CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	0.7305	0.7362	0.0057	0.8%	0.7593
High	0.7365	0.7395	0.0030	0.4%	0.7708
Low	0.7290	0.7326	0.0036	0.5%	0.7328
Close	0.7349	0.7368	0.0019	0.3%	0.7351
Range	0.0075	0.0069	-0.0006	-8.0%	0.0380
ATR	0.0099	0.0096	-0.0002	-2.1%	0.0000
Volume	95,089	91,840	-3,249	-3.4%	571,447

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7538	0.7406
R3	0.7501	0.7469	0.7387
R2	0.7432	0.7432	0.7381
R1	0.7400	0.7400	0.7374	0.7416
PP	0.7363	0.7363	0.7363	0.7371
S1	0.7331	0.7331	0.7362	0.7347
S2	0.7294	0.7294	0.7355
S3	0.7225	0.7262	0.7349
S4	0.7156	0.7193	0.7330

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	0.7503	0.7290	0.0213	2.9%	0.0084	1.1%	37%	False	False	98,088
10	0.7708	0.7290	0.0418	5.7%	0.0097	1.3%	19%	False	False	104,464
20	0.7818	0.7290	0.0528	7.2%	0.0096	1.3%	15%	False	False	100,961
40	0.7818	0.7290	0.0528	7.2%	0.0098	1.3%	15%	False	False	94,755
60	0.7818	0.7034	0.0784	10.6%	0.0095	1.3%	43%	False	False	70,726
80	0.7818	0.6787	0.1031	14.0%	0.0095	1.3%	56%	False	False	53,131
100	0.7818	0.6787	0.1031	14.0%	0.0090	1.2%	56%	False	False	42,538
120	0.7818	0.6787	0.1031	14.0%	0.0079	1.1%	56%	False	False	35,452

Crabel Price Patterns
NR	True
NR4	True
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7576
1.618	0.7507
1.000	0.7464
0.618	0.7438
HIGH	0.7395
0.618	0.7369
0.500	0.7361
0.382	0.7352
LOW	0.7326
0.618	0.7283
1.000	0.7257
1.618	0.7214
2.618	0.7145
4.250	0.7033

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	0.7366	0.7360
PP	0.7363	0.7351
S1	0.7361	0.7343

Download as Excel Spreadsheet

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

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