CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2016 | 
                    11-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7272 | 
                        0.7336 | 
                        0.0064 | 
                        0.9% | 
                        0.7568 | 
                     
                    
                        | High | 
                        0.7335 | 
                        0.7367 | 
                        0.0032 | 
                        0.4% | 
                        0.7670 | 
                     
                    
                        | Low | 
                        0.7268 | 
                        0.7302 | 
                        0.0034 | 
                        0.5% | 
                        0.7300 | 
                     
                    
                        | Close | 
                        0.7323 | 
                        0.7342 | 
                        0.0019 | 
                        0.3% | 
                        0.7326 | 
                     
                    
                        | Range | 
                        0.0067 | 
                        0.0065 | 
                        -0.0002 | 
                        -3.0% | 
                        0.0370 | 
                     
                    
                        | ATR | 
                        0.0087 | 
                        0.0085 | 
                        -0.0002 | 
                        -1.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        442 | 
                        152 | 
                        -290 | 
                        -65.6% | 
                        1,652 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7532 | 
                0.7502 | 
                0.7378 | 
                 | 
             
            
                | R3 | 
                0.7467 | 
                0.7437 | 
                0.7360 | 
                 | 
             
            
                | R2 | 
                0.7402 | 
                0.7402 | 
                0.7354 | 
                 | 
             
            
                | R1 | 
                0.7372 | 
                0.7372 | 
                0.7348 | 
                0.7387 | 
             
            
                | PP | 
                0.7337 | 
                0.7337 | 
                0.7337 | 
                0.7345 | 
             
            
                | S1 | 
                0.7307 | 
                0.7307 | 
                0.7336 | 
                0.7322 | 
             
            
                | S2 | 
                0.7272 | 
                0.7272 | 
                0.7330 | 
                 | 
             
            
                | S3 | 
                0.7207 | 
                0.7242 | 
                0.7324 | 
                 | 
             
            
                | S4 | 
                0.7142 | 
                0.7177 | 
                0.7306 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8542 | 
                0.8304 | 
                0.7530 | 
                 | 
             
            
                | R3 | 
                0.8172 | 
                0.7934 | 
                0.7428 | 
                 | 
             
            
                | R2 | 
                0.7802 | 
                0.7802 | 
                0.7394 | 
                 | 
             
            
                | R1 | 
                0.7564 | 
                0.7564 | 
                0.7360 | 
                0.7498 | 
             
            
                | PP | 
                0.7432 | 
                0.7432 | 
                0.7432 | 
                0.7399 | 
             
            
                | S1 | 
                0.7194 | 
                0.7194 | 
                0.7292 | 
                0.7128 | 
             
            
                | S2 | 
                0.7062 | 
                0.7062 | 
                0.7258 | 
                 | 
             
            
                | S3 | 
                0.6692 | 
                0.6824 | 
                0.7224 | 
                 | 
             
            
                | S4 | 
                0.6322 | 
                0.6454 | 
                0.7123 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7475 | 
                0.7268 | 
                0.0207 | 
                2.8% | 
                0.0079 | 
                1.1% | 
                36% | 
                False | 
                False | 
                324 | 
                 
                
                | 10 | 
                0.7670 | 
                0.7268 | 
                0.0402 | 
                5.5% | 
                0.0088 | 
                1.2% | 
                18% | 
                False | 
                False | 
                292 | 
                 
                
                | 20 | 
                0.7777 | 
                0.7268 | 
                0.0509 | 
                6.9% | 
                0.0085 | 
                1.2% | 
                15% | 
                False | 
                False | 
                277 | 
                 
                
                | 40 | 
                0.7777 | 
                0.7268 | 
                0.0509 | 
                6.9% | 
                0.0082 | 
                1.1% | 
                15% | 
                False | 
                False | 
                165 | 
                 
                
                | 60 | 
                0.7777 | 
                0.7028 | 
                0.0749 | 
                10.2% | 
                0.0066 | 
                0.9% | 
                42% | 
                False | 
                False | 
                113 | 
                 
                
                | 80 | 
                0.7777 | 
                0.6828 | 
                0.0949 | 
                12.9% | 
                0.0050 | 
                0.7% | 
                54% | 
                False | 
                False | 
                85 | 
                 
                
                | 100 | 
                0.7777 | 
                0.6789 | 
                0.0988 | 
                13.5% | 
                0.0041 | 
                0.6% | 
                56% | 
                False | 
                False | 
                68 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7643 | 
         
        
            | 
2.618             | 
            0.7537 | 
         
        
            | 
1.618             | 
            0.7472 | 
         
        
            | 
1.000             | 
            0.7432 | 
         
        
            | 
0.618             | 
            0.7407 | 
         
        
            | 
HIGH             | 
            0.7367 | 
         
        
            | 
0.618             | 
            0.7342 | 
         
        
            | 
0.500             | 
            0.7335 | 
         
        
            | 
0.382             | 
            0.7327 | 
         
        
            | 
LOW             | 
            0.7302 | 
         
        
            | 
0.618             | 
            0.7262 | 
         
        
            | 
1.000             | 
            0.7237 | 
         
        
            | 
1.618             | 
            0.7197 | 
         
        
            | 
2.618             | 
            0.7132 | 
         
        
            | 
4.250             | 
            0.7026 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7340 | 
                                0.7334 | 
                             
                            
                                | PP | 
                                0.7337 | 
                                0.7326 | 
                             
                            
                                | S1 | 
                                0.7335 | 
                                0.7318 | 
                             
             
         |