CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 17-Jan-2017

Day Change Summary
	Previous	Current
	13-Jan-2017	17-Jan-2017	Change	Change %	Previous Week
Open	0.7473	0.7477	0.0004	0.1%	0.7283
High	0.7499	0.7560	0.0061	0.8%	0.7508
Low	0.7439	0.7448	0.0009	0.1%	0.7282
Close	0.7492	0.7554	0.0062	0.8%	0.7492
Range	0.0060	0.0112	0.0052	86.7%	0.0226
ATR	0.0071	0.0074	0.0003	4.1%	0.0000
Volume	96,814	123,765	26,951	27.8%	473,004

Daily Pivots for day following 17-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7857	0.7817	0.7616
R3	0.7745	0.7705	0.7585
R2	0.7633	0.7633	0.7575
R1	0.7593	0.7593	0.7564	0.7613
PP	0.7521	0.7521	0.7521	0.7531
S1	0.7481	0.7481	0.7544	0.7501
S2	0.7409	0.7409	0.7533
S3	0.7297	0.7369	0.7523
S4	0.7185	0.7257	0.7492

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	0.7560	0.7319	0.0241	3.2%	0.0087	1.2%	98%	True	False	106,025
10	0.7560	0.7180	0.0380	5.0%	0.0078	1.0%	98%	True	False	97,101
20	0.7560	0.7146	0.0414	5.5%	0.0068	0.9%	99%	True	False	77,823
40	0.7560	0.7146	0.0414	5.5%	0.0072	0.9%	99%	True	False	42,918
60	0.7754	0.7146	0.0608	8.0%	0.0074	1.0%	67%	False	False	28,746
80	0.7754	0.7146	0.0608	8.0%	0.0071	0.9%	67%	False	False	21,600

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8036
2.618	0.7853
1.618	0.7741
1.000	0.7672
0.618	0.7629
HIGH	0.7560
0.618	0.7517
0.500	0.7504
0.382	0.7491
LOW	0.7448
0.618	0.7379
1.000	0.7336
1.618	0.7267
2.618	0.7155
4.250	0.6972

Fisher Pivots for day following 17-Jan-2017
Pivot	1 day	3 day
R1	0.7537	0.7533
PP	0.7521	0.7511
S1	0.7504	0.7490

Download as Excel Spreadsheet

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

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