CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2016 | 
                    26-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7163 | 
                        0.7165 | 
                        0.0002 | 
                        0.0% | 
                        0.7222 | 
                     
                    
                        | High | 
                        0.7188 | 
                        0.7216 | 
                        0.0028 | 
                        0.4% | 
                        0.7332 | 
                     
                    
                        | Low | 
                        0.7147 | 
                        0.7146 | 
                        -0.0001 | 
                        0.0% | 
                        0.7145 | 
                     
                    
                        | Close | 
                        0.7168 | 
                        0.7186 | 
                        0.0018 | 
                        0.3% | 
                        0.7190 | 
                     
                    
                        | Range | 
                        0.0041 | 
                        0.0070 | 
                        0.0029 | 
                        70.7% | 
                        0.0187 | 
                     
                    
                        | ATR | 
                        0.0073 | 
                        0.0073 | 
                        0.0000 | 
                        -0.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        254 | 
                        876 | 
                        622 | 
                        244.9% | 
                        2,922 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7393 | 
                0.7359 | 
                0.7225 | 
                 | 
             
            
                | R3 | 
                0.7323 | 
                0.7289 | 
                0.7205 | 
                 | 
             
            
                | R2 | 
                0.7253 | 
                0.7253 | 
                0.7199 | 
                 | 
             
            
                | R1 | 
                0.7219 | 
                0.7219 | 
                0.7192 | 
                0.7236 | 
             
            
                | PP | 
                0.7183 | 
                0.7183 | 
                0.7183 | 
                0.7191 | 
             
            
                | S1 | 
                0.7149 | 
                0.7149 | 
                0.7180 | 
                0.7166 | 
             
            
                | S2 | 
                0.7113 | 
                0.7113 | 
                0.7173 | 
                 | 
             
            
                | S3 | 
                0.7043 | 
                0.7079 | 
                0.7167 | 
                 | 
             
            
                | S4 | 
                0.6973 | 
                0.7009 | 
                0.7148 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7783 | 
                0.7674 | 
                0.7293 | 
                 | 
             
            
                | R3 | 
                0.7596 | 
                0.7487 | 
                0.7241 | 
                 | 
             
            
                | R2 | 
                0.7409 | 
                0.7409 | 
                0.7224 | 
                 | 
             
            
                | R1 | 
                0.7300 | 
                0.7300 | 
                0.7207 | 
                0.7261 | 
             
            
                | PP | 
                0.7222 | 
                0.7222 | 
                0.7222 | 
                0.7203 | 
             
            
                | S1 | 
                0.7113 | 
                0.7113 | 
                0.7173 | 
                0.7074 | 
             
            
                | S2 | 
                0.7035 | 
                0.7035 | 
                0.7156 | 
                 | 
             
            
                | S3 | 
                0.6848 | 
                0.6926 | 
                0.7139 | 
                 | 
             
            
                | S4 | 
                0.6661 | 
                0.6739 | 
                0.7087 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7226 | 
                0.7115 | 
                0.0111 | 
                1.5% | 
                0.0056 | 
                0.8% | 
                64% | 
                False | 
                False | 
                825 | 
                 
                
                | 10 | 
                0.7332 | 
                0.7115 | 
                0.0217 | 
                3.0% | 
                0.0064 | 
                0.9% | 
                33% | 
                False | 
                False | 
                680 | 
                 
                
                | 20 | 
                0.7670 | 
                0.7115 | 
                0.0555 | 
                7.7% | 
                0.0075 | 
                1.0% | 
                13% | 
                False | 
                False | 
                488 | 
                 
                
                | 40 | 
                0.7777 | 
                0.7115 | 
                0.0662 | 
                9.2% | 
                0.0079 | 
                1.1% | 
                11% | 
                False | 
                False | 
                328 | 
                 
                
                | 60 | 
                0.7777 | 
                0.7115 | 
                0.0662 | 
                9.2% | 
                0.0075 | 
                1.0% | 
                11% | 
                False | 
                False | 
                230 | 
                 
                
                | 80 | 
                0.7777 | 
                0.6970 | 
                0.0807 | 
                11.2% | 
                0.0059 | 
                0.8% | 
                27% | 
                False | 
                False | 
                172 | 
                 
                
                | 100 | 
                0.7777 | 
                0.6789 | 
                0.0988 | 
                13.7% | 
                0.0048 | 
                0.7% | 
                40% | 
                False | 
                False | 
                138 | 
                 
                
                | 120 | 
                0.7777 | 
                0.6789 | 
                0.0988 | 
                13.7% | 
                0.0040 | 
                0.6% | 
                40% | 
                False | 
                False | 
                117 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7514 | 
         
        
            | 
2.618             | 
            0.7399 | 
         
        
            | 
1.618             | 
            0.7329 | 
         
        
            | 
1.000             | 
            0.7286 | 
         
        
            | 
0.618             | 
            0.7259 | 
         
        
            | 
HIGH             | 
            0.7216 | 
         
        
            | 
0.618             | 
            0.7189 | 
         
        
            | 
0.500             | 
            0.7181 | 
         
        
            | 
0.382             | 
            0.7173 | 
         
        
            | 
LOW             | 
            0.7146 | 
         
        
            | 
0.618             | 
            0.7103 | 
         
        
            | 
1.000             | 
            0.7076 | 
         
        
            | 
1.618             | 
            0.7033 | 
         
        
            | 
2.618             | 
            0.6963 | 
         
        
            | 
4.250             | 
            0.6849 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7184 | 
                                0.7179 | 
                             
                            
                                | PP | 
                                0.7183 | 
                                0.7172 | 
                             
                            
                                | S1 | 
                                0.7181 | 
                                0.7166 | 
                             
             
         |