CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 18-Jan-2017

Day Change Summary
	Previous	Current
	17-Jan-2017	18-Jan-2017	Change	Change %	Previous Week
Open	0.7477	0.7550	0.0073	1.0%	0.7283
High	0.7560	0.7556	-0.0004	-0.1%	0.7508
Low	0.7448	0.7493	0.0045	0.6%	0.7282
Close	0.7554	0.7527	-0.0027	-0.4%	0.7492
Range	0.0112	0.0063	-0.0049	-43.8%	0.0226
ATR	0.0074	0.0073	-0.0001	-1.1%	0.0000
Volume	123,765	83,675	-40,090	-32.4%	473,004

Daily Pivots for day following 18-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7684	0.7562
R3	0.7651	0.7621	0.7544
R2	0.7588	0.7588	0.7539
R1	0.7558	0.7558	0.7533	0.7542
PP	0.7525	0.7525	0.7525	0.7517
S1	0.7495	0.7495	0.7521	0.7479
S2	0.7462	0.7462	0.7515
S3	0.7399	0.7432	0.7510
S4	0.7336	0.7369	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	0.7341	0.0219	2.9%	0.0089	1.2%	85%	False	False	106,216
10	0.7560	0.7205	0.0355	4.7%	0.0080	1.1%	91%	False	False	96,572
20	0.7560	0.7146	0.0414	5.5%	0.0066	0.9%	92%	False	False	77,450
40	0.7560	0.7146	0.0414	5.5%	0.0071	0.9%	92%	False	False	44,989
60	0.7754	0.7146	0.0608	8.1%	0.0073	1.0%	63%	False	False	30,139
80	0.7754	0.7146	0.0608	8.1%	0.0071	0.9%	63%	False	False	22,644

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7824
2.618	0.7721
1.618	0.7658
1.000	0.7619
0.618	0.7595
HIGH	0.7556
0.618	0.7532
0.500	0.7525
0.382	0.7517
LOW	0.7493
0.618	0.7454
1.000	0.7430
1.618	0.7391
2.618	0.7328
4.250	0.7225

Fisher Pivots for day following 18-Jan-2017
Pivot	1 day	3 day
R1	0.7526	0.7518
PP	0.7525	0.7509
S1	0.7525	0.7500

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

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