CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	0.7672	0.7652	-0.0020	-0.3%	0.7550
High	0.7675	0.7674	-0.0001	0.0%	0.7690
Low	0.7623	0.7599	-0.0024	-0.3%	0.7521
Close	0.7651	0.7634	-0.0017	-0.2%	0.7669
Range	0.0052	0.0075	0.0023	44.2%	0.0169
ATR	0.0069	0.0069	0.0000	0.7%	0.0000
Volume	63,690	81,932	18,242	28.6%	432,753

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7822	0.7675
R3	0.7786	0.7747	0.7655
R2	0.7711	0.7711	0.7648
R1	0.7672	0.7672	0.7641	0.7654
PP	0.7636	0.7636	0.7636	0.7627
S1	0.7597	0.7597	0.7627	0.7579
S2	0.7561	0.7561	0.7620
S3	0.7486	0.7522	0.7613
S4	0.7411	0.7447	0.7593

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	0.7544	0.0146	1.9%	0.0073	1.0%	62%	False	False	84,333
10	0.7690	0.7504	0.0186	2.4%	0.0068	0.9%	70%	False	False	82,775
20	0.7690	0.7319	0.0371	4.9%	0.0071	0.9%	85%	False	False	88,897
40	0.7690	0.7146	0.0544	7.1%	0.0068	0.9%	90%	False	False	73,512
60	0.7718	0.7146	0.0572	7.5%	0.0072	0.9%	85%	False	False	49,471
80	0.7754	0.7146	0.0608	8.0%	0.0072	0.9%	80%	False	False	37,183
100	0.7754	0.7146	0.0608	8.0%	0.0069	0.9%	80%	False	False	29,759

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7993
2.618	0.7870
1.618	0.7795
1.000	0.7749
0.618	0.7720
HIGH	0.7674
0.618	0.7645
0.500	0.7637
0.382	0.7628
LOW	0.7599
0.618	0.7553
1.000	0.7524
1.618	0.7478
2.618	0.7403
4.250	0.7280

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	0.7637	0.7644
PP	0.7636	0.7641
S1	0.7635	0.7637

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

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