CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	0.7195	0.7155	-0.0040	-0.6%	0.7199
High	0.7203	0.7239	0.0036	0.5%	0.7226
Low	0.7145	0.7122	-0.0023	-0.3%	0.7115
Close	0.7171	0.7188	0.0017	0.2%	0.7171
Range	0.0058	0.0117	0.0059	101.7%	0.0111
ATR	0.0072	0.0075	0.0003	4.4%	0.0000
Volume	281	4,941	4,660	1,658.4%	3,757

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7478	0.7252
R3	0.7417	0.7361	0.7220
R2	0.7300	0.7300	0.7209
R1	0.7244	0.7244	0.7199	0.7272
PP	0.7183	0.7183	0.7183	0.7197
S1	0.7127	0.7127	0.7177	0.7155
S2	0.7066	0.7066	0.7167
S3	0.6949	0.7010	0.7156
S4	0.6832	0.6893	0.7124

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7504	0.7448	0.7232
R3	0.7393	0.7337	0.7202
R2	0.7282	0.7282	0.7191
R1	0.7226	0.7226	0.7181	0.7199
PP	0.7171	0.7171	0.7171	0.7157
S1	0.7115	0.7115	0.7161	0.7088
S2	0.7060	0.7060	0.7151
S3	0.6949	0.7004	0.7140
S4	0.6838	0.6893	0.7110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7239	0.7115	0.0124	1.7%	0.0073	1.0%	59%	True	False	1,607
10	0.7332	0.7115	0.0217	3.0%	0.0069	1.0%	34%	False	False	1,140
20	0.7670	0.7115	0.0555	7.7%	0.0078	1.1%	13%	False	False	736
40	0.7777	0.7115	0.0662	9.2%	0.0080	1.1%	11%	False	False	457
60	0.7777	0.7115	0.0662	9.2%	0.0076	1.1%	11%	False	False	316
80	0.7777	0.6970	0.0807	11.2%	0.0061	0.8%	27%	False	False	238
100	0.7777	0.6789	0.0988	13.7%	0.0050	0.7%	40%	False	False	190
120	0.7777	0.6789	0.0988	13.7%	0.0042	0.6%	40%	False	False	160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7736
2.618	0.7545
1.618	0.7428
1.000	0.7356
0.618	0.7311
HIGH	0.7239
0.618	0.7194
0.500	0.7181
0.382	0.7167
LOW	0.7122
0.618	0.7050
1.000	0.7005
1.618	0.6933
2.618	0.6816
4.250	0.6625

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	0.7186	0.7186
PP	0.7183	0.7183
S1	0.7181	0.7181

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

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