CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 04-May-2016

Day Change Summary
	Previous	Current
	03-May-2016	04-May-2016	Change	Change %	Previous Week
Open	0.7651	0.7469	-0.0182	-2.4%	0.7692
High	0.7708	0.7506	-0.0202	-2.6%	0.7750
Low	0.7467	0.7435	-0.0032	-0.4%	0.7533
Close	0.7474	0.7446	-0.0028	-0.4%	0.7587
Range	0.0241	0.0071	-0.0170	-70.5%	0.0217
ATR	0.0105	0.0102	-0.0002	-2.3%	0.0000
Volume	171,784	113,082	-58,702	-34.2%	492,899

Daily Pivots for day following 04-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7675	0.7632	0.7485
R3	0.7604	0.7561	0.7466
R2	0.7533	0.7533	0.7459
R1	0.7490	0.7490	0.7453	0.7476
PP	0.7462	0.7462	0.7462	0.7456
S1	0.7419	0.7419	0.7439	0.7405
S2	0.7391	0.7391	0.7433
S3	0.7320	0.7348	0.7426
S4	0.7249	0.7277	0.7407

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	0.7708	0.7435	0.0273	3.7%	0.0110	1.5%	4%	False	True	110,840
10	0.7818	0.7435	0.0383	5.1%	0.0106	1.4%	3%	False	True	107,068
20	0.7818	0.7435	0.0383	5.1%	0.0101	1.4%	3%	False	True	99,784
40	0.7818	0.7380	0.0438	5.9%	0.0100	1.3%	15%	False	False	92,396
60	0.7818	0.6936	0.0882	11.8%	0.0097	1.3%	58%	False	False	62,588
80	0.7818	0.6787	0.1031	13.8%	0.0096	1.3%	64%	False	False	47,018
100	0.7818	0.6787	0.1031	13.8%	0.0088	1.2%	64%	False	False	37,638
120	0.7818	0.6787	0.1031	13.8%	0.0076	1.0%	64%	False	False	31,365

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0029
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7808
2.618	0.7692
1.618	0.7621
1.000	0.7577
0.618	0.7550
HIGH	0.7506
0.618	0.7479
0.500	0.7471
0.382	0.7462
LOW	0.7435
0.618	0.7391
1.000	0.7364
1.618	0.7320
2.618	0.7249
4.250	0.7133

Fisher Pivots for day following 04-May-2016
Pivot	1 day	3 day
R1	0.7471	0.7572
PP	0.7462	0.7530
S1	0.7454	0.7488

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

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