CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	0.7574	0.7661	0.0087	1.1%	0.7651
High	0.7670	0.7695	0.0025	0.3%	0.7655
Low	0.7563	0.7614	0.0051	0.7%	0.7470
Close	0.7668	0.7637	-0.0031	-0.4%	0.7534
Range	0.0107	0.0081	-0.0026	-24.3%	0.0185
ATR	0.0099	0.0098	-0.0001	-1.3%	0.0000
Volume	102,056	85,348	-16,708	-16.4%	461,716

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7845	0.7682
R3	0.7811	0.7764	0.7659
R2	0.7730	0.7730	0.7652
R1	0.7683	0.7683	0.7644	0.7666
PP	0.7649	0.7649	0.7649	0.7640
S1	0.7602	0.7602	0.7630	0.7585
S2	0.7568	0.7568	0.7622
S3	0.7487	0.7521	0.7615
S4	0.7406	0.7440	0.7592

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	0.7695	0.7470	0.0225	2.9%	0.0103	1.4%	74%	True	False	93,381
10	0.7698	0.7470	0.0228	3.0%	0.0100	1.3%	73%	False	False	94,303
20	0.7698	0.7385	0.0313	4.1%	0.0100	1.3%	81%	False	False	88,550
40	0.7698	0.7034	0.0664	8.7%	0.0095	1.2%	91%	False	False	55,609
60	0.7698	0.6787	0.0911	11.9%	0.0094	1.2%	93%	False	False	37,187
80	0.7698	0.6787	0.0911	11.9%	0.0088	1.2%	93%	False	False	27,932
100	0.7698	0.6787	0.0911	11.9%	0.0076	1.0%	93%	False	False	22,351

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8039
2.618	0.7907
1.618	0.7826
1.000	0.7776
0.618	0.7745
HIGH	0.7695
0.618	0.7664
0.500	0.7655
0.382	0.7645
LOW	0.7614
0.618	0.7564
1.000	0.7533
1.618	0.7483
2.618	0.7402
4.250	0.7270

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	0.7655	0.7625
PP	0.7649	0.7613
S1	0.7643	0.7601

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

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