CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	0.7227	0.7202	-0.0025	-0.3%	0.7155
High	0.7242	0.7341	0.0099	1.4%	0.7341
Low	0.7175	0.7193	0.0018	0.3%	0.7122
Close	0.7196	0.7338	0.0142	2.0%	0.7338
Range	0.0067	0.0148	0.0081	120.9%	0.0219
ATR	0.0075	0.0080	0.0005	6.9%	0.0000
Volume	1,766	10,608	8,842	500.7%	19,943

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7684	0.7419
R3	0.7587	0.7536	0.7379
R2	0.7439	0.7439	0.7365
R1	0.7388	0.7388	0.7352	0.7414
PP	0.7291	0.7291	0.7291	0.7303
S1	0.7240	0.7240	0.7324	0.7266
S2	0.7143	0.7143	0.7311
S3	0.6995	0.7092	0.7297
S4	0.6847	0.6944	0.7257

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7850	0.7458
R3	0.7705	0.7631	0.7398
R2	0.7486	0.7486	0.7378
R1	0.7412	0.7412	0.7358	0.7449
PP	0.7267	0.7267	0.7267	0.7286
S1	0.7193	0.7193	0.7318	0.7230
S2	0.7048	0.7048	0.7298
S3	0.6829	0.6974	0.7278
S4	0.6610	0.6755	0.7218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7341	0.7122	0.0219	3.0%	0.0092	1.3%	99%	True	False	4,044
10	0.7341	0.7115	0.0226	3.1%	0.0074	1.0%	99%	True	False	2,435
20	0.7435	0.7115	0.0320	4.4%	0.0075	1.0%	70%	False	False	1,433
40	0.7777	0.7115	0.0662	9.0%	0.0080	1.1%	34%	False	False	829
60	0.7777	0.7115	0.0662	9.0%	0.0078	1.1%	34%	False	False	566
80	0.7777	0.7028	0.0749	10.2%	0.0064	0.9%	41%	False	False	425
100	0.7777	0.6789	0.0988	13.5%	0.0052	0.7%	56%	False	False	340
120	0.7777	0.6789	0.0988	13.5%	0.0044	0.6%	56%	False	False	283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.7970
2.618	0.7728
1.618	0.7580
1.000	0.7489
0.618	0.7432
HIGH	0.7341
0.618	0.7284
0.500	0.7267
0.382	0.7250
LOW	0.7193
0.618	0.7102
1.000	0.7045
1.618	0.6954
2.618	0.6806
4.250	0.6564

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	0.7314	0.7311
PP	0.7291	0.7285
S1	0.7267	0.7258

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

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