CME Australian Dollar Future September 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 | 
                        0.7573 | 
                        0.7585 | 
                        0.0012 | 
                        0.2% | 
                        0.7527 | 
                     
                    
                        | High | 
                        0.7648 | 
                        0.7647 | 
                        -0.0001 | 
                        0.0% | 
                        0.7574 | 
                     
                    
                        | Low | 
                        0.7568 | 
                        0.7585 | 
                        0.0017 | 
                        0.2% | 
                        0.7420 | 
                     
                    
                        | Close | 
                        0.7613 | 
                        0.7618 | 
                        0.0005 | 
                        0.1% | 
                        0.7463 | 
                     
                    
                        | Range | 
                        0.0080 | 
                        0.0062 | 
                        -0.0018 | 
                        -22.5% | 
                        0.0154 | 
                     
                    
                        | ATR | 
                        0.0072 | 
                        0.0071 | 
                        -0.0001 | 
                        -1.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        47 | 
                        84 | 
                        37 | 
                        78.7% | 
                        150 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7803 | 
                0.7772 | 
                0.7652 | 
                 | 
             
            
                | R3 | 
                0.7741 | 
                0.7710 | 
                0.7635 | 
                 | 
             
            
                | R2 | 
                0.7679 | 
                0.7679 | 
                0.7629 | 
                 | 
             
            
                | R1 | 
                0.7648 | 
                0.7648 | 
                0.7624 | 
                0.7664 | 
             
            
                | PP | 
                0.7617 | 
                0.7617 | 
                0.7617 | 
                0.7624 | 
             
            
                | S1 | 
                0.7586 | 
                0.7586 | 
                0.7612 | 
                0.7602 | 
             
            
                | S2 | 
                0.7555 | 
                0.7555 | 
                0.7607 | 
                 | 
             
            
                | S3 | 
                0.7493 | 
                0.7524 | 
                0.7601 | 
                 | 
             
            
                | S4 | 
                0.7431 | 
                0.7462 | 
                0.7584 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7948 | 
                0.7859 | 
                0.7548 | 
                 | 
             
            
                | R3 | 
                0.7794 | 
                0.7705 | 
                0.7505 | 
                 | 
             
            
                | R2 | 
                0.7640 | 
                0.7640 | 
                0.7491 | 
                 | 
             
            
                | R1 | 
                0.7551 | 
                0.7551 | 
                0.7477 | 
                0.7519 | 
             
            
                | PP | 
                0.7486 | 
                0.7486 | 
                0.7486 | 
                0.7469 | 
             
            
                | S1 | 
                0.7397 | 
                0.7397 | 
                0.7449 | 
                0.7365 | 
             
            
                | S2 | 
                0.7332 | 
                0.7332 | 
                0.7435 | 
                 | 
             
            
                | S3 | 
                0.7178 | 
                0.7243 | 
                0.7421 | 
                 | 
             
            
                | S4 | 
                0.7024 | 
                0.7089 | 
                0.7378 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7648 | 
                0.7420 | 
                0.0228 | 
                3.0% | 
                0.0067 | 
                0.9% | 
                87% | 
                False | 
                False | 
                54 | 
                 
                
                | 10 | 
                0.7648 | 
                0.7420 | 
                0.0228 | 
                3.0% | 
                0.0070 | 
                0.9% | 
                87% | 
                False | 
                False | 
                47 | 
                 
                
                | 20 | 
                0.7648 | 
                0.7225 | 
                0.0423 | 
                5.6% | 
                0.0069 | 
                0.9% | 
                93% | 
                False | 
                False | 
                32 | 
                 
                
                | 40 | 
                0.7648 | 
                0.6970 | 
                0.0678 | 
                8.9% | 
                0.0039 | 
                0.5% | 
                96% | 
                False | 
                False | 
                16 | 
                 
                
                | 60 | 
                0.7648 | 
                0.6789 | 
                0.0859 | 
                11.3% | 
                0.0028 | 
                0.4% | 
                97% | 
                False | 
                False | 
                11 | 
                 
                
                | 80 | 
                0.7648 | 
                0.6789 | 
                0.0859 | 
                11.3% | 
                0.0021 | 
                0.3% | 
                97% | 
                False | 
                False | 
                11 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7911 | 
         
        
            | 
2.618             | 
            0.7809 | 
         
        
            | 
1.618             | 
            0.7747 | 
         
        
            | 
1.000             | 
            0.7709 | 
         
        
            | 
0.618             | 
            0.7685 | 
         
        
            | 
HIGH             | 
            0.7647 | 
         
        
            | 
0.618             | 
            0.7623 | 
         
        
            | 
0.500             | 
            0.7616 | 
         
        
            | 
0.382             | 
            0.7609 | 
         
        
            | 
LOW             | 
            0.7585 | 
         
        
            | 
0.618             | 
            0.7547 | 
         
        
            | 
1.000             | 
            0.7523 | 
         
        
            | 
1.618             | 
            0.7485 | 
         
        
            | 
2.618             | 
            0.7423 | 
         
        
            | 
4.250             | 
            0.7321 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7617 | 
                                0.7597 | 
                             
                            
                                | PP | 
                                0.7617 | 
                                0.7576 | 
                             
                            
                                | S1 | 
                                0.7616 | 
                                0.7555 | 
                             
             
         |