CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	0.7763	0.7765	0.0002	0.0%	0.7843
High	0.7774	0.7771	-0.0003	0.0%	0.7893
Low	0.7737	0.7726	-0.0011	-0.1%	0.7713
Close	0.7754	0.7761	0.0007	0.1%	0.7754
Range	0.0037	0.0045	0.0008	21.6%	0.0180
ATR	0.0072	0.0070	-0.0002	-2.7%	0.0000
Volume	103,251	88,105	-15,146	-14.7%	574,142

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7869	0.7786
R3	0.7843	0.7824	0.7773
R2	0.7798	0.7798	0.7769
R1	0.7779	0.7779	0.7765	0.7766
PP	0.7753	0.7753	0.7753	0.7746
S1	0.7734	0.7734	0.7757	0.7721
S2	0.7708	0.7708	0.7753
S3	0.7663	0.7689	0.7749
S4	0.7618	0.7644	0.7736

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8327	0.8220	0.7853
R3	0.8147	0.8040	0.7804
R2	0.7967	0.7967	0.7787
R1	0.7860	0.7860	0.7771	0.7824
PP	0.7787	0.7787	0.7787	0.7768
S1	0.7680	0.7680	0.7738	0.7644
S2	0.7607	0.7607	0.7721
S3	0.7427	0.7500	0.7705
S4	0.7247	0.7320	0.7655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7868	0.7713	0.0155	2.0%	0.0056	0.7%	31%	False	False	115,273
10	0.7934	0.7713	0.0221	2.8%	0.0062	0.8%	22%	False	False	109,238
20	0.7987	0.7713	0.0274	3.5%	0.0072	0.9%	18%	False	False	126,251
40	0.8135	0.7713	0.0422	5.4%	0.0073	0.9%	11%	False	False	128,813
60	0.8135	0.7498	0.0637	8.2%	0.0064	0.8%	41%	False	False	103,333
80	0.8135	0.7498	0.0637	8.2%	0.0060	0.8%	41%	False	False	77,686
100	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	41%	False	False	62,170
120	0.8135	0.7498	0.0637	8.2%	0.0057	0.7%	41%	False	False	51,815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7962
2.618	0.7889
1.618	0.7844
1.000	0.7816
0.618	0.7799
HIGH	0.7771
0.618	0.7754
0.500	0.7749
0.382	0.7743
LOW	0.7726
0.618	0.7698
1.000	0.7681
1.618	0.7653
2.618	0.7608
4.250	0.7535

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	0.7757	0.7755
PP	0.7753	0.7749
S1	0.7749	0.7744

Download as Excel Spreadsheet

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

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