CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	0.7550	0.7551	0.0001	0.0%	0.7552
High	0.7559	0.7598	0.0039	0.5%	0.7601
Low	0.7521	0.7535	0.0014	0.2%	0.7504
Close	0.7546	0.7578	0.0032	0.4%	0.7544
Range	0.0038	0.0063	0.0025	65.8%	0.0097
ATR	0.0068	0.0067	0.0000	-0.5%	0.0000
Volume	60,218	96,492	36,274	60.2%	406,648

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7759	0.7732	0.7613
R3	0.7696	0.7669	0.7595
R2	0.7633	0.7633	0.7590
R1	0.7606	0.7606	0.7584	0.7620
PP	0.7570	0.7570	0.7570	0.7577
S1	0.7543	0.7543	0.7572	0.7557
S2	0.7507	0.7507	0.7566
S3	0.7444	0.7480	0.7561
S4	0.7381	0.7417	0.7543

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	0.7598	0.7504	0.0094	1.2%	0.0062	0.8%	79%	True	False	81,218
10	0.7601	0.7484	0.0117	1.5%	0.0062	0.8%	80%	False	False	82,615
20	0.7601	0.7180	0.0421	5.6%	0.0070	0.9%	95%	False	False	89,858
40	0.7601	0.7146	0.0455	6.0%	0.0068	0.9%	95%	False	False	63,251
60	0.7754	0.7146	0.0608	8.0%	0.0073	1.0%	71%	False	False	42,475
80	0.7754	0.7146	0.0608	8.0%	0.0071	0.9%	71%	False	False	31,915
100	0.7754	0.7146	0.0608	8.0%	0.0069	0.9%	71%	False	False	25,547

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7866
2.618	0.7763
1.618	0.7700
1.000	0.7661
0.618	0.7637
HIGH	0.7598
0.618	0.7574
0.500	0.7567
0.382	0.7559
LOW	0.7535
0.618	0.7496
1.000	0.7472
1.618	0.7433
2.618	0.7370
4.250	0.7267

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	0.7574	0.7569
PP	0.7570	0.7560
S1	0.7567	0.7551

Download as Excel Spreadsheet

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

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