CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	0.7462	0.7545	0.0083	1.1%	0.7441
High	0.7555	0.7557	0.0002	0.0%	0.7555
Low	0.7452	0.7503	0.0051	0.7%	0.7388
Close	0.7551	0.7516	-0.0035	-0.5%	0.7551
Range	0.0103	0.0054	-0.0049	-47.6%	0.0167
ATR	0.0100	0.0097	-0.0003	-3.3%	0.0000
Volume	111,712	74,308	-37,404	-33.5%	449,786

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7687	0.7656	0.7546
R3	0.7633	0.7602	0.7531
R2	0.7579	0.7579	0.7526
R1	0.7548	0.7548	0.7521	0.7537
PP	0.7525	0.7525	0.7525	0.7520
S1	0.7494	0.7494	0.7511	0.7483
S2	0.7471	0.7471	0.7506
S3	0.7417	0.7440	0.7501
S4	0.7363	0.7386	0.7486

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7942	0.7643
R3	0.7832	0.7775	0.7597
R2	0.7665	0.7665	0.7582
R1	0.7608	0.7608	0.7566	0.7637
PP	0.7498	0.7498	0.7498	0.7512
S1	0.7441	0.7441	0.7536	0.7470
S2	0.7331	0.7331	0.7520
S3	0.7164	0.7274	0.7505
S4	0.6997	0.7107	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7557	0.7388	0.0169	2.2%	0.0089	1.2%	76%	True	False	104,818
10	0.7557	0.7302	0.0255	3.4%	0.0090	1.2%	84%	True	False	101,905
20	0.7620	0.7260	0.0360	4.8%	0.0101	1.3%	71%	False	False	103,878
40	0.7620	0.7115	0.0505	6.7%	0.0087	1.2%	79%	False	False	58,221
60	0.7777	0.7115	0.0662	8.8%	0.0086	1.1%	61%	False	False	38,906
80	0.7777	0.7115	0.0662	8.8%	0.0084	1.1%	61%	False	False	29,195
100	0.7777	0.7028	0.0749	10.0%	0.0074	1.0%	65%	False	False	23,358
120	0.7777	0.6828	0.0949	12.6%	0.0063	0.8%	72%	False	False	19,465

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	0.0017
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7787
2.618	0.7698
1.618	0.7644
1.000	0.7611
0.618	0.7590
HIGH	0.7557
0.618	0.7536
0.500	0.7530
0.382	0.7524
LOW	0.7503
0.618	0.7470
1.000	0.7449
1.618	0.7416
2.618	0.7362
4.250	0.7274

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	0.7530	0.7512
PP	0.7525	0.7507
S1	0.7521	0.7503

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

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