CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	0.7283	0.7347	0.0064	0.9%	0.7186
High	0.7363	0.7373	0.0010	0.1%	0.7346
Low	0.7282	0.7319	0.0037	0.5%	0.7180
Close	0.7348	0.7357	0.0009	0.1%	0.7293
Range	0.0081	0.0054	-0.0027	-33.3%	0.0166
ATR	0.0068	0.0067	-0.0001	-1.5%	0.0000
Volume	66,640	82,722	16,082	24.1%	374,241

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7488	0.7387
R3	0.7458	0.7434	0.7372
R2	0.7404	0.7404	0.7367
R1	0.7380	0.7380	0.7362	0.7392
PP	0.7350	0.7350	0.7350	0.7356
S1	0.7326	0.7326	0.7352	0.7338
S2	0.7296	0.7296	0.7347
S3	0.7242	0.7272	0.7342
S4	0.7188	0.7218	0.7327

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7771	0.7698	0.7384
R3	0.7605	0.7532	0.7339
R2	0.7439	0.7439	0.7323
R1	0.7366	0.7366	0.7308	0.7402
PP	0.7273	0.7273	0.7273	0.7291
S1	0.7200	0.7200	0.7278	0.7237
S2	0.7107	0.7107	0.7263
S3	0.6941	0.7034	0.7247
S4	0.6775	0.6868	0.7202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7373	0.7205	0.0168	2.3%	0.0071	1.0%	90%	True	False	86,929
10	0.7373	0.7150	0.0223	3.0%	0.0058	0.8%	93%	True	False	70,486
20	0.7509	0.7146	0.0363	4.9%	0.0066	0.9%	58%	False	False	61,839
40	0.7606	0.7146	0.0460	6.3%	0.0070	1.0%	46%	False	False	31,810
60	0.7754	0.7146	0.0608	8.3%	0.0072	1.0%	35%	False	False	21,315
80	0.7754	0.7146	0.0608	8.3%	0.0068	0.9%	35%	False	False	16,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7603
2.618	0.7514
1.618	0.7460
1.000	0.7427
0.618	0.7406
HIGH	0.7373
0.618	0.7352
0.500	0.7346
0.382	0.7340
LOW	0.7319
0.618	0.7286
1.000	0.7265
1.618	0.7232
2.618	0.7178
4.250	0.7090

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	0.7353	0.7347
PP	0.7350	0.7336
S1	0.7346	0.7326

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

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