CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 15-Feb-2017

Day Change Summary
	Previous	Current
	14-Feb-2017	15-Feb-2017	Change	Change %	Previous Week
Open	0.7635	0.7666	0.0031	0.4%	0.7672
High	0.7692	0.7716	0.0024	0.3%	0.7684
Low	0.7613	0.7632	0.0019	0.2%	0.7599
Close	0.7648	0.7700	0.0052	0.7%	0.7669
Range	0.0079	0.0084	0.0005	6.3%	0.0085
ATR	0.0067	0.0068	0.0001	1.8%	0.0000
Volume	88,754	95,393	6,639	7.5%	368,975

Daily Pivots for day following 15-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7935	0.7901	0.7746
R3	0.7851	0.7817	0.7723
R2	0.7767	0.7767	0.7715
R1	0.7733	0.7733	0.7708	0.7750
PP	0.7683	0.7683	0.7683	0.7691
S1	0.7649	0.7649	0.7692	0.7666
S2	0.7599	0.7599	0.7685
S3	0.7515	0.7565	0.7677
S4	0.7431	0.7481	0.7654

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	0.7716	0.7605	0.0111	1.4%	0.0067	0.9%	86%	True	False	79,447
10	0.7716	0.7571	0.0145	1.9%	0.0071	0.9%	89%	True	False	80,943
20	0.7716	0.7484	0.0232	3.0%	0.0066	0.9%	93%	True	False	81,421
40	0.7716	0.7146	0.0570	7.4%	0.0066	0.9%	97%	True	False	79,435
60	0.7716	0.7146	0.0570	7.4%	0.0069	0.9%	97%	True	False	57,133
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	91%	False	False	42,959
100	0.7754	0.7146	0.0608	7.9%	0.0070	0.9%	91%	False	False	34,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8073
2.618	0.7936
1.618	0.7852
1.000	0.7800
0.618	0.7768
HIGH	0.7716
0.618	0.7684
0.500	0.7674
0.382	0.7664
LOW	0.7632
0.618	0.7580
1.000	0.7548
1.618	0.7496
2.618	0.7412
4.250	0.7275

Fisher Pivots for day following 15-Feb-2017
Pivot	1 day	3 day
R1	0.7691	0.7688
PP	0.7683	0.7676
S1	0.7674	0.7665

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

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