CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 06-Apr-2016

Day Change Summary
	Previous	Current
	05-Apr-2016	06-Apr-2016	Change	Change %	Previous Week
Open	0.7580	0.7520	-0.0060	-0.8%	0.7489
High	0.7612	0.7597	-0.0015	-0.2%	0.7698
Low	0.7486	0.7509	0.0023	0.3%	0.7466
Close	0.7514	0.7571	0.0057	0.8%	0.7652
Range	0.0126	0.0088	-0.0038	-30.2%	0.0232
ATR	0.0097	0.0096	-0.0001	-0.7%	0.0000
Volume	113,658	90,608	-23,050	-20.3%	440,822

Daily Pivots for day following 06-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7785	0.7619
R3	0.7735	0.7697	0.7595
R2	0.7647	0.7647	0.7587
R1	0.7609	0.7609	0.7579	0.7628
PP	0.7559	0.7559	0.7559	0.7569
S1	0.7521	0.7521	0.7563	0.7540
S2	0.7471	0.7471	0.7555
S3	0.7383	0.7433	0.7547
S4	0.7295	0.7345	0.7523

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8301	0.8209	0.7780
R3	0.8069	0.7977	0.7716
R2	0.7837	0.7837	0.7695
R1	0.7745	0.7745	0.7673	0.7791
PP	0.7605	0.7605	0.7605	0.7629
S1	0.7513	0.7513	0.7631	0.7559
S2	0.7373	0.7373	0.7609
S3	0.7141	0.7281	0.7588
S4	0.6909	0.7049	0.7524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7698	0.7486	0.0212	2.8%	0.0097	1.3%	40%	False	False	95,224
10	0.7698	0.7450	0.0248	3.3%	0.0098	1.3%	49%	False	False	86,603
20	0.7698	0.7380	0.0318	4.2%	0.0100	1.3%	60%	False	False	85,009
40	0.7698	0.6936	0.0762	10.1%	0.0094	1.2%	83%	False	False	43,990
60	0.7698	0.6787	0.0911	12.0%	0.0094	1.2%	86%	False	False	29,430
80	0.7698	0.6787	0.0911	12.0%	0.0085	1.1%	86%	False	False	22,101
100	0.7698	0.6787	0.0911	12.0%	0.0071	0.9%	86%	False	False	17,682

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7971
2.618	0.7827
1.618	0.7739
1.000	0.7685
0.618	0.7651
HIGH	0.7597
0.618	0.7563
0.500	0.7553
0.382	0.7543
LOW	0.7509
0.618	0.7455
1.000	0.7421
1.618	0.7367
2.618	0.7279
4.250	0.7135

Fisher Pivots for day following 06-Apr-2016
Pivot	1 day	3 day
R1	0.7565	0.7571
PP	0.7559	0.7571
S1	0.7553	0.7571

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

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