7780	0.7780	0.7780	0.7772
S1	0.7750	0.7750	0.7776	0.7734
S2	0.7717	0.7717	0.7770
S3	0.7654	0.7687	0.7765
S4	0.7591	0.7624	0.7747

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8271	0.8196	0.7816
R3	0.8061	0.7986	0.7758
R2	0.7851	0.7851	0.7739
R1	0.7776	0.7776	0.7719	0.7814
PP	0.7641	0.7641	0.7641	0.7660
S1	0.7566	0.7566	0.7681	0.7604
S2	0.7431	0.7431	0.7662
S3	0.7221	0.7356	0.7642
S4	0.7011	0.7146	0.7585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7811	0.7600	0.0211	2.7%	0.0088	1.1%	86%	True	False	91,618
10	0.7811	0.7470	0.0341	4.4%	0.0096	1.2%	91%	True	False	92,499
20	0.7811	0.7450	0.0361	4.6%	0.0097	1.2%	92%	True	False	89,551
40	0.7811	0.7077	0.0734	9.4%	0.0096	1.2%	96%	True	False	66,981
60	0.7811	0.6880	0.0931	12.0%	0.0094	1.2%	97%	True	False	44,800
80	0.7811	0.6787	0.1024	13.2%	0.0091	1.2%	97%	True	False	33,656
100	0.7811	0.6787	0.1024	13.2%	0.0079	1.0%	97%	True	False	26,931

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8079
2.618	0.7976
1.618	0.7913
1.000	0.7874
0.618	0.7850
HIGH	0.7811
0.618	0.7787
0.500	0.7780
0.382	0.7772
LOW	0.7748
0.618	0.7709
1.000	0.7685
1.618	0.7646
2.618	0.7583
4.250	0.7480

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	0.7781	0.7759
PP	0.7780	0.7735
S1	0.7780	0.7712

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

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