CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	0.7221	0.7177	-0.0044	-0.6%	0.7221
High	0.7230	0.7264	0.0034	0.5%	0.7254
Low	0.7168	0.7145	-0.0023	-0.3%	0.7140
Close	0.7195	0.7213	0.0018	0.3%	0.7195
Range	0.0062	0.0119	0.0057	91.9%	0.0114
ATR	0.0080	0.0083	0.0003	3.4%	0.0000
Volume	89,527	150,468	60,941	68.1%	461,933

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7564	0.7508	0.7278
R3	0.7445	0.7389	0.7246
R2	0.7326	0.7326	0.7235
R1	0.7270	0.7270	0.7224	0.7298
PP	0.7207	0.7207	0.7207	0.7222
S1	0.7151	0.7151	0.7202	0.7179
S2	0.7088	0.7088	0.7191
S3	0.6969	0.7032	0.7180
S4	0.6850	0.6913	0.7148

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7538	0.7481	0.7258
R3	0.7424	0.7367	0.7226
R2	0.7310	0.7310	0.7216
R1	0.7253	0.7253	0.7205	0.7225
PP	0.7196	0.7196	0.7196	0.7182
S1	0.7139	0.7139	0.7185	0.7111
S2	0.7082	0.7082	0.7174
S3	0.6968	0.7025	0.7164
S4	0.6854	0.6911	0.7132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7264	0.7140	0.0124	1.7%	0.0079	1.1%	59%	True	False	107,527
10	0.7359	0.7140	0.0219	3.0%	0.0076	1.0%	33%	False	False	103,109
20	0.7708	0.7140	0.0568	7.9%	0.0084	1.2%	13%	False	False	103,879
40	0.7818	0.7140	0.0678	9.4%	0.0090	1.2%	11%	False	False	99,816
60	0.7818	0.7140	0.0678	9.4%	0.0092	1.3%	11%	False	False	92,080
80	0.7818	0.6936	0.0882	12.2%	0.0092	1.3%	31%	False	False	69,358
100	0.7818	0.6787	0.1031	14.3%	0.0092	1.3%	41%	False	False	55,545
120	0.7818	0.6787	0.1031	14.3%	0.0086	1.2%	41%	False	False	46,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7770
2.618	0.7576
1.618	0.7457
1.000	0.7383
0.618	0.7338
HIGH	0.7264
0.618	0.7219
0.500	0.7205
0.382	0.7190
LOW	0.7145
0.618	0.7071
1.000	0.7026
1.618	0.6952
2.618	0.6833
4.250	0.6639

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	0.7210	0.7210
PP	0.7207	0.7207
S1	0.7205	0.7205

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

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