CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	0.7435	0.7374	-0.0061	-0.8%	0.7364
High	0.7438	0.7411	-0.0027	-0.4%	0.7504
Low	0.7371	0.7363	-0.0008	-0.1%	0.7313
Close	0.7378	0.7400	0.0022	0.3%	0.7378
Range	0.0067	0.0048	-0.0019	-28.4%	0.0191
ATR	0.0084	0.0081	-0.0003	-3.0%	0.0000
Volume	24,993	3,474	-21,519	-86.1%	454,612

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7516	0.7426
R3	0.7487	0.7468	0.7413
R2	0.7439	0.7439	0.7409
R1	0.7420	0.7420	0.7404	0.7430
PP	0.7391	0.7391	0.7391	0.7396
S1	0.7372	0.7372	0.7396	0.7382
S2	0.7343	0.7343	0.7391
S3	0.7295	0.7324	0.7387
S4	0.7247	0.7276	0.7374

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7971	0.7866	0.7483
R3	0.7780	0.7675	0.7431
R2	0.7589	0.7589	0.7413
R1	0.7484	0.7484	0.7396	0.7537
PP	0.7398	0.7398	0.7398	0.7425
S1	0.7293	0.7293	0.7360	0.7346
S2	0.7207	0.7207	0.7343
S3	0.7016	0.7102	0.7325
S4	0.6825	0.6911	0.7273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7504	0.7358	0.0146	2.0%	0.0071	1.0%	29%	False	False	70,914
10	0.7504	0.7145	0.0359	4.9%	0.0083	1.1%	71%	False	False	96,777
20	0.7504	0.7140	0.0364	4.9%	0.0077	1.0%	71%	False	False	95,925
40	0.7818	0.7140	0.0678	9.2%	0.0085	1.2%	38%	False	False	98,984
60	0.7818	0.7140	0.0678	9.2%	0.0089	1.2%	38%	False	False	94,725
80	0.7818	0.7034	0.0784	10.6%	0.0090	1.2%	47%	False	False	79,529
100	0.7818	0.6849	0.0969	13.1%	0.0091	1.2%	57%	False	False	63,693
120	0.7818	0.6787	0.1031	13.9%	0.0087	1.2%	59%	False	False	53,110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7615
2.618	0.7537
1.618	0.7489
1.000	0.7459
0.618	0.7441
HIGH	0.7411
0.618	0.7393
0.500	0.7387
0.382	0.7381
LOW	0.7363
0.618	0.7333
1.000	0.7315
1.618	0.7285
2.618	0.7237
4.250	0.7159

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	0.7396	0.7434
PP	0.7391	0.7422
S1	0.7387	0.7411

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

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