CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 21-Apr-2016

Day Change Summary
	Previous	Current
	20-Apr-2016	21-Apr-2016	Change	Change %	Previous Week
Open	0.7796	0.7775	-0.0021	-0.3%	0.7526
High	0.7811	0.7818	0.0007	0.1%	0.7717
Low	0.7748	0.7716	-0.0032	-0.4%	0.7507
Close	0.7782	0.7727	-0.0055	-0.7%	0.7700
Range	0.0063	0.0102	0.0039	61.9%	0.0210
ATR	0.0095	0.0095	0.0001	0.5%	0.0000
Volume	92,025	118,725	26,700	29.0%	453,046

Daily Pivots for day following 21-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8060	0.7995	0.7783
R3	0.7958	0.7893	0.7755
R2	0.7856	0.7856	0.7746
R1	0.7791	0.7791	0.7736	0.7773
PP	0.7754	0.7754	0.7754	0.7744
S1	0.7689	0.7689	0.7718	0.7671
S2	0.7652	0.7652	0.7708
S3	0.7550	0.7587	0.7699
S4	0.7448	0.7485	0.7671

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	0.7818	0.7612	0.0206	2.7%	0.0085	1.1%	56%	True	False	95,401
10	0.7818	0.7478	0.0340	4.4%	0.0091	1.2%	73%	True	False	93,074
20	0.7818	0.7450	0.0368	4.8%	0.0095	1.2%	75%	True	False	90,909
40	0.7818	0.7077	0.0741	9.6%	0.0097	1.3%	88%	True	False	69,926
60	0.7818	0.6936	0.0882	11.4%	0.0095	1.2%	90%	True	False	46,777
80	0.7818	0.6787	0.1031	13.3%	0.0092	1.2%	91%	True	False	35,140
100	0.7818	0.6787	0.1031	13.3%	0.0080	1.0%	91%	True	False	28,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8252
2.618	0.8085
1.618	0.7983
1.000	0.7920
0.618	0.7881
HIGH	0.7818
0.618	0.7779
0.500	0.7767
0.382	0.7755
LOW	0.7716
0.618	0.7653
1.000	0.7614
1.618	0.7551
2.618	0.7449
4.250	0.7283

Fisher Pivots for day following 21-Apr-2016
Pivot	1 day	3 day
R1	0.7767	0.7767
PP	0.7754	0.7754
S1	0.7740	0.7740

Download as Excel Spreadsheet

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

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