CME Australian Dollar Future June 2016

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

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	0.7396	0.7438	0.0042	0.6%	0.7092
High	0.7495	0.7481	-0.0014	-0.2%	0.7409
Low	0.7380	0.7396	0.0016	0.2%	0.7077
Close	0.7482	0.7421	-0.0061	-0.8%	0.7391
Range	0.0115	0.0085	-0.0030	-26.1%	0.0332
ATR	0.0090	0.0090	0.0000	-0.3%	0.0000
Volume	64,663	67,819	3,156	4.9%	14,375

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7639	0.7468
R3	0.7603	0.7554	0.7444
R2	0.7518	0.7518	0.7437
R1	0.7469	0.7469	0.7429	0.7451
PP	0.7433	0.7433	0.7433	0.7424
S1	0.7384	0.7384	0.7413	0.7366
S2	0.7348	0.7348	0.7405
S3	0.7263	0.7299	0.7398
S4	0.7178	0.7214	0.7374

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8288	0.8172	0.7574
R3	0.7956	0.7840	0.7482
R2	0.7624	0.7624	0.7452
R1	0.7508	0.7508	0.7421	0.7566
PP	0.7292	0.7292	0.7292	0.7322
S1	0.7176	0.7176	0.7361	0.7234
S2	0.6960	0.6960	0.7330
S3	0.6628	0.6844	0.7300
S4	0.6296	0.6512	0.7208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7495	0.7310	0.0185	2.5%	0.0090	1.2%	60%	False	False	34,872
10	0.7495	0.7077	0.0418	5.6%	0.0094	1.3%	82%	False	False	18,461
20	0.7495	0.6959	0.0536	7.2%	0.0089	1.2%	86%	False	False	9,556
40	0.7495	0.6787	0.0708	9.5%	0.0092	1.2%	90%	False	False	4,941
60	0.7495	0.6787	0.0708	9.5%	0.0083	1.1%	90%	False	False	3,340
80	0.7495	0.6787	0.0708	9.5%	0.0066	0.9%	90%	False	False	2,506

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7842
2.618	0.7704
1.618	0.7619
1.000	0.7566
0.618	0.7534
HIGH	0.7481
0.618	0.7449
0.500	0.7439
0.382	0.7428
LOW	0.7396
0.618	0.7343
1.000	0.7311
1.618	0.7258
2.618	0.7173
4.250	0.7035

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	0.7439	0.7436
PP	0.7433	0.7431
S1	0.7427	0.7426

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

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