CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 07-Apr-2016

Day Change Summary
	Previous	Current
	06-Apr-2016	07-Apr-2016	Change	Change %	Previous Week
Open	0.7520	0.7577	0.0057	0.8%	0.7489
High	0.7597	0.7616	0.0019	0.3%	0.7698
Low	0.7509	0.7470	-0.0039	-0.5%	0.7466
Close	0.7571	0.7485	-0.0086	-1.1%	0.7652
Range	0.0088	0.0146	0.0058	65.9%	0.0232
ATR	0.0096	0.0100	0.0004	3.7%	0.0000
Volume	90,608	112,975	22,367	24.7%	440,822

Daily Pivots for day following 07-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7869	0.7565
R3	0.7816	0.7723	0.7525
R2	0.7670	0.7670	0.7512
R1	0.7577	0.7577	0.7498	0.7551
PP	0.7524	0.7524	0.7524	0.7510
S1	0.7431	0.7431	0.7472	0.7405
S2	0.7378	0.7378	0.7458
S3	0.7232	0.7285	0.7445
S4	0.7086	0.7139	0.7405

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	0.7676	0.7470	0.0206	2.8%	0.0109	1.5%	7%	False	True	98,398
10	0.7698	0.7450	0.0248	3.3%	0.0099	1.3%	14%	False	False	88,744
20	0.7698	0.7385	0.0313	4.2%	0.0101	1.4%	32%	False	False	87,425
40	0.7698	0.6959	0.0739	9.9%	0.0095	1.3%	71%	False	False	46,803
60	0.7698	0.6787	0.0911	12.2%	0.0095	1.3%	77%	False	False	31,310
80	0.7698	0.6787	0.0911	12.2%	0.0087	1.2%	77%	False	False	23,513
100	0.7698	0.6787	0.0911	12.2%	0.0072	1.0%	77%	False	False	18,811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	0.8237
2.618	0.7998
1.618	0.7852
1.000	0.7762
0.618	0.7706
HIGH	0.7616
0.618	0.7560
0.500	0.7543
0.382	0.7526
LOW	0.7470
0.618	0.7380
1.000	0.7324
1.618	0.7234
2.618	0.7088
4.250	0.6850

Fisher Pivots for day following 07-Apr-2016
Pivot	1 day	3 day
R1	0.7543	0.7543
PP	0.7524	0.7524
S1	0.7504	0.7504

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

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