CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 17-Feb-2017

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	0.7706	0.7691	-0.0015	-0.2%	0.7662
High	0.7731	0.7709	-0.0022	-0.3%	0.7731
Low	0.7681	0.7652	-0.0029	-0.4%	0.7613
Close	0.7690	0.7655	-0.0035	-0.5%	0.7655
Range	0.0050	0.0057	0.0007	14.0%	0.0118
ATR	0.0067	0.0066	-0.0001	-1.0%	0.0000
Volume	85,209	63,156	-22,053	-25.9%	389,300

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7806	0.7686
R3	0.7786	0.7749	0.7671
R2	0.7729	0.7729	0.7665
R1	0.7692	0.7692	0.7660	0.7682
PP	0.7672	0.7672	0.7672	0.7667
S1	0.7635	0.7635	0.7650	0.7625
S2	0.7615	0.7615	0.7645
S3	0.7558	0.7578	0.7639
S4	0.7501	0.7521	0.7624

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.7956	0.7720
R3	0.7902	0.7838	0.7687
R2	0.7784	0.7784	0.7677
R1	0.7720	0.7720	0.7666	0.7693
PP	0.7666	0.7666	0.7666	0.7653
S1	0.7602	0.7602	0.7644	0.7575
S2	0.7548	0.7548	0.7633
S3	0.7430	0.7484	0.7623
S4	0.7312	0.7366	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7731	0.7613	0.0118	1.5%	0.0064	0.8%	36%	False	False	77,860
10	0.7731	0.7599	0.0132	1.7%	0.0063	0.8%	42%	False	False	75,827
20	0.7731	0.7504	0.0227	3.0%	0.0063	0.8%	67%	False	False	79,883
40	0.7731	0.7146	0.0585	7.6%	0.0066	0.9%	87%	False	False	79,706
60	0.7731	0.7146	0.0585	7.6%	0.0068	0.9%	87%	False	False	59,587
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	84%	False	False	44,812
100	0.7754	0.7146	0.0608	7.9%	0.0070	0.9%	84%	False	False	35,883

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7951
2.618	0.7858
1.618	0.7801
1.000	0.7766
0.618	0.7744
HIGH	0.7709
0.618	0.7687
0.500	0.7681
0.382	0.7674
LOW	0.7652
0.618	0.7617
1.000	0.7595
1.618	0.7560
2.618	0.7503
4.250	0.7410

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	0.7681	0.7682
PP	0.7672	0.7673
S1	0.7664	0.7664

Download as Excel Spreadsheet

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

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