CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	0.7454	0.7406	-0.0048	-0.6%	0.7339
High	0.7478	0.7411	-0.0067	-0.9%	0.7478
Low	0.7393	0.7344	-0.0049	-0.7%	0.7290
Close	0.7418	0.7351	-0.0067	-0.9%	0.7351
Range	0.0085	0.0067	-0.0018	-21.2%	0.0188
ATR	0.0079	0.0079	0.0000	-0.5%	0.0000
Volume	52,665	96,638	43,973	83.5%	224,251

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7527	0.7388
R3	0.7503	0.7460	0.7369
R2	0.7436	0.7436	0.7363
R1	0.7393	0.7393	0.7357	0.7381
PP	0.7369	0.7369	0.7369	0.7363
S1	0.7326	0.7326	0.7345	0.7314
S2	0.7302	0.7302	0.7339
S3	0.7235	0.7259	0.7333
S4	0.7168	0.7192	0.7314

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7937	0.7832	0.7454
R3	0.7749	0.7644	0.7403
R2	0.7561	0.7561	0.7385
R1	0.7456	0.7456	0.7368	0.7509
PP	0.7373	0.7373	0.7373	0.7399
S1	0.7268	0.7268	0.7334	0.7321
S2	0.7185	0.7185	0.7317
S3	0.6997	0.7080	0.7299
S4	0.6809	0.6892	0.7248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7478	0.7290	0.0188	2.6%	0.0074	1.0%	32%	False	False	44,850
10	0.7478	0.7122	0.0356	4.8%	0.0083	1.1%	64%	False	False	24,447
20	0.7478	0.7115	0.0363	4.9%	0.0073	1.0%	65%	False	False	12,563
40	0.7777	0.7115	0.0662	9.0%	0.0078	1.1%	36%	False	False	6,420
60	0.7777	0.7115	0.0662	9.0%	0.0078	1.1%	36%	False	False	4,301
80	0.7777	0.7028	0.0749	10.2%	0.0068	0.9%	43%	False	False	3,228
100	0.7777	0.6828	0.0949	12.9%	0.0055	0.8%	55%	False	False	2,583
120	0.7777	0.6789	0.0988	13.4%	0.0047	0.6%	57%	False	False	2,152

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7696
2.618	0.7586
1.618	0.7519
1.000	0.7478
0.618	0.7452
HIGH	0.7411
0.618	0.7385
0.500	0.7378
0.382	0.7370
LOW	0.7344
0.618	0.7303
1.000	0.7277
1.618	0.7236
2.618	0.7169
4.250	0.7059

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	0.7378	0.7411
PP	0.7369	0.7391
S1	0.7360	0.7371

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

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