CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 10-Feb-2017

Day Change Summary
	Previous	Current
	09-Feb-2017	10-Feb-2017	Change	Change %	Previous Week
Open	0.7636	0.7618	-0.0018	-0.2%	0.7672
High	0.7659	0.7684	0.0025	0.3%	0.7684
Low	0.7605	0.7612	0.0007	0.1%	0.7599
Close	0.7622	0.7669	0.0047	0.6%	0.7669
Range	0.0054	0.0072	0.0018	33.3%	0.0085
ATR	0.0067	0.0067	0.0000	0.5%	0.0000
Volume	80,184	76,120	-4,064	-5.1%	368,975

Daily Pivots for day following 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7871	0.7842	0.7709
R3	0.7799	0.7770	0.7689
R2	0.7727	0.7727	0.7682
R1	0.7698	0.7698	0.7676	0.7713
PP	0.7655	0.7655	0.7655	0.7662
S1	0.7626	0.7626	0.7662	0.7641
S2	0.7583	0.7583	0.7656
S3	0.7511	0.7554	0.7649
S4	0.7439	0.7482	0.7629

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7872	0.7716
R3	0.7821	0.7787	0.7692
R2	0.7736	0.7736	0.7685
R1	0.7702	0.7702	0.7677	0.7677
PP	0.7651	0.7651	0.7651	0.7638
S1	0.7617	0.7617	0.7661	0.7592
S2	0.7566	0.7566	0.7653
S3	0.7481	0.7532	0.7646
S4	0.7396	0.7447	0.7622

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7684	0.7599	0.0085	1.1%	0.0061	0.8%	82%	True	False	73,795
10	0.7690	0.7521	0.0169	2.2%	0.0065	0.8%	88%	False	False	80,172
20	0.7690	0.7439	0.0251	3.3%	0.0067	0.9%	92%	False	False	84,587
40	0.7690	0.7146	0.0544	7.1%	0.0069	0.9%	96%	False	False	78,145
60	0.7690	0.7146	0.0544	7.1%	0.0070	0.9%	96%	False	False	53,164
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	86%	False	False	39,962
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	86%	False	False	31,992

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	0.7990
2.618	0.7872
1.618	0.7800
1.000	0.7756
0.618	0.7728
HIGH	0.7684
0.618	0.7656
0.500	0.7648
0.382	0.7640
LOW	0.7612
0.618	0.7568
1.000	0.7540
1.618	0.7496
2.618	0.7424
4.250	0.7306

Fisher Pivots for day following 10-Feb-2017
Pivot	1 day	3 day
R1	0.7662	0.7661
PP	0.7655	0.7653
S1	0.7648	0.7645

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

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