CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 08-Apr-2016

Day Change Summary
	Previous	Current
	07-Apr-2016	08-Apr-2016	Change	Change %	Previous Week
Open	0.7577	0.7484	-0.0093	-1.2%	0.7651
High	0.7616	0.7558	-0.0058	-0.8%	0.7655
Low	0.7470	0.7478	0.0008	0.1%	0.7470
Close	0.7485	0.7534	0.0049	0.7%	0.7534
Range	0.0146	0.0080	-0.0066	-45.2%	0.0185
ATR	0.0100	0.0098	-0.0001	-1.4%	0.0000
Volume	112,975	80,288	-32,687	-28.9%	461,716

Daily Pivots for day following 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7729	0.7578
R3	0.7683	0.7649	0.7556
R2	0.7603	0.7603	0.7549
R1	0.7569	0.7569	0.7541	0.7586
PP	0.7523	0.7523	0.7523	0.7532
S1	0.7489	0.7489	0.7527	0.7506
S2	0.7443	0.7443	0.7519
S3	0.7363	0.7409	0.7512
S4	0.7283	0.7329	0.7490

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8108	0.8006	0.7636
R3	0.7923	0.7821	0.7585
R2	0.7738	0.7738	0.7568
R1	0.7636	0.7636	0.7551	0.7595
PP	0.7553	0.7553	0.7553	0.7532
S1	0.7451	0.7451	0.7517	0.7410
S2	0.7368	0.7368	0.7500
S3	0.7183	0.7266	0.7483
S4	0.6998	0.7081	0.7432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7655	0.7470	0.0185	2.5%	0.0104	1.4%	35%	False	False	92,343
10	0.7698	0.7466	0.0232	3.1%	0.0101	1.3%	29%	False	False	90,253
20	0.7698	0.7385	0.0313	4.2%	0.0101	1.3%	48%	False	False	88,048
40	0.7698	0.6959	0.0739	9.8%	0.0095	1.3%	78%	False	False	48,802
60	0.7698	0.6787	0.0911	12.1%	0.0095	1.3%	82%	False	False	32,644
80	0.7698	0.6787	0.0911	12.1%	0.0088	1.2%	82%	False	False	24,517
100	0.7698	0.6787	0.0911	12.1%	0.0073	1.0%	82%	False	False	19,614

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7898
2.618	0.7767
1.618	0.7687
1.000	0.7638
0.618	0.7607
HIGH	0.7558
0.618	0.7527
0.500	0.7518
0.382	0.7509
LOW	0.7478
0.618	0.7429
1.000	0.7398
1.618	0.7349
2.618	0.7269
4.250	0.7138

Fisher Pivots for day following 08-Apr-2016
Pivot	1 day	3 day
R1	0.7529	0.7543
PP	0.7523	0.7540
S1	0.7518	0.7537

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

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