CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 19-Jan-2017

Day Change Summary
	Previous	Current
	18-Jan-2017	19-Jan-2017	Change	Change %	Previous Week
Open	0.7550	0.7504	-0.0046	-0.6%	0.7283
High	0.7556	0.7565	0.0009	0.1%	0.7508
Low	0.7493	0.7484	-0.0009	-0.1%	0.7282
Close	0.7527	0.7547	0.0020	0.3%	0.7492
Range	0.0063	0.0081	0.0018	28.6%	0.0226
ATR	0.0073	0.0074	0.0001	0.7%	0.0000
Volume	83,675	96,194	12,519	15.0%	473,004

Daily Pivots for day following 19-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7742	0.7592
R3	0.7694	0.7661	0.7569
R2	0.7613	0.7613	0.7562
R1	0.7580	0.7580	0.7554	0.7597
PP	0.7532	0.7532	0.7532	0.7540
S1	0.7499	0.7499	0.7540	0.7516
S2	0.7451	0.7451	0.7532
S3	0.7370	0.7418	0.7525
S4	0.7289	0.7337	0.7502

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	0.7565	0.7419	0.0146	1.9%	0.0081	1.1%	88%	True	False	100,325
10	0.7565	0.7262	0.0303	4.0%	0.0081	1.1%	94%	True	False	97,509
20	0.7565	0.7146	0.0419	5.6%	0.0066	0.9%	96%	True	False	78,593
40	0.7565	0.7146	0.0419	5.6%	0.0071	0.9%	96%	True	False	47,381
60	0.7754	0.7146	0.0608	8.1%	0.0074	1.0%	66%	False	False	31,741
80	0.7754	0.7146	0.0608	8.1%	0.0071	0.9%	66%	False	False	23,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
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	0.7909
2.618	0.7777
1.618	0.7696
1.000	0.7646
0.618	0.7615
HIGH	0.7565
0.618	0.7534
0.500	0.7525
0.382	0.7515
LOW	0.7484
0.618	0.7434
1.000	0.7403
1.618	0.7353
2.618	0.7272
4.250	0.7140

Fisher Pivots for day following 19-Jan-2017
Pivot	1 day	3 day
R1	0.7540	0.7534
PP	0.7532	0.7520
S1	0.7525	0.7507

Download as Excel Spreadsheet

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

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