CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	0.7662	0.7635	-0.0027	-0.4%	0.7672
High	0.7673	0.7692	0.0019	0.2%	0.7684
Low	0.7625	0.7613	-0.0012	-0.2%	0.7599
Close	0.7640	0.7648	0.0008	0.1%	0.7669
Range	0.0048	0.0079	0.0031	64.6%	0.0085
ATR	0.0066	0.0067	0.0001	1.4%	0.0000
Volume	56,788	88,754	31,966	56.3%	368,975

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7847	0.7691
R3	0.7809	0.7768	0.7670
R2	0.7730	0.7730	0.7662
R1	0.7689	0.7689	0.7655	0.7710
PP	0.7651	0.7651	0.7651	0.7661
S1	0.7610	0.7610	0.7641	0.7631
S2	0.7572	0.7572	0.7634
S3	0.7493	0.7531	0.7626
S4	0.7414	0.7452	0.7605

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	0.7692	0.7605	0.0087	1.1%	0.0061	0.8%	49%	True	False	73,779
10	0.7692	0.7544	0.0148	1.9%	0.0067	0.9%	70%	True	False	79,056
20	0.7692	0.7484	0.0208	2.7%	0.0065	0.8%	79%	True	False	80,835
40	0.7692	0.7146	0.0546	7.1%	0.0066	0.9%	92%	True	False	79,329
60	0.7692	0.7146	0.0546	7.1%	0.0069	0.9%	92%	True	False	55,557
80	0.7754	0.7146	0.0608	7.9%	0.0072	0.9%	83%	False	False	41,769
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	83%	False	False	33,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8028
2.618	0.7899
1.618	0.7820
1.000	0.7771
0.618	0.7741
HIGH	0.7692
0.618	0.7662
0.500	0.7653
0.382	0.7643
LOW	0.7613
0.618	0.7564
1.000	0.7534
1.618	0.7485
2.618	0.7406
4.250	0.7277

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	0.7653	0.7652
PP	0.7651	0.7651
S1	0.7650	0.7649

Download as Excel Spreadsheet

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

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