CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 10-May-2016

Day Change Summary
	Previous	Current
	09-May-2016	10-May-2016	Change	Change %	Previous Week
Open	0.7354	0.7305	-0.0049	-0.7%	0.7593
High	0.7376	0.7365	-0.0011	-0.1%	0.7708
Low	0.7298	0.7290	-0.0008	-0.1%	0.7328
Close	0.7310	0.7349	0.0039	0.5%	0.7351
Range	0.0078	0.0075	-0.0003	-3.8%	0.0380
ATR	0.0100	0.0099	-0.0002	-1.8%	0.0000
Volume	88,778	95,089	6,311	7.1%	571,447

Daily Pivots for day following 10-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7529	0.7390
R3	0.7485	0.7454	0.7370
R2	0.7410	0.7410	0.7363
R1	0.7379	0.7379	0.7356	0.7395
PP	0.7335	0.7335	0.7335	0.7342
S1	0.7304	0.7304	0.7342	0.7320
S2	0.7260	0.7260	0.7335
S3	0.7185	0.7229	0.7328
S4	0.7110	0.7154	0.7308

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8602	0.8357	0.7560
R3	0.8222	0.7977	0.7456
R2	0.7842	0.7842	0.7421
R1	0.7597	0.7597	0.7386	0.7530
PP	0.7462	0.7462	0.7462	0.7429
S1	0.7217	0.7217	0.7316	0.7150
S2	0.7082	0.7082	0.7281
S3	0.6702	0.6837	0.7247
S4	0.6322	0.6457	0.7142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7506	0.7290	0.0216	2.9%	0.0084	1.1%	27%	False	True	102,337
10	0.7750	0.7290	0.0460	6.3%	0.0112	1.5%	13%	False	True	110,528
20	0.7818	0.7290	0.0528	7.2%	0.0097	1.3%	11%	False	True	100,636
40	0.7818	0.7290	0.0528	7.2%	0.0098	1.3%	11%	False	True	94,472
60	0.7818	0.7034	0.0784	10.7%	0.0096	1.3%	40%	False	False	69,207
80	0.7818	0.6787	0.1031	14.0%	0.0096	1.3%	55%	False	False	51,986
100	0.7818	0.6787	0.1031	14.0%	0.0090	1.2%	55%	False	False	41,622
120	0.7818	0.6787	0.1031	14.0%	0.0078	1.1%	55%	False	False	34,687

Crabel Price Patterns
NR	True
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	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7684
2.618	0.7561
1.618	0.7486
1.000	0.7440
0.618	0.7411
HIGH	0.7365
0.618	0.7336
0.500	0.7328
0.382	0.7319
LOW	0.7290
0.618	0.7244
1.000	0.7215
1.618	0.7169
2.618	0.7094
4.250	0.6971

Fisher Pivots for day following 10-May-2016
Pivot	1 day	3 day
R1	0.7342	0.7379
PP	0.7335	0.7369
S1	0.7328	0.7359

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

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