CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 29-Apr-2016

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	0.7579	0.7613	0.0034	0.4%	0.7692
High	0.7645	0.7655	0.0010	0.1%	0.7750
Low	0.7564	0.7574	0.0010	0.1%	0.7533
Close	0.7622	0.7587	-0.0035	-0.5%	0.7587
Range	0.0081	0.0081	0.0000	0.0%	0.0217
ATR	0.0097	0.0096	-0.0001	-1.2%	0.0000
Volume	105,652	91,838	-13,814	-13.1%	492,899

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7848	0.7799	0.7632
R3	0.7767	0.7718	0.7609
R2	0.7686	0.7686	0.7602
R1	0.7637	0.7637	0.7594	0.7621
PP	0.7605	0.7605	0.7605	0.7598
S1	0.7556	0.7556	0.7580	0.7540
S2	0.7524	0.7524	0.7572
S3	0.7443	0.7475	0.7565
S4	0.7362	0.7394	0.7542

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8148	0.7706
R3	0.8057	0.7931	0.7647
R2	0.7840	0.7840	0.7627
R1	0.7714	0.7714	0.7607	0.7669
PP	0.7623	0.7623	0.7623	0.7601
S1	0.7497	0.7497	0.7567	0.7452
S2	0.7406	0.7406	0.7547
S3	0.7189	0.7280	0.7527
S4	0.6972	0.7063	0.7468

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7750	0.7533	0.0217	2.9%	0.0097	1.3%	25%	False	False	98,579
10	0.7818	0.7533	0.0285	3.8%	0.0094	1.2%	19%	False	False	99,266
20	0.7818	0.7470	0.0348	4.6%	0.0096	1.3%	34%	False	False	95,371
40	0.7818	0.7310	0.0508	6.7%	0.0097	1.3%	55%	False	False	84,526
60	0.7818	0.6936	0.0882	11.6%	0.0095	1.2%	74%	False	False	56,660
80	0.7818	0.6787	0.1031	13.6%	0.0095	1.2%	78%	False	False	42,565
100	0.7818	0.6787	0.1031	13.6%	0.0085	1.1%	78%	False	False	34,071
120	0.7818	0.6787	0.1031	13.6%	0.0072	1.0%	78%	False	False	28,393

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.7999
2.618	0.7867
1.618	0.7786
1.000	0.7736
0.618	0.7705
HIGH	0.7655
0.618	0.7624
0.500	0.7615
0.382	0.7605
LOW	0.7574
0.618	0.7524
1.000	0.7493
1.618	0.7443
2.618	0.7362
4.250	0.7230

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	0.7615	0.7642
PP	0.7605	0.7623
S1	0.7596	0.7605

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

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