CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 25-Apr-2016

Day Change Summary
	Previous	Current
	22-Apr-2016	25-Apr-2016	Change	Change %	Previous Week
Open	0.7720	0.7692	-0.0028	-0.4%	0.7648
High	0.7757	0.7712	-0.0045	-0.6%	0.7818
Low	0.7677	0.7675	-0.0002	0.0%	0.7612
Close	0.7692	0.7691	-0.0001	0.0%	0.7692
Range	0.0080	0.0037	-0.0043	-53.8%	0.0206
ATR	0.0094	0.0090	-0.0004	-4.3%	0.0000
Volume	102,354	59,562	-42,792	-41.8%	499,766

Daily Pivots for day following 25-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7804	0.7784	0.7711
R3	0.7767	0.7747	0.7701
R2	0.7730	0.7730	0.7698
R1	0.7710	0.7710	0.7694	0.7702
PP	0.7693	0.7693	0.7693	0.7688
S1	0.7673	0.7673	0.7688	0.7665
S2	0.7656	0.7656	0.7684
S3	0.7619	0.7636	0.7681
S4	0.7582	0.7599	0.7671

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	0.7675	0.0143	1.9%	0.0072	0.9%	11%	False	True	92,543
10	0.7818	0.7563	0.0255	3.3%	0.0085	1.1%	50%	False	False	92,613
20	0.7818	0.7470	0.0348	4.5%	0.0095	1.2%	64%	False	False	93,892
40	0.7818	0.7077	0.0741	9.6%	0.0095	1.2%	83%	False	False	73,911
60	0.7818	0.6936	0.0882	11.5%	0.0094	1.2%	86%	False	False	49,466
80	0.7818	0.6787	0.1031	13.4%	0.0092	1.2%	88%	False	False	37,158
100	0.7818	0.6787	0.1031	13.4%	0.0081	1.1%	88%	False	False	29,738

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	0.7869
2.618	0.7809
1.618	0.7772
1.000	0.7749
0.618	0.7735
HIGH	0.7712
0.618	0.7698
0.500	0.7694
0.382	0.7689
LOW	0.7675
0.618	0.7652
1.000	0.7638
1.618	0.7615
2.618	0.7578
4.250	0.7518

Fisher Pivots for day following 25-Apr-2016
Pivot	1 day	3 day
R1	0.7694	0.7747
PP	0.7693	0.7728
S1	0.7692	0.7710

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

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