CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	0.7672	0.7648	-0.0024	-0.3%	0.7526
High	0.7715	0.7740	0.0025	0.3%	0.7717
Low	0.7661	0.7612	-0.0049	-0.6%	0.7507
Close	0.7700	0.7726	0.0026	0.3%	0.7700
Range	0.0054	0.0128	0.0074	137.0%	0.0210
ATR	0.0096	0.0098	0.0002	2.4%	0.0000
Volume	79,595	96,613	17,018	21.4%	453,046

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8077	0.8029	0.7796
R3	0.7949	0.7901	0.7761
R2	0.7821	0.7821	0.7749
R1	0.7773	0.7773	0.7738	0.7797
PP	0.7693	0.7693	0.7693	0.7705
S1	0.7645	0.7645	0.7714	0.7669
S2	0.7565	0.7565	0.7703
S3	0.7437	0.7517	0.7691
S4	0.7309	0.7389	0.7656

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	0.7740	0.7563	0.0177	2.3%	0.0097	1.3%	92%	True	False	92,684
10	0.7740	0.7470	0.0270	3.5%	0.0103	1.3%	95%	True	False	94,718
20	0.7740	0.7450	0.0290	3.8%	0.0097	1.3%	95%	True	False	87,514
40	0.7740	0.7077	0.0663	8.6%	0.0097	1.3%	98%	True	False	62,472
60	0.7740	0.6880	0.0860	11.1%	0.0094	1.2%	98%	True	False	41,772
80	0.7740	0.6787	0.0953	12.3%	0.0090	1.2%	99%	True	False	31,380
100	0.7740	0.6787	0.0953	12.3%	0.0078	1.0%	99%	True	False	25,111

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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8284
2.618	0.8075
1.618	0.7947
1.000	0.7868
0.618	0.7819
HIGH	0.7740
0.618	0.7691
0.500	0.7676
0.382	0.7661
LOW	0.7612
0.618	0.7533
1.000	0.7484
1.618	0.7405
2.618	0.7277
4.250	0.7068

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	0.7709	0.7707
PP	0.7693	0.7689
S1	0.7676	0.7670

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

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