CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	0.7573	0.7575	0.0002	0.0%	0.7552
High	0.7590	0.7690	0.0100	1.3%	0.7601
Low	0.7544	0.7571	0.0027	0.4%	0.7504
Close	0.7582	0.7654	0.0072	0.9%	0.7544
Range	0.0046	0.0119	0.0073	158.7%	0.0097
ATR	0.0066	0.0069	0.0004	5.8%	0.0000
Volume	76,514	101,791	25,277	33.0%	406,648

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7944	0.7719
R3	0.7876	0.7825	0.7687
R2	0.7757	0.7757	0.7676
R1	0.7706	0.7706	0.7665	0.7732
PP	0.7638	0.7638	0.7638	0.7651
S1	0.7587	0.7587	0.7643	0.7613
S2	0.7519	0.7519	0.7632
S3	0.7400	0.7468	0.7621
S4	0.7281	0.7349	0.7589

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	0.7690	0.7504	0.0186	2.4%	0.0066	0.9%	81%	True	False	81,402
10	0.7690	0.7504	0.0186	2.4%	0.0064	0.8%	81%	True	False	82,459
20	0.7690	0.7262	0.0428	5.6%	0.0072	0.9%	92%	True	False	89,984
40	0.7690	0.7146	0.0544	7.1%	0.0068	0.9%	93%	True	False	67,643
60	0.7754	0.7146	0.0608	7.9%	0.0075	1.0%	84%	False	False	45,445
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	84%	False	False	34,143
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	84%	False	False	27,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8002
1.618	0.7883
1.000	0.7809
0.618	0.7764
HIGH	0.7690
0.618	0.7645
0.500	0.7631
0.382	0.7616
LOW	0.7571
0.618	0.7497
1.000	0.7452
1.618	0.7378
2.618	0.7259
4.250	0.7065

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	0.7646	0.7640
PP	0.7638	0.7626
S1	0.7631	0.7613

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

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