CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	0.7670	0.7698	0.0028	0.4%	0.7662
High	0.7711	0.7738	0.0027	0.4%	0.7731
Low	0.7663	0.7661	-0.0002	0.0%	0.7613
Close	0.7705	0.7712	0.0007	0.1%	0.7655
Range	0.0048	0.0077	0.0029	60.4%	0.0118
ATR	0.0063	0.0064	0.0001	1.6%	0.0000
Volume	83,539	86,179	2,640	3.2%	389,300

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7935	0.7900	0.7754
R3	0.7858	0.7823	0.7733
R2	0.7781	0.7781	0.7726
R1	0.7746	0.7746	0.7719	0.7764
PP	0.7704	0.7704	0.7704	0.7712
S1	0.7669	0.7669	0.7705	0.7687
S2	0.7627	0.7627	0.7698
S3	0.7550	0.7592	0.7691
S4	0.7473	0.7515	0.7670

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	0.7738	0.7646	0.0092	1.2%	0.0055	0.7%	72%	True	False	78,511
10	0.7738	0.7605	0.0133	1.7%	0.0061	0.8%	80%	True	False	78,979
20	0.7738	0.7504	0.0234	3.0%	0.0063	0.8%	89%	True	False	78,597
40	0.7738	0.7150	0.0588	7.6%	0.0065	0.8%	96%	True	False	81,423
60	0.7738	0.7146	0.0592	7.7%	0.0067	0.9%	96%	True	False	63,612
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	93%	False	False	47,849
100	0.7754	0.7146	0.0608	7.9%	0.0070	0.9%	93%	False	False	38,322
120	0.7754	0.7146	0.0608	7.9%	0.0068	0.9%	93%	False	False	31,943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8065
2.618	0.7940
1.618	0.7863
1.000	0.7815
0.618	0.7786
HIGH	0.7738
0.618	0.7709
0.500	0.7700
0.382	0.7690
LOW	0.7661
0.618	0.7613
1.000	0.7584
1.618	0.7536
2.618	0.7459
4.250	0.7334

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	0.7708	0.7705
PP	0.7704	0.7699
S1	0.7700	0.7692

Download as Excel Spreadsheet

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

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