CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 19-May-2016

Day Change Summary
	Previous	Current
	18-May-2016	19-May-2016	Change	Change %	Previous Week
Open	0.7317	0.7217	-0.0100	-1.4%	0.7354
High	0.7319	0.7236	-0.0083	-1.1%	0.7395
Low	0.7214	0.7169	-0.0045	-0.6%	0.7246
Close	0.7229	0.7215	-0.0014	-0.2%	0.7264
Range	0.0105	0.0067	-0.0038	-36.2%	0.0149
ATR	0.0091	0.0090	-0.0002	-1.9%	0.0000
Volume	128,243	116,003	-12,240	-9.5%	476,778

Daily Pivots for day following 19-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7408	0.7378	0.7252
R3	0.7341	0.7311	0.7233
R2	0.7274	0.7274	0.7227
R1	0.7244	0.7244	0.7221	0.7226
PP	0.7207	0.7207	0.7207	0.7197
S1	0.7177	0.7177	0.7209	0.7159
S2	0.7140	0.7140	0.7203
S3	0.7073	0.7110	0.7197
S4	0.7006	0.7043	0.7178

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7655	0.7346
R3	0.7600	0.7506	0.7305
R2	0.7451	0.7451	0.7291
R1	0.7357	0.7357	0.7278	0.7330
PP	0.7302	0.7302	0.7302	0.7288
S1	0.7208	0.7208	0.7250	0.7181
S2	0.7153	0.7153	0.7237
S3	0.7004	0.7059	0.7223
S4	0.6855	0.6910	0.7182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7359	0.7169	0.0190	2.6%	0.0077	1.1%	24%	False	True	104,249
10	0.7468	0.7169	0.0299	4.1%	0.0082	1.1%	15%	False	True	102,003
20	0.7757	0.7169	0.0588	8.1%	0.0091	1.3%	8%	False	True	103,089
40	0.7818	0.7169	0.0649	9.0%	0.0093	1.3%	7%	False	True	96,999
60	0.7818	0.7077	0.0741	10.3%	0.0095	1.3%	19%	False	False	80,981
80	0.7818	0.6936	0.0882	12.2%	0.0094	1.3%	32%	False	False	60,855
100	0.7818	0.6787	0.1031	14.3%	0.0092	1.3%	42%	False	False	48,729
120	0.7818	0.6787	0.1031	14.3%	0.0082	1.1%	42%	False	False	40,614

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7521
2.618	0.7411
1.618	0.7344
1.000	0.7303
0.618	0.7277
HIGH	0.7236
0.618	0.7210
0.500	0.7203
0.382	0.7195
LOW	0.7169
0.618	0.7128
1.000	0.7102
1.618	0.7061
2.618	0.6994
4.250	0.6884

Fisher Pivots for day following 19-May-2016
Pivot	1 day	3 day
R1	0.7211	0.7264
PP	0.7207	0.7248
S1	0.7203	0.7231

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

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