CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	0.7429	0.7498	0.0069	0.9%	0.7345
High	0.7502	0.7595	0.0093	1.2%	0.7421
Low	0.7417	0.7486	0.0069	0.9%	0.7260
Close	0.7482	0.7576	0.0094	1.3%	0.7369
Range	0.0085	0.0109	0.0024	28.2%	0.0161
ATR	0.0082	0.0084	0.0002	2.8%	0.0000
Volume	74,264	92,572	18,308	24.7%	508,115

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7837	0.7636
R3	0.7770	0.7728	0.7606
R2	0.7661	0.7661	0.7596
R1	0.7619	0.7619	0.7586	0.7640
PP	0.7552	0.7552	0.7552	0.7563
S1	0.7510	0.7510	0.7566	0.7531
S2	0.7443	0.7443	0.7556
S3	0.7334	0.7401	0.7546
S4	0.7225	0.7292	0.7516

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	0.7595	0.7339	0.0256	3.4%	0.0076	1.0%	93%	True	False	82,780
10	0.7595	0.7260	0.0335	4.4%	0.0084	1.1%	94%	True	False	94,142
20	0.7595	0.7122	0.0473	6.2%	0.0084	1.1%	96%	True	False	54,507
40	0.7670	0.7115	0.0555	7.3%	0.0079	1.0%	83%	False	False	27,480
60	0.7777	0.7115	0.0662	8.7%	0.0080	1.1%	70%	False	False	18,375
80	0.7777	0.7115	0.0662	8.7%	0.0077	1.0%	70%	False	False	13,788
100	0.7777	0.6970	0.0807	10.7%	0.0063	0.8%	75%	False	False	11,030
120	0.7777	0.6789	0.0988	13.0%	0.0053	0.7%	80%	False	False	9,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8058
2.618	0.7880
1.618	0.7771
1.000	0.7704
0.618	0.7662
HIGH	0.7595
0.618	0.7553
0.500	0.7541
0.382	0.7528
LOW	0.7486
0.618	0.7419
1.000	0.7377
1.618	0.7310
2.618	0.7201
4.250	0.7023

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	0.7564	0.7553
PP	0.7552	0.7529
S1	0.7541	0.7506

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

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