CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	0.7673	0.7650	-0.0023	-0.3%	0.7670
High	0.7693	0.7698	0.0005	0.1%	0.7738
Low	0.7644	0.7633	-0.0011	-0.1%	0.7646
Close	0.7666	0.7672	0.0006	0.1%	0.7670
Range	0.0049	0.0065	0.0016	32.7%	0.0092
ATR	0.0062	0.0062	0.0000	0.4%	0.0000
Volume	76,563	102,930	26,367	34.4%	321,499

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7863	0.7832	0.7708
R3	0.7798	0.7767	0.7690
R2	0.7733	0.7733	0.7684
R1	0.7702	0.7702	0.7678	0.7718
PP	0.7668	0.7668	0.7668	0.7675
S1	0.7637	0.7637	0.7666	0.7653
S2	0.7603	0.7603	0.7660
S3	0.7538	0.7572	0.7654
S4	0.7473	0.7507	0.7636

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	0.7633	0.0105	1.4%	0.0059	0.8%	37%	False	True	80,685
10	0.7738	0.7632	0.0106	1.4%	0.0058	0.8%	38%	False	False	80,519
20	0.7738	0.7544	0.0194	2.5%	0.0063	0.8%	66%	False	False	79,787
40	0.7738	0.7180	0.0558	7.3%	0.0066	0.9%	88%	False	False	84,823
60	0.7738	0.7146	0.0592	7.7%	0.0066	0.9%	89%	False	False	68,763
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	87%	False	False	51,803
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	87%	False	False	41,490
120	0.7754	0.7146	0.0608	7.9%	0.0068	0.9%	87%	False	False	34,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7974
2.618	0.7868
1.618	0.7803
1.000	0.7763
0.618	0.7738
HIGH	0.7698
0.618	0.7673
0.500	0.7666
0.382	0.7658
LOW	0.7633
0.618	0.7593
1.000	0.7568
1.618	0.7528
2.618	0.7463
4.250	0.7357

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	0.7670	0.7671
PP	0.7668	0.7670
S1	0.7666	0.7669

Download as Excel Spreadsheet

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

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