CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	0.7361	0.7455	0.0094	1.3%	0.7177
High	0.7463	0.7481	0.0018	0.2%	0.7367
Low	0.7358	0.7429	0.0071	1.0%	0.7145
Close	0.7454	0.7476	0.0022	0.3%	0.7363
Range	0.0105	0.0052	-0.0053	-50.5%	0.0222
ATR	0.0087	0.0085	-0.0003	-2.9%	0.0000
Volume	99,498	104,025	4,527	4.5%	509,684

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7618	0.7599	0.7505
R3	0.7566	0.7547	0.7490
R2	0.7514	0.7514	0.7486
R1	0.7495	0.7495	0.7481	0.7505
PP	0.7462	0.7462	0.7462	0.7467
S1	0.7443	0.7443	0.7471	0.7453
S2	0.7410	0.7410	0.7466
S3	0.7358	0.7391	0.7462
S4	0.7306	0.7339	0.7447

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7958	0.7882	0.7485
R3	0.7736	0.7660	0.7424
R2	0.7514	0.7514	0.7404
R1	0.7438	0.7438	0.7383	0.7476
PP	0.7292	0.7292	0.7292	0.7311
S1	0.7216	0.7216	0.7343	0.7254
S2	0.7070	0.7070	0.7322
S3	0.6848	0.6994	0.7302
S4	0.6626	0.6772	0.7241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7481	0.7198	0.0283	3.8%	0.0089	1.2%	98%	True	False	109,303
10	0.7481	0.7145	0.0336	4.5%	0.0083	1.1%	99%	True	False	109,625
20	0.7481	0.7140	0.0341	4.6%	0.0077	1.0%	99%	True	False	103,018
40	0.7818	0.7140	0.0678	9.1%	0.0087	1.2%	50%	False	False	101,827
60	0.7818	0.7140	0.0678	9.1%	0.0091	1.2%	50%	False	False	97,321
80	0.7818	0.7034	0.0784	10.5%	0.0091	1.2%	56%	False	False	77,660
100	0.7818	0.6787	0.1031	13.8%	0.0092	1.2%	67%	False	False	62,192
120	0.7818	0.6787	0.1031	13.8%	0.0088	1.2%	67%	False	False	51,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7617
1.618	0.7565
1.000	0.7533
0.618	0.7513
HIGH	0.7481
0.618	0.7461
0.500	0.7455
0.382	0.7449
LOW	0.7429
0.618	0.7397
1.000	0.7377
1.618	0.7345
2.618	0.7293
4.250	0.7208

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	0.7469	0.7450
PP	0.7462	0.7423
S1	0.7455	0.7397

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

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