CME Australian Dollar Future June 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	0.7455	0.7484	0.0029	0.4%	0.7177
High	0.7481	0.7504	0.0023	0.3%	0.7367
Low	0.7429	0.7420	-0.0009	-0.1%	0.7145
Close	0.7476	0.7445	-0.0031	-0.4%	0.7363
Range	0.0052	0.0084	0.0032	61.5%	0.0222
ATR	0.0085	0.0084	0.0000	0.0%	0.0000
Volume	104,025	122,582	18,557	17.8%	509,684

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7708	0.7661	0.7491
R3	0.7624	0.7577	0.7468
R2	0.7540	0.7540	0.7460
R1	0.7493	0.7493	0.7453	0.7475
PP	0.7456	0.7456	0.7456	0.7447
S1	0.7409	0.7409	0.7437	0.7391
S2	0.7372	0.7372	0.7430
S3	0.7288	0.7325	0.7422
S4	0.7204	0.7241	0.7399

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	0.7504	0.7216	0.0288	3.9%	0.0092	1.2%	80%	True	False	115,771
10	0.7504	0.7145	0.0359	4.8%	0.0087	1.2%	84%	True	False	112,738
20	0.7504	0.7140	0.0364	4.9%	0.0078	1.0%	84%	True	False	104,555
40	0.7818	0.7140	0.0678	9.1%	0.0087	1.2%	45%	False	False	102,758
60	0.7818	0.7140	0.0678	9.1%	0.0091	1.2%	45%	False	False	98,022
80	0.7818	0.7034	0.0784	10.5%	0.0091	1.2%	52%	False	False	79,183
100	0.7818	0.6787	0.1031	13.8%	0.0091	1.2%	64%	False	False	63,416
120	0.7818	0.6787	0.1031	13.8%	0.0088	1.2%	64%	False	False	52,874

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7724
1.618	0.7640
1.000	0.7588
0.618	0.7556
HIGH	0.7504
0.618	0.7472
0.500	0.7462
0.382	0.7452
LOW	0.7420
0.618	0.7368
1.000	0.7336
1.618	0.7284
2.618	0.7200
4.250	0.7063

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	0.7462	0.7440
PP	0.7456	0.7436
S1	0.7451	0.7431

Download as Excel Spreadsheet

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

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