CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	0.7670	0.7670	0.0000	0.0%	0.7662
High	0.7688	0.7711	0.0023	0.3%	0.7731
Low	0.7646	0.7663	0.0017	0.2%	0.7613
Close	0.7680	0.7705	0.0025	0.3%	0.7655
Range	0.0042	0.0048	0.0006	14.3%	0.0118
ATR	0.0064	0.0063	-0.0001	-1.8%	0.0000
Volume	74,475	83,539	9,064	12.2%	389,300

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7837	0.7819	0.7731
R3	0.7789	0.7771	0.7718
R2	0.7741	0.7741	0.7714
R1	0.7723	0.7723	0.7709	0.7732
PP	0.7693	0.7693	0.7693	0.7698
S1	0.7675	0.7675	0.7701	0.7684
S2	0.7645	0.7645	0.7696
S3	0.7597	0.7627	0.7692
S4	0.7549	0.7579	0.7679

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	0.7632	0.0099	1.3%	0.0056	0.7%	74%	False	False	80,354
10	0.7731	0.7605	0.0126	1.6%	0.0059	0.8%	79%	False	False	77,066
20	0.7731	0.7504	0.0227	2.9%	0.0063	0.8%	89%	False	False	79,921
40	0.7731	0.7146	0.0585	7.6%	0.0065	0.8%	96%	False	False	80,653
60	0.7731	0.7146	0.0585	7.6%	0.0068	0.9%	96%	False	False	62,198
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	92%	False	False	46,780
100	0.7754	0.7146	0.0608	7.9%	0.0070	0.9%	92%	False	False	37,461
120	0.7754	0.7146	0.0608	7.9%	0.0067	0.9%	92%	False	False	31,225

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	True
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	0.7915
2.618	0.7837
1.618	0.7789
1.000	0.7759
0.618	0.7741
HIGH	0.7711
0.618	0.7693
0.500	0.7687
0.382	0.7681
LOW	0.7663
0.618	0.7633
1.000	0.7615
1.618	0.7585
2.618	0.7537
4.250	0.7459

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	0.7699	0.7696
PP	0.7693	0.7687
S1	0.7687	0.7679

Download as Excel Spreadsheet

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

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