CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	0.7155	0.7202	0.0047	0.7%	0.7199
High	0.7239	0.7271	0.0032	0.4%	0.7226
Low	0.7122	0.7199	0.0077	1.1%	0.7115
Close	0.7188	0.7228	0.0040	0.6%	0.7171
Range	0.0117	0.0072	-0.0045	-38.5%	0.0111
ATR	0.0075	0.0076	0.0001	0.7%	0.0000
Volume	4,941	2,628	-2,313	-46.8%	3,757

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7449	0.7410	0.7268
R3	0.7377	0.7338	0.7248
R2	0.7305	0.7305	0.7241
R1	0.7266	0.7266	0.7235	0.7286
PP	0.7233	0.7233	0.7233	0.7242
S1	0.7194	0.7194	0.7221	0.7214
S2	0.7161	0.7161	0.7215
S3	0.7089	0.7122	0.7208
S4	0.7017	0.7050	0.7188

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	0.7271	0.7122	0.0149	2.1%	0.0072	1.0%	71%	True	False	1,796
10	0.7283	0.7115	0.0168	2.3%	0.0068	0.9%	67%	False	False	1,353
20	0.7479	0.7115	0.0364	5.0%	0.0070	1.0%	31%	False	False	845
40	0.7777	0.7115	0.0662	9.2%	0.0079	1.1%	17%	False	False	522
60	0.7777	0.7115	0.0662	9.2%	0.0077	1.1%	17%	False	False	360
80	0.7777	0.6970	0.0807	11.2%	0.0062	0.9%	32%	False	False	270
100	0.7777	0.6789	0.0988	13.7%	0.0050	0.7%	44%	False	False	216
120	0.7777	0.6789	0.0988	13.7%	0.0042	0.6%	44%	False	False	180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7577
2.618	0.7459
1.618	0.7387
1.000	0.7343
0.618	0.7315
HIGH	0.7271
0.618	0.7243
0.500	0.7235
0.382	0.7227
LOW	0.7199
0.618	0.7155
1.000	0.7127
1.618	0.7083
2.618	0.7011
4.250	0.6893

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	0.7235	0.7218
PP	0.7233	0.7207
S1	0.7230	0.7197

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

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