CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 22-Apr-2016

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	0.7775	0.7720	-0.0055	-0.7%	0.7648
High	0.7818	0.7757	-0.0061	-0.8%	0.7818
Low	0.7716	0.7677	-0.0039	-0.5%	0.7612
Close	0.7727	0.7692	-0.0035	-0.5%	0.7692
Range	0.0102	0.0080	-0.0022	-21.6%	0.0206
ATR	0.0095	0.0094	-0.0001	-1.1%	0.0000
Volume	118,725	102,354	-16,371	-13.8%	499,766

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7949	0.7900	0.7736
R3	0.7869	0.7820	0.7714
R2	0.7789	0.7789	0.7707
R1	0.7740	0.7740	0.7699	0.7725
PP	0.7709	0.7709	0.7709	0.7701
S1	0.7660	0.7660	0.7685	0.7645
S2	0.7629	0.7629	0.7677
S3	0.7549	0.7580	0.7670
S4	0.7469	0.7500	0.7648

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8325	0.8215	0.7805
R3	0.8119	0.8009	0.7749
R2	0.7913	0.7913	0.7730
R1	0.7803	0.7803	0.7711	0.7858
PP	0.7707	0.7707	0.7707	0.7735
S1	0.7597	0.7597	0.7673	0.7652
S2	0.7501	0.7501	0.7654
S3	0.7295	0.7391	0.7635
S4	0.7089	0.7185	0.7579

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%	0.0091	1.2%	39%	False	False	99,953
10	0.7818	0.7507	0.0311	4.0%	0.0091	1.2%	59%	False	False	95,281
20	0.7818	0.7466	0.0352	4.6%	0.0096	1.3%	64%	False	False	92,767
40	0.7818	0.7077	0.0741	9.6%	0.0097	1.3%	83%	False	False	72,460
60	0.7818	0.6936	0.0882	11.5%	0.0095	1.2%	86%	False	False	48,478
80	0.7818	0.6787	0.1031	13.4%	0.0092	1.2%	88%	False	False	36,415
100	0.7818	0.6787	0.1031	13.4%	0.0081	1.1%	88%	False	False	29,142

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8097
2.618	0.7966
1.618	0.7886
1.000	0.7837
0.618	0.7806
HIGH	0.7757
0.618	0.7726
0.500	0.7717
0.382	0.7708
LOW	0.7677
0.618	0.7628
1.000	0.7597
1.618	0.7548
2.618	0.7468
4.250	0.7337

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	0.7717	0.7748
PP	0.7709	0.7729
S1	0.7700	0.7711

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

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