CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	0.7430	0.7473	0.0043	0.6%	0.7283
High	0.7508	0.7499	-0.0009	-0.1%	0.7508
Low	0.7419	0.7439	0.0020	0.3%	0.7282
Close	0.7481	0.7492	0.0011	0.1%	0.7492
Range	0.0089	0.0060	-0.0029	-32.6%	0.0226
ATR	0.0072	0.0071	-0.0001	-1.2%	0.0000
Volume	101,179	96,814	-4,365	-4.3%	473,004

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7657	0.7634	0.7525
R3	0.7597	0.7574	0.7509
R2	0.7537	0.7537	0.7503
R1	0.7514	0.7514	0.7498	0.7526
PP	0.7477	0.7477	0.7477	0.7482
S1	0.7454	0.7454	0.7487	0.7466
S2	0.7417	0.7417	0.7481
S3	0.7357	0.7394	0.7476
S4	0.7297	0.7334	0.7459

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8025	0.7616
R3	0.7879	0.7799	0.7554
R2	0.7653	0.7653	0.7533
R1	0.7573	0.7573	0.7513	0.7613
PP	0.7427	0.7427	0.7427	0.7448
S1	0.7347	0.7347	0.7471	0.7387
S2	0.7201	0.7201	0.7451
S3	0.6975	0.7121	0.7430
S4	0.6749	0.6895	0.7368

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7508	0.7282	0.0226	3.0%	0.0081	1.1%	93%	False	False	94,600
10	0.7508	0.7180	0.0328	4.4%	0.0072	1.0%	95%	False	False	90,000
20	0.7508	0.7146	0.0362	4.8%	0.0067	0.9%	96%	False	False	74,281
40	0.7548	0.7146	0.0402	5.4%	0.0072	1.0%	86%	False	False	39,861
60	0.7754	0.7146	0.0608	8.1%	0.0073	1.0%	57%	False	False	26,697
80	0.7754	0.7146	0.0608	8.1%	0.0070	0.9%	57%	False	False	20,053

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7754
2.618	0.7656
1.618	0.7596
1.000	0.7559
0.618	0.7536
HIGH	0.7499
0.618	0.7476
0.500	0.7469
0.382	0.7462
LOW	0.7439
0.618	0.7402
1.000	0.7379
1.618	0.7342
2.618	0.7282
4.250	0.7184

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	0.7484	0.7470
PP	0.7477	0.7447
S1	0.7469	0.7425

Download as Excel Spreadsheet

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

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