CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	0.7339	0.7430	0.0091	1.2%	0.7155
High	0.7436	0.7453	0.0017	0.2%	0.7341
Low	0.7334	0.7402	0.0068	0.9%	0.7122
Close	0.7427	0.7449	0.0022	0.3%	0.7338
Range	0.0102	0.0051	-0.0051	-50.0%	0.0219
ATR	0.0081	0.0079	-0.0002	-2.6%	0.0000
Volume	17,948	42,779	24,831	138.3%	19,943

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7588	0.7569	0.7477
R3	0.7537	0.7518	0.7463
R2	0.7486	0.7486	0.7458
R1	0.7467	0.7467	0.7454	0.7477
PP	0.7435	0.7435	0.7435	0.7439
S1	0.7416	0.7416	0.7444	0.7426
S2	0.7384	0.7384	0.7440
S3	0.7333	0.7365	0.7435
S4	0.7282	0.7314	0.7421

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	0.7453	0.7175	0.0278	3.7%	0.0086	1.2%	99%	True	False	17,464
10	0.7453	0.7122	0.0331	4.4%	0.0079	1.1%	99%	True	False	9,630
20	0.7453	0.7115	0.0338	4.5%	0.0072	1.0%	99%	True	False	5,117
40	0.7777	0.7115	0.0662	8.9%	0.0079	1.1%	50%	False	False	2,695
60	0.7777	0.7115	0.0662	8.9%	0.0078	1.0%	50%	False	False	1,813
80	0.7777	0.7028	0.0749	10.1%	0.0067	0.9%	56%	False	False	1,362
100	0.7777	0.6789	0.0988	13.3%	0.0054	0.7%	67%	False	False	1,090
120	0.7777	0.6789	0.0988	13.3%	0.0046	0.6%	67%	False	False	908

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7670
2.618	0.7587
1.618	0.7536
1.000	0.7504
0.618	0.7485
HIGH	0.7453
0.618	0.7434
0.500	0.7428
0.382	0.7421
LOW	0.7402
0.618	0.7370
1.000	0.7351
1.618	0.7319
2.618	0.7268
4.250	0.7185

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	0.7442	0.7423
PP	0.7435	0.7397
S1	0.7428	0.7372

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

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