CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 28-Apr-2016

Day Change Summary
	Previous	Current
	27-Apr-2016	28-Apr-2016	Change	Change %	Previous Week
Open	0.7731	0.7579	-0.0152	-2.0%	0.7648
High	0.7750	0.7645	-0.0105	-1.4%	0.7818
Low	0.7533	0.7564	0.0031	0.4%	0.7612
Close	0.7562	0.7622	0.0060	0.8%	0.7692
Range	0.0217	0.0081	-0.0136	-62.7%	0.0206
ATR	0.0098	0.0097	-0.0001	-1.1%	0.0000
Volume	152,477	105,652	-46,825	-30.7%	499,766

Daily Pivots for day following 28-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7819	0.7667
R3	0.7772	0.7738	0.7644
R2	0.7691	0.7691	0.7637
R1	0.7657	0.7657	0.7629	0.7674
PP	0.7610	0.7610	0.7610	0.7619
S1	0.7576	0.7576	0.7615	0.7593
S2	0.7529	0.7529	0.7607
S3	0.7448	0.7495	0.7600
S4	0.7367	0.7414	0.7577

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	0.7757	0.7533	0.0224	2.9%	0.0097	1.3%	40%	False	False	100,683
10	0.7818	0.7533	0.0285	3.7%	0.0091	1.2%	31%	False	False	98,042
20	0.7818	0.7470	0.0348	4.6%	0.0097	1.3%	44%	False	False	96,307
40	0.7818	0.7250	0.0568	7.5%	0.0097	1.3%	65%	False	False	82,313
60	0.7818	0.6936	0.0882	11.6%	0.0096	1.3%	78%	False	False	55,139
80	0.7818	0.6787	0.1031	13.5%	0.0095	1.2%	81%	False	False	41,418
100	0.7818	0.6787	0.1031	13.5%	0.0085	1.1%	81%	False	False	33,153
120	0.7818	0.6787	0.1031	13.5%	0.0072	0.9%	81%	False	False	27,627

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

Fibonacci Retracements and Extensions
4.250	0.7989
2.618	0.7857
1.618	0.7776
1.000	0.7726
0.618	0.7695
HIGH	0.7645
0.618	0.7614
0.500	0.7605
0.382	0.7595
LOW	0.7564
0.618	0.7514
1.000	0.7483
1.618	0.7433
2.618	0.7352
4.250	0.7220

Fisher Pivots for day following 28-Apr-2016
Pivot	1 day	3 day
R1	0.7616	0.7642
PP	0.7610	0.7635
S1	0.7605	0.7629

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

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