CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 26-Apr-2016

Day Change Summary
	Previous	Current
	25-Apr-2016	26-Apr-2016	Change	Change %	Previous Week
Open	0.7692	0.7697	0.0005	0.1%	0.7648
High	0.7712	0.7749	0.0037	0.5%	0.7818
Low	0.7675	0.7681	0.0006	0.1%	0.7612
Close	0.7691	0.7721	0.0030	0.4%	0.7692
Range	0.0037	0.0068	0.0031	83.8%	0.0206
ATR	0.0090	0.0089	-0.0002	-1.8%	0.0000
Volume	59,562	83,370	23,808	40.0%	499,766

Daily Pivots for day following 26-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7921	0.7889	0.7758
R3	0.7853	0.7821	0.7740
R2	0.7785	0.7785	0.7733
R1	0.7753	0.7753	0.7727	0.7769
PP	0.7717	0.7717	0.7717	0.7725
S1	0.7685	0.7685	0.7715	0.7701
S2	0.7649	0.7649	0.7709
S3	0.7581	0.7617	0.7702
S4	0.7513	0.7549	0.7684

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%	0.0070	0.9%	32%	False	False	91,207
10	0.7818	0.7600	0.0218	2.8%	0.0081	1.0%	56%	False	False	90,744
20	0.7818	0.7470	0.0348	4.5%	0.0091	1.2%	72%	False	False	93,056
40	0.7818	0.7078	0.0740	9.6%	0.0095	1.2%	87%	False	False	75,948
60	0.7818	0.6936	0.0882	11.4%	0.0094	1.2%	89%	False	False	50,847
80	0.7818	0.6787	0.1031	13.4%	0.0093	1.2%	91%	False	False	38,199
100	0.7818	0.6787	0.1031	13.4%	0.0082	1.1%	91%	False	False	30,572

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8038
2.618	0.7927
1.618	0.7859
1.000	0.7817
0.618	0.7791
HIGH	0.7749
0.618	0.7723
0.500	0.7715
0.382	0.7707
LOW	0.7681
0.618	0.7639
1.000	0.7613
1.618	0.7571
2.618	0.7503
4.250	0.7392

Fisher Pivots for day following 26-Apr-2016
Pivot	1 day	3 day
R1	0.7719	0.7719
PP	0.7717	0.7718
S1	0.7715	0.7716

Download as Excel Spreadsheet

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

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