CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 13-Feb-2017

Day Change Summary
	Previous	Current
	10-Feb-2017	13-Feb-2017	Change	Change %	Previous Week
Open	0.7618	0.7662	0.0044	0.6%	0.7672
High	0.7684	0.7673	-0.0011	-0.1%	0.7684
Low	0.7612	0.7625	0.0013	0.2%	0.7599
Close	0.7669	0.7640	-0.0029	-0.4%	0.7669
Range	0.0072	0.0048	-0.0024	-33.3%	0.0085
ATR	0.0067	0.0066	-0.0001	-2.1%	0.0000
Volume	76,120	56,788	-19,332	-25.4%	368,975

Daily Pivots for day following 13-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7790	0.7763	0.7666
R3	0.7742	0.7715	0.7653
R2	0.7694	0.7694	0.7649
R1	0.7667	0.7667	0.7644	0.7657
PP	0.7646	0.7646	0.7646	0.7641
S1	0.7619	0.7619	0.7636	0.7609
S2	0.7598	0.7598	0.7631
S3	0.7550	0.7571	0.7627
S4	0.7502	0.7523	0.7614

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%	48%	False	False	72,414
10	0.7690	0.7535	0.0155	2.0%	0.0066	0.9%	68%	False	False	79,829
20	0.7690	0.7448	0.0242	3.2%	0.0066	0.9%	79%	False	False	82,586
40	0.7690	0.7146	0.0544	7.1%	0.0066	0.9%	91%	False	False	78,433
60	0.7690	0.7146	0.0544	7.1%	0.0070	0.9%	91%	False	False	54,102
80	0.7754	0.7146	0.0608	8.0%	0.0072	0.9%	81%	False	False	40,669
100	0.7754	0.7146	0.0608	8.0%	0.0069	0.9%	81%	False	False	32,560

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

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7799
1.618	0.7751
1.000	0.7721
0.618	0.7703
HIGH	0.7673
0.618	0.7655
0.500	0.7649
0.382	0.7643
LOW	0.7625
0.618	0.7595
1.000	0.7577
1.618	0.7547
2.618	0.7499
4.250	0.7421

Fisher Pivots for day following 13-Feb-2017
Pivot	1 day	3 day
R1	0.7649	0.7645
PP	0.7646	0.7643
S1	0.7643	0.7642

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

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