CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 23-May-2016

Day Change Summary
	Previous	Current
	20-May-2016	23-May-2016	Change	Change %	Previous Week
Open	0.7218	0.7221	0.0003	0.0%	0.7246
High	0.7243	0.7254	0.0011	0.2%	0.7359
Low	0.7205	0.7188	-0.0017	-0.2%	0.7169
Close	0.7214	0.7216	0.0002	0.0%	0.7214
Range	0.0038	0.0066	0.0028	73.7%	0.0190
ATR	0.0086	0.0084	-0.0001	-1.7%	0.0000
Volume	70,484	74,765	4,281	6.1%	488,801

Daily Pivots for day following 23-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7383	0.7252
R3	0.7351	0.7317	0.7234
R2	0.7285	0.7285	0.7228
R1	0.7251	0.7251	0.7222	0.7235
PP	0.7219	0.7219	0.7219	0.7212
S1	0.7185	0.7185	0.7210	0.7169
S2	0.7153	0.7153	0.7204
S3	0.7087	0.7119	0.7198
S4	0.7021	0.7053	0.7180

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7706	0.7319
R3	0.7627	0.7516	0.7266
R2	0.7437	0.7437	0.7249
R1	0.7326	0.7326	0.7231	0.7287
PP	0.7247	0.7247	0.7247	0.7228
S1	0.7136	0.7136	0.7197	0.7097
S2	0.7057	0.7057	0.7179
S3	0.6867	0.6946	0.7162
S4	0.6677	0.6756	0.7110

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%	0.0072	1.0%	25%	False	False	98,691
10	0.7395	0.7169	0.0226	3.1%	0.0070	1.0%	21%	False	False	95,156
20	0.7750	0.7169	0.0581	8.1%	0.0091	1.3%	8%	False	False	102,256
40	0.7818	0.7169	0.0649	9.0%	0.0093	1.3%	7%	False	False	98,074
60	0.7818	0.7077	0.0741	10.3%	0.0093	1.3%	19%	False	False	83,359
80	0.7818	0.6936	0.0882	12.2%	0.0093	1.3%	32%	False	False	62,663
100	0.7818	0.6787	0.1031	14.3%	0.0092	1.3%	42%	False	False	50,177
120	0.7818	0.6787	0.1031	14.3%	0.0083	1.2%	42%	False	False	41,824

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7535
2.618	0.7427
1.618	0.7361
1.000	0.7320
0.618	0.7295
HIGH	0.7254
0.618	0.7229
0.500	0.7221
0.382	0.7213
LOW	0.7188
0.618	0.7147
1.000	0.7122
1.618	0.7081
2.618	0.7015
4.250	0.6908

Fisher Pivots for day following 23-May-2016
Pivot	1 day	3 day
R1	0.7221	0.7215
PP	0.7219	0.7213
S1	0.7218	0.7212

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

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