CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	0.7469	0.7448	-0.0021	-0.3%	0.7692
High	0.7506	0.7503	-0.0003	0.0%	0.7750
Low	0.7435	0.7445	0.0010	0.1%	0.7533
Close	0.7446	0.7449	0.0003	0.0%	0.7587
Range	0.0071	0.0058	-0.0013	-18.3%	0.0217
ATR	0.0102	0.0099	-0.0003	-3.1%	0.0000
Volume	113,082	89,794	-23,288	-20.6%	492,899

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7640	0.7602	0.7481
R3	0.7582	0.7544	0.7465
R2	0.7524	0.7524	0.7460
R1	0.7486	0.7486	0.7454	0.7505
PP	0.7466	0.7466	0.7466	0.7475
S1	0.7428	0.7428	0.7444	0.7447
S2	0.7408	0.7408	0.7438
S3	0.7350	0.7370	0.7433
S4	0.7292	0.7312	0.7417

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%	0.0106	1.4%	5%	False	False	107,668
10	0.7757	0.7435	0.0322	4.3%	0.0101	1.4%	4%	False	False	104,175
20	0.7818	0.7435	0.0383	5.1%	0.0096	1.3%	4%	False	False	98,625
40	0.7818	0.7385	0.0433	5.8%	0.0099	1.3%	15%	False	False	93,025
60	0.7818	0.6959	0.0859	11.5%	0.0095	1.3%	57%	False	False	64,077
80	0.7818	0.6787	0.1031	13.8%	0.0095	1.3%	64%	False	False	48,139
100	0.7818	0.6787	0.1031	13.8%	0.0088	1.2%	64%	False	False	38,536
120	0.7818	0.6787	0.1031	13.8%	0.0076	1.0%	64%	False	False	32,114

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

Fibonacci Retracements and Extensions
4.250	0.7750
2.618	0.7655
1.618	0.7597
1.000	0.7561
0.618	0.7539
HIGH	0.7503
0.618	0.7481
0.500	0.7474
0.382	0.7467
LOW	0.7445
0.618	0.7409
1.000	0.7387
1.618	0.7351
2.618	0.7293
4.250	0.7199

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	0.7474	0.7572
PP	0.7466	0.7531
S1	0.7457	0.7490

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

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