CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 21-Jun-2016

Day Change Summary
	Previous	Current
	20-Jun-2016	21-Jun-2016	Change	Change %	Previous Week
Open	0.7400	0.7430	0.0030	0.4%	0.7345
High	0.7457	0.7488	0.0031	0.4%	0.7421
Low	0.7382	0.7422	0.0040	0.5%	0.7260
Close	0.7430	0.7446	0.0016	0.2%	0.7369
Range	0.0075	0.0066	-0.0009	-12.0%	0.0161
ATR	0.0082	0.0081	-0.0001	-1.4%	0.0000
Volume	80,077	89,763	9,686	12.1%	508,115

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7650	0.7614	0.7482
R3	0.7584	0.7548	0.7464
R2	0.7518	0.7518	0.7458
R1	0.7482	0.7482	0.7452	0.7500
PP	0.7452	0.7452	0.7452	0.7461
S1	0.7416	0.7416	0.7440	0.7434
S2	0.7386	0.7386	0.7434
S3	0.7320	0.7350	0.7428
S4	0.7254	0.7284	0.7410

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7833	0.7762	0.7458
R3	0.7672	0.7601	0.7413
R2	0.7511	0.7511	0.7399
R1	0.7440	0.7440	0.7384	0.7476
PP	0.7350	0.7350	0.7350	0.7368
S1	0.7279	0.7279	0.7354	0.7315
S2	0.7189	0.7189	0.7339
S3	0.7028	0.7118	0.7325
S4	0.6867	0.6957	0.7280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7488	0.7260	0.0228	3.1%	0.0092	1.2%	82%	True	False	99,513
10	0.7488	0.7260	0.0228	3.1%	0.0079	1.1%	82%	True	False	87,003
20	0.7488	0.7115	0.0373	5.0%	0.0080	1.1%	89%	True	False	46,262
40	0.7710	0.7115	0.0595	8.0%	0.0081	1.1%	56%	False	False	23,335
60	0.7777	0.7115	0.0662	8.9%	0.0080	1.1%	50%	False	False	15,595
80	0.7777	0.7028	0.0749	10.1%	0.0075	1.0%	56%	False	False	11,702
100	0.7777	0.6970	0.0807	10.8%	0.0061	0.8%	59%	False	False	9,362
120	0.7777	0.6789	0.0988	13.3%	0.0052	0.7%	66%	False	False	7,802

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7769
2.618	0.7661
1.618	0.7595
1.000	0.7554
0.618	0.7529
HIGH	0.7488
0.618	0.7463
0.500	0.7455
0.382	0.7447
LOW	0.7422
0.618	0.7381
1.000	0.7356
1.618	0.7315
2.618	0.7249
4.250	0.7142

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	0.7455	0.7435
PP	0.7452	0.7424
S1	0.7449	0.7414

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

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