CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	0.7565	0.7522	-0.0043	-0.6%	0.7552
High	0.7577	0.7566	-0.0011	-0.1%	0.7601
Low	0.7514	0.7504	-0.0010	-0.1%	0.7504
Close	0.7544	0.7544	0.0000	0.0%	0.7544
Range	0.0063	0.0062	-0.0001	-1.6%	0.0097
ATR	0.0070	0.0070	-0.0001	-0.9%	0.0000
Volume	64,729	71,998	7,269	11.2%	406,648

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7724	0.7696	0.7578
R3	0.7662	0.7634	0.7561
R2	0.7600	0.7600	0.7555
R1	0.7572	0.7572	0.7550	0.7586
PP	0.7538	0.7538	0.7538	0.7545
S1	0.7510	0.7510	0.7538	0.7524
S2	0.7476	0.7476	0.7533
S3	0.7414	0.7448	0.7527
S4	0.7352	0.7386	0.7510

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7789	0.7597
R3	0.7744	0.7692	0.7571
R2	0.7647	0.7647	0.7562
R1	0.7595	0.7595	0.7553	0.7573
PP	0.7550	0.7550	0.7550	0.7538
S1	0.7498	0.7498	0.7535	0.7476
S2	0.7453	0.7453	0.7526
S3	0.7356	0.7401	0.7517
S4	0.7259	0.7304	0.7491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7601	0.7504	0.0097	1.3%	0.0060	0.8%	41%	False	True	81,329
10	0.7601	0.7439	0.0162	2.1%	0.0069	0.9%	65%	False	False	89,002
20	0.7601	0.7165	0.0436	5.8%	0.0070	0.9%	87%	False	False	87,264
40	0.7601	0.7146	0.0455	6.0%	0.0070	0.9%	87%	False	False	59,483
60	0.7754	0.7146	0.0608	8.1%	0.0074	1.0%	65%	False	False	39,871
80	0.7754	0.7146	0.0608	8.1%	0.0071	0.9%	65%	False	False	29,960
100	0.7754	0.7146	0.0608	8.1%	0.0069	0.9%	65%	False	False	23,980

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7829
2.618	0.7728
1.618	0.7666
1.000	0.7628
0.618	0.7604
HIGH	0.7566
0.618	0.7542
0.500	0.7535
0.382	0.7528
LOW	0.7504
0.618	0.7466
1.000	0.7442
1.618	0.7404
2.618	0.7342
4.250	0.7241

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	0.7541	0.7547
PP	0.7538	0.7546
S1	0.7535	0.7545

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

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