CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	0.7339	0.7339	0.0000	0.0%	0.7155
High	0.7353	0.7436	0.0083	1.1%	0.7341
Low	0.7290	0.7334	0.0044	0.6%	0.7122
Close	0.7350	0.7427	0.0077	1.0%	0.7338
Range	0.0063	0.0102	0.0039	61.9%	0.0219
ATR	0.0079	0.0081	0.0002	2.1%	0.0000
Volume	14,221	17,948	3,727	26.2%	19,943

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7668	0.7483
R3	0.7603	0.7566	0.7455
R2	0.7501	0.7501	0.7446
R1	0.7464	0.7464	0.7436	0.7483
PP	0.7399	0.7399	0.7399	0.7408
S1	0.7362	0.7362	0.7418	0.7381
S2	0.7297	0.7297	0.7408
S3	0.7195	0.7260	0.7399
S4	0.7093	0.7158	0.7371

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	0.7436	0.7175	0.0261	3.5%	0.0090	1.2%	97%	True	False	9,434
10	0.7436	0.7115	0.0321	4.3%	0.0082	1.1%	97%	True	False	5,520
20	0.7436	0.7115	0.0321	4.3%	0.0073	1.0%	97%	True	False	3,000
40	0.7777	0.7115	0.0662	8.9%	0.0080	1.1%	47%	False	False	1,627
60	0.7777	0.7115	0.0662	8.9%	0.0078	1.1%	47%	False	False	1,102
80	0.7777	0.7028	0.0749	10.1%	0.0066	0.9%	53%	False	False	827
100	0.7777	0.6789	0.0988	13.3%	0.0054	0.7%	65%	False	False	662
120	0.7777	0.6789	0.0988	13.3%	0.0045	0.6%	65%	False	False	551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7870
2.618	0.7703
1.618	0.7601
1.000	0.7538
0.618	0.7499
HIGH	0.7436
0.618	0.7397
0.500	0.7385
0.382	0.7373
LOW	0.7334
0.618	0.7271
1.000	0.7232
1.618	0.7169
2.618	0.7067
4.250	0.6901

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	0.7413	0.7390
PP	0.7399	0.7352
S1	0.7385	0.7315

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

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