CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 24-Feb-2017

Day Change Summary
	Previous	Current
	23-Feb-2017	24-Feb-2017	Change	Change %	Previous Week
Open	0.7698	0.7712	0.0014	0.2%	0.7670
High	0.7738	0.7718	-0.0020	-0.3%	0.7738
Low	0.7661	0.7662	0.0001	0.0%	0.7646
Close	0.7712	0.7670	-0.0042	-0.5%	0.7670
Range	0.0077	0.0056	-0.0021	-27.3%	0.0092
ATR	0.0064	0.0064	-0.0001	-0.9%	0.0000
Volume	86,179	77,306	-8,873	-10.3%	321,499

Daily Pivots for day following 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7851	0.7817	0.7701
R3	0.7795	0.7761	0.7685
R2	0.7739	0.7739	0.7680
R1	0.7705	0.7705	0.7675	0.7694
PP	0.7683	0.7683	0.7683	0.7678
S1	0.7649	0.7649	0.7665	0.7638
S2	0.7627	0.7627	0.7660
S3	0.7571	0.7593	0.7655
S4	0.7515	0.7537	0.7639

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7907	0.7721
R3	0.7869	0.7815	0.7695
R2	0.7777	0.7777	0.7687
R1	0.7723	0.7723	0.7678	0.7716
PP	0.7685	0.7685	0.7685	0.7681
S1	0.7631	0.7631	0.7662	0.7624
S2	0.7593	0.7593	0.7653
S3	0.7501	0.7539	0.7645
S4	0.7409	0.7447	0.7619

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%	0.0056	0.7%	26%	False	False	76,931
10	0.7738	0.7612	0.0126	1.6%	0.0061	0.8%	46%	False	False	78,691
20	0.7738	0.7504	0.0234	3.1%	0.0063	0.8%	71%	False	False	79,226
40	0.7738	0.7150	0.0588	7.7%	0.0066	0.9%	88%	False	False	82,674
60	0.7738	0.7146	0.0592	7.7%	0.0067	0.9%	89%	False	False	64,886
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	86%	False	False	48,813
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	86%	False	False	39,094
120	0.7754	0.7146	0.0608	7.9%	0.0068	0.9%	86%	False	False	32,588

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

Fibonacci Retracements and Extensions
4.250	0.7956
2.618	0.7865
1.618	0.7809
1.000	0.7774
0.618	0.7753
HIGH	0.7718
0.618	0.7697
0.500	0.7690
0.382	0.7683
LOW	0.7662
0.618	0.7627
1.000	0.7606
1.618	0.7571
2.618	0.7515
4.250	0.7424

Fisher Pivots for day following 24-Feb-2017
Pivot	1 day	3 day
R1	0.7690	0.7700
PP	0.7683	0.7690
S1	0.7677	0.7680

Download as Excel Spreadsheet

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

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