CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 23-Feb-2018

Day Change Summary
	Previous	Current
	22-Feb-2018	23-Feb-2018	Change	Change %	Previous Week
Open	0.7799	0.7839	0.0040	0.5%	0.7909
High	0.7859	0.7846	-0.0013	-0.2%	0.7934
Low	0.7790	0.7803	0.0013	0.2%	0.7790
Close	0.7844	0.7835	-0.0009	-0.1%	0.7835
Range	0.0069	0.0043	-0.0026	-37.7%	0.0144
ATR	0.0079	0.0076	-0.0003	-3.3%	0.0000
Volume	96,905	75,676	-21,229	-21.9%	430,139

Daily Pivots for day following 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7939	0.7859
R3	0.7914	0.7896	0.7847
R2	0.7871	0.7871	0.7843
R1	0.7853	0.7853	0.7839	0.7841
PP	0.7828	0.7828	0.7828	0.7822
S1	0.7810	0.7810	0.7831	0.7798
S2	0.7785	0.7785	0.7827
S3	0.7742	0.7767	0.7823
S4	0.7699	0.7724	0.7811

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8285	0.8204	0.7914
R3	0.8141	0.8060	0.7875
R2	0.7997	0.7997	0.7861
R1	0.7916	0.7916	0.7848	0.7885
PP	0.7853	0.7853	0.7853	0.7837
S1	0.7772	0.7772	0.7822	0.7741
S2	0.7709	0.7709	0.7809
S3	0.7565	0.7628	0.7795
S4	0.7421	0.7484	0.7756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7987	0.7790	0.0197	2.5%	0.0074	0.9%	23%	False	False	107,703
10	0.7987	0.7757	0.0230	2.9%	0.0078	1.0%	34%	False	False	117,679
20	0.8135	0.7757	0.0378	4.8%	0.0082	1.0%	21%	False	False	137,300
40	0.8135	0.7724	0.0411	5.2%	0.0071	0.9%	27%	False	False	122,546
60	0.8135	0.7498	0.0637	8.1%	0.0063	0.8%	53%	False	False	92,454
80	0.8135	0.7498	0.0637	8.1%	0.0059	0.8%	53%	False	False	69,420
100	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	53%	False	False	55,551
120	0.8135	0.7498	0.0637	8.1%	0.0056	0.7%	53%	False	False	46,298

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8029
2.618	0.7959
1.618	0.7916
1.000	0.7889
0.618	0.7873
HIGH	0.7846
0.618	0.7830
0.500	0.7825
0.382	0.7819
LOW	0.7803
0.618	0.7776
1.000	0.7760
1.618	0.7733
2.618	0.7690
4.250	0.7620

Fisher Pivots for day following 23-Feb-2018
Pivot	1 day	3 day
R1	0.7832	0.7847
PP	0.7828	0.7843
S1	0.7825	0.7839

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

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