CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 25-Jan-2017

Day Change Summary
	Previous	Current
	24-Jan-2017	25-Jan-2017	Change	Change %	Previous Week
Open	0.7589	0.7576	-0.0013	-0.2%	0.7477
High	0.7601	0.7590	-0.0011	-0.1%	0.7580
Low	0.7544	0.7508	-0.0036	-0.5%	0.7448
Close	0.7571	0.7551	-0.0020	-0.3%	0.7553
Range	0.0057	0.0082	0.0025	43.9%	0.0132
ATR	0.0070	0.0071	0.0001	1.2%	0.0000
Volume	80,965	112,655	31,690	39.1%	386,562

Daily Pivots for day following 25-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7796	0.7755	0.7596
R3	0.7714	0.7673	0.7574
R2	0.7632	0.7632	0.7566
R1	0.7591	0.7591	0.7559	0.7571
PP	0.7550	0.7550	0.7550	0.7539
S1	0.7509	0.7509	0.7543	0.7488
S2	0.7468	0.7468	0.7536
S3	0.7386	0.7427	0.7528
S4	0.7304	0.7345	0.7506

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7870	0.7626
R3	0.7791	0.7738	0.7589
R2	0.7659	0.7659	0.7577
R1	0.7606	0.7606	0.7565	0.7633
PP	0.7527	0.7527	0.7527	0.7540
S1	0.7474	0.7474	0.7541	0.7501
S2	0.7395	0.7395	0.7529
S3	0.7263	0.7342	0.7517
S4	0.7131	0.7210	0.7480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7601	0.7484	0.0117	1.5%	0.0066	0.9%	57%	False	False	89,808
10	0.7601	0.7341	0.0260	3.4%	0.0077	1.0%	81%	False	False	98,012
20	0.7601	0.7150	0.0451	6.0%	0.0068	0.9%	89%	False	False	84,249
40	0.7601	0.7146	0.0455	6.0%	0.0070	0.9%	89%	False	False	56,119
60	0.7754	0.7146	0.0608	8.1%	0.0074	1.0%	67%	False	False	37,600
80	0.7754	0.7146	0.0608	8.1%	0.0071	0.9%	67%	False	False	28,253
100	0.7754	0.7146	0.0608	8.1%	0.0068	0.9%	67%	False	False	22,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7939
2.618	0.7805
1.618	0.7723
1.000	0.7672
0.618	0.7641
HIGH	0.7590
0.618	0.7559
0.500	0.7549
0.382	0.7539
LOW	0.7508
0.618	0.7457
1.000	0.7426
1.618	0.7375
2.618	0.7293
4.250	0.7159

Fisher Pivots for day following 25-Jan-2017
Pivot	1 day	3 day
R1	0.7550	0.7555
PP	0.7550	0.7553
S1	0.7549	0.7552

Download as Excel Spreadsheet

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

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