CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	0.7651	0.7672	0.0021	0.3%	0.7550
High	0.7689	0.7675	-0.0014	-0.2%	0.7690
Low	0.7614	0.7623	0.0009	0.1%	0.7521
Close	0.7669	0.7651	-0.0018	-0.2%	0.7669
Range	0.0075	0.0052	-0.0023	-30.7%	0.0169
ATR	0.0070	0.0069	-0.0001	-1.8%	0.0000
Volume	97,738	63,690	-34,048	-34.8%	432,753

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7806	0.7780	0.7680
R3	0.7754	0.7728	0.7665
R2	0.7702	0.7702	0.7661
R1	0.7676	0.7676	0.7656	0.7663
PP	0.7650	0.7650	0.7650	0.7643
S1	0.7624	0.7624	0.7646	0.7611
S2	0.7598	0.7598	0.7641
S3	0.7546	0.7572	0.7637
S4	0.7494	0.7520	0.7622

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	0.7535	0.0155	2.0%	0.0071	0.9%	75%	False	False	87,245
10	0.7690	0.7504	0.0186	2.4%	0.0066	0.9%	79%	False	False	82,679
20	0.7690	0.7282	0.0408	5.3%	0.0071	0.9%	90%	False	False	88,132
40	0.7690	0.7146	0.0544	7.1%	0.0069	0.9%	93%	False	False	71,578
60	0.7748	0.7146	0.0602	7.9%	0.0074	1.0%	84%	False	False	48,126
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	83%	False	False	36,160
100	0.7754	0.7146	0.0608	7.9%	0.0068	0.9%	83%	False	False	28,940

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7896
2.618	0.7811
1.618	0.7759
1.000	0.7727
0.618	0.7707
HIGH	0.7675
0.618	0.7655
0.500	0.7649
0.382	0.7643
LOW	0.7623
0.618	0.7591
1.000	0.7571
1.618	0.7539
2.618	0.7487
4.250	0.7402

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	0.7650	0.7644
PP	0.7650	0.7637
S1	0.7649	0.7631

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

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