CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	0.7575	0.7651	0.0076	1.0%	0.7550
High	0.7690	0.7689	-0.0001	0.0%	0.7690
Low	0.7571	0.7614	0.0043	0.6%	0.7521
Close	0.7654	0.7669	0.0015	0.2%	0.7669
Range	0.0119	0.0075	-0.0044	-37.0%	0.0169
ATR	0.0069	0.0070	0.0000	0.6%	0.0000
Volume	101,791	97,738	-4,053	-4.0%	432,753

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7882	0.7851	0.7710
R3	0.7807	0.7776	0.7690
R2	0.7732	0.7732	0.7683
R1	0.7701	0.7701	0.7676	0.7717
PP	0.7657	0.7657	0.7657	0.7665
S1	0.7626	0.7626	0.7662	0.7642
S2	0.7582	0.7582	0.7655
S3	0.7507	0.7551	0.7648
S4	0.7432	0.7476	0.7628

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8070	0.7762
R3	0.7965	0.7901	0.7715
R2	0.7796	0.7796	0.7700
R1	0.7732	0.7732	0.7684	0.7764
PP	0.7627	0.7627	0.7627	0.7643
S1	0.7563	0.7563	0.7654	0.7595
S2	0.7458	0.7458	0.7638
S3	0.7289	0.7394	0.7623
S4	0.7120	0.7225	0.7576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7690	0.7521	0.0169	2.2%	0.0068	0.9%	88%	False	False	86,550
10	0.7690	0.7504	0.0186	2.4%	0.0064	0.8%	89%	False	False	83,940
20	0.7690	0.7278	0.0412	5.4%	0.0072	0.9%	95%	False	False	89,472
40	0.7690	0.7146	0.0544	7.1%	0.0069	0.9%	96%	False	False	70,049
60	0.7754	0.7146	0.0608	7.9%	0.0075	1.0%	86%	False	False	47,071
80	0.7754	0.7146	0.0608	7.9%	0.0072	0.9%	86%	False	False	35,364
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	86%	False	False	28,304

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

Fibonacci Retracements and Extensions
4.250	0.8008
2.618	0.7885
1.618	0.7810
1.000	0.7764
0.618	0.7735
HIGH	0.7689
0.618	0.7660
0.500	0.7652
0.382	0.7643
LOW	0.7614
0.618	0.7568
1.000	0.7539
1.618	0.7493
2.618	0.7418
4.250	0.7295

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	0.7663	0.7652
PP	0.7657	0.7634
S1	0.7652	0.7617

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

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