CME Australian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jun-2016 | 
                    24-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7498 | 
                        0.7615 | 
                        0.0117 | 
                        1.6% | 
                        0.7400 | 
                     
                    
                        | High | 
                        0.7595 | 
                        0.7620 | 
                        0.0025 | 
                        0.3% | 
                        0.7620 | 
                     
                    
                        | Low | 
                        0.7486 | 
                        0.7283 | 
                        -0.0203 | 
                        -2.7% | 
                        0.7283 | 
                     
                    
                        | Close | 
                        0.7576 | 
                        0.7480 | 
                        -0.0096 | 
                        -1.3% | 
                        0.7480 | 
                     
                    
                        | Range | 
                        0.0109 | 
                        0.0337 | 
                        0.0228 | 
                        209.2% | 
                        0.0337 | 
                     
                    
                        | ATR | 
                        0.0084 | 
                        0.0102 | 
                        0.0018 | 
                        21.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        92,572 | 
                        213,723 | 
                        121,151 | 
                        130.9% | 
                        550,399 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8472 | 
                0.8313 | 
                0.7665 | 
                 | 
             
            
                | R3 | 
                0.8135 | 
                0.7976 | 
                0.7573 | 
                 | 
             
            
                | R2 | 
                0.7798 | 
                0.7798 | 
                0.7542 | 
                 | 
             
            
                | R1 | 
                0.7639 | 
                0.7639 | 
                0.7511 | 
                0.7550 | 
             
            
                | PP | 
                0.7461 | 
                0.7461 | 
                0.7461 | 
                0.7417 | 
             
            
                | S1 | 
                0.7302 | 
                0.7302 | 
                0.7449 | 
                0.7213 | 
             
            
                | S2 | 
                0.7124 | 
                0.7124 | 
                0.7418 | 
                 | 
             
            
                | S3 | 
                0.6787 | 
                0.6965 | 
                0.7387 | 
                 | 
             
            
                | S4 | 
                0.6450 | 
                0.6628 | 
                0.7295 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8472 | 
                0.8313 | 
                0.7665 | 
                 | 
             
            
                | R3 | 
                0.8135 | 
                0.7976 | 
                0.7573 | 
                 | 
             
            
                | R2 | 
                0.7798 | 
                0.7798 | 
                0.7542 | 
                 | 
             
            
                | R1 | 
                0.7639 | 
                0.7639 | 
                0.7511 | 
                0.7719 | 
             
            
                | PP | 
                0.7461 | 
                0.7461 | 
                0.7461 | 
                0.7501 | 
             
            
                | S1 | 
                0.7302 | 
                0.7302 | 
                0.7449 | 
                0.7382 | 
             
            
                | S2 | 
                0.7124 | 
                0.7124 | 
                0.7418 | 
                 | 
             
            
                | S3 | 
                0.6787 | 
                0.6965 | 
                0.7387 | 
                 | 
             
            
                | S4 | 
                0.6450 | 
                0.6628 | 
                0.7295 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7620 | 
                0.7283 | 
                0.0337 | 
                4.5% | 
                0.0134 | 
                1.8% | 
                58% | 
                True | 
                True | 
                110,079 | 
                 
                
                | 10 | 
                0.7620 | 
                0.7260 | 
                0.0360 | 
                4.8% | 
                0.0111 | 
                1.5% | 
                61% | 
                True | 
                False | 
                105,851 | 
                 
                
                | 20 | 
                0.7620 | 
                0.7122 | 
                0.0498 | 
                6.7% | 
                0.0097 | 
                1.3% | 
                72% | 
                True | 
                False | 
                65,149 | 
                 
                
                | 40 | 
                0.7670 | 
                0.7115 | 
                0.0555 | 
                7.4% | 
                0.0086 | 
                1.2% | 
                66% | 
                False | 
                False | 
                32,819 | 
                 
                
                | 60 | 
                0.7777 | 
                0.7115 | 
                0.0662 | 
                8.9% | 
                0.0085 | 
                1.1% | 
                55% | 
                False | 
                False | 
                21,935 | 
                 
                
                | 80 | 
                0.7777 | 
                0.7115 | 
                0.0662 | 
                8.9% | 
                0.0081 | 
                1.1% | 
                55% | 
                False | 
                False | 
                16,459 | 
                 
                
                | 100 | 
                0.7777 | 
                0.6970 | 
                0.0807 | 
                10.8% | 
                0.0066 | 
                0.9% | 
                63% | 
                False | 
                False | 
                13,168 | 
                 
                
                | 120 | 
                0.7777 | 
                0.6789 | 
                0.0988 | 
                13.2% | 
                0.0056 | 
                0.8% | 
                70% | 
                False | 
                False | 
                10,973 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9052 | 
         
        
            | 
2.618             | 
            0.8502 | 
         
        
            | 
1.618             | 
            0.8165 | 
         
        
            | 
1.000             | 
            0.7957 | 
         
        
            | 
0.618             | 
            0.7828 | 
         
        
            | 
HIGH             | 
            0.7620 | 
         
        
            | 
0.618             | 
            0.7491 | 
         
        
            | 
0.500             | 
            0.7452 | 
         
        
            | 
0.382             | 
            0.7412 | 
         
        
            | 
LOW             | 
            0.7283 | 
         
        
            | 
0.618             | 
            0.7075 | 
         
        
            | 
1.000             | 
            0.6946 | 
         
        
            | 
1.618             | 
            0.6738 | 
         
        
            | 
2.618             | 
            0.6401 | 
         
        
            | 
4.250             | 
            0.5851 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7471 | 
                                0.7471 | 
                             
                            
                                | PP | 
                                0.7461 | 
                                0.7461 | 
                             
                            
                                | S1 | 
                                0.7452 | 
                                0.7452 | 
                             
             
         |