CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 02-Mar-2017

Day Change Summary
	Previous	Current
	01-Mar-2017	02-Mar-2017	Change	Change %	Previous Week
Open	0.7650	0.7680	0.0030	0.4%	0.7670
High	0.7698	0.7680	-0.0018	-0.2%	0.7738
Low	0.7633	0.7556	-0.0077	-1.0%	0.7646
Close	0.7672	0.7566	-0.0106	-1.4%	0.7670
Range	0.0065	0.0124	0.0059	90.8%	0.0092
ATR	0.0062	0.0066	0.0004	7.2%	0.0000
Volume	102,930	121,362	18,432	17.9%	321,499

Daily Pivots for day following 02-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7973	0.7893	0.7634
R3	0.7849	0.7769	0.7600
R2	0.7725	0.7725	0.7589
R1	0.7645	0.7645	0.7577	0.7623
PP	0.7601	0.7601	0.7601	0.7590
S1	0.7521	0.7521	0.7555	0.7499
S2	0.7477	0.7477	0.7543
S3	0.7353	0.7397	0.7532
S4	0.7229	0.7273	0.7498

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7907	0.7721
R3	0.7869	0.7815	0.7695
R2	0.7777	0.7777	0.7687
R1	0.7723	0.7723	0.7678	0.7716
PP	0.7685	0.7685	0.7685	0.7681
S1	0.7631	0.7631	0.7662	0.7624
S2	0.7593	0.7593	0.7653
S3	0.7501	0.7539	0.7645
S4	0.7409	0.7447	0.7619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7718	0.7556	0.0162	2.1%	0.0069	0.9%	6%	False	True	87,722
10	0.7738	0.7556	0.0182	2.4%	0.0062	0.8%	5%	False	True	83,116
20	0.7738	0.7556	0.0182	2.4%	0.0066	0.9%	5%	False	True	82,030
40	0.7738	0.7205	0.0533	7.0%	0.0068	0.9%	68%	False	False	85,633
60	0.7738	0.7146	0.0592	7.8%	0.0067	0.9%	71%	False	False	70,768
80	0.7754	0.7146	0.0608	8.0%	0.0072	0.9%	69%	False	False	53,320
100	0.7754	0.7146	0.0608	8.0%	0.0070	0.9%	69%	False	False	42,703
120	0.7754	0.7146	0.0608	8.0%	0.0068	0.9%	69%	False	False	35,598

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	0.8207
2.618	0.8005
1.618	0.7881
1.000	0.7804
0.618	0.7757
HIGH	0.7680
0.618	0.7633
0.500	0.7618
0.382	0.7603
LOW	0.7556
0.618	0.7479
1.000	0.7432
1.618	0.7355
2.618	0.7231
4.250	0.7029

Fisher Pivots for day following 02-Mar-2017
Pivot	1 day	3 day
R1	0.7618	0.7627
PP	0.7601	0.7607
S1	0.7583	0.7586

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

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