CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 15-Apr-2016

Day Change Summary
	Previous	Current
	14-Apr-2016	15-Apr-2016	Change	Change %	Previous Week
Open	0.7633	0.7672	0.0039	0.5%	0.7526
High	0.7717	0.7715	-0.0002	0.0%	0.7717
Low	0.7600	0.7661	0.0061	0.8%	0.7507
Close	0.7683	0.7700	0.0017	0.2%	0.7700
Range	0.0117	0.0054	-0.0063	-53.8%	0.0210
ATR	0.0099	0.0096	-0.0003	-3.3%	0.0000
Volume	99,808	79,595	-20,213	-20.3%	453,046

Daily Pivots for day following 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7831	0.7730
R3	0.7800	0.7777	0.7715
R2	0.7746	0.7746	0.7710
R1	0.7723	0.7723	0.7705	0.7735
PP	0.7692	0.7692	0.7692	0.7698
S1	0.7669	0.7669	0.7695	0.7681
S2	0.7638	0.7638	0.7690
S3	0.7584	0.7615	0.7685
S4	0.7530	0.7561	0.7670

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8271	0.8196	0.7816
R3	0.8061	0.7986	0.7758
R2	0.7851	0.7851	0.7739
R1	0.7776	0.7776	0.7719	0.7814
PP	0.7641	0.7641	0.7641	0.7660
S1	0.7566	0.7566	0.7681	0.7604
S2	0.7431	0.7431	0.7662
S3	0.7221	0.7356	0.7642
S4	0.7011	0.7146	0.7585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7717	0.7507	0.0210	2.7%	0.0092	1.2%	92%	False	False	90,609
10	0.7717	0.7470	0.0247	3.2%	0.0098	1.3%	93%	False	False	91,476
20	0.7717	0.7450	0.0267	3.5%	0.0095	1.2%	94%	False	False	86,206
40	0.7717	0.7034	0.0683	8.9%	0.0096	1.2%	98%	False	False	60,074
60	0.7717	0.6849	0.0868	11.3%	0.0094	1.2%	98%	False	False	40,166
80	0.7717	0.6787	0.0930	12.1%	0.0088	1.1%	98%	False	False	30,173
100	0.7717	0.6787	0.0930	12.1%	0.0077	1.0%	98%	False	False	24,145

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.7945
2.618	0.7856
1.618	0.7802
1.000	0.7769
0.618	0.7748
HIGH	0.7715
0.618	0.7694
0.500	0.7688
0.382	0.7682
LOW	0.7661
0.618	0.7628
1.000	0.7607
1.618	0.7574
2.618	0.7520
4.250	0.7432

Fisher Pivots for day following 15-Apr-2016
Pivot	1 day	3 day
R1	0.7696	0.7686
PP	0.7692	0.7672
S1	0.7688	0.7659

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

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