CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	0.7680	0.7570	-0.0110	-1.4%	0.7673
High	0.7680	0.7599	-0.0081	-1.1%	0.7705
Low	0.7556	0.7542	-0.0014	-0.2%	0.7542
Close	0.7566	0.7583	0.0017	0.2%	0.7583
Range	0.0124	0.0057	-0.0067	-54.0%	0.0163
ATR	0.0066	0.0066	-0.0001	-1.0%	0.0000
Volume	121,362	123,331	1,969	1.6%	484,635

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7746	0.7721	0.7614
R3	0.7689	0.7664	0.7599
R2	0.7632	0.7632	0.7593
R1	0.7607	0.7607	0.7588	0.7620
PP	0.7575	0.7575	0.7575	0.7581
S1	0.7550	0.7550	0.7578	0.7563
S2	0.7518	0.7518	0.7573
S3	0.7461	0.7493	0.7567
S4	0.7404	0.7436	0.7552

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8099	0.8004	0.7673
R3	0.7936	0.7841	0.7628
R2	0.7773	0.7773	0.7613
R1	0.7678	0.7678	0.7598	0.7644
PP	0.7610	0.7610	0.7610	0.7593
S1	0.7515	0.7515	0.7568	0.7481
S2	0.7447	0.7447	0.7553
S3	0.7284	0.7352	0.7538
S4	0.7121	0.7189	0.7493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7705	0.7542	0.0163	2.1%	0.0069	0.9%	25%	False	True	96,927
10	0.7738	0.7542	0.0196	2.6%	0.0062	0.8%	21%	False	True	86,929
20	0.7738	0.7542	0.0196	2.6%	0.0063	0.8%	21%	False	True	83,107
40	0.7738	0.7262	0.0476	6.3%	0.0068	0.9%	67%	False	False	86,545
60	0.7738	0.7146	0.0592	7.8%	0.0067	0.9%	74%	False	False	72,798
80	0.7754	0.7146	0.0608	8.0%	0.0072	0.9%	72%	False	False	54,861
100	0.7754	0.7146	0.0608	8.0%	0.0070	0.9%	72%	False	False	43,936
120	0.7754	0.7146	0.0608	8.0%	0.0068	0.9%	72%	False	False	36,625

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7841
2.618	0.7748
1.618	0.7691
1.000	0.7656
0.618	0.7634
HIGH	0.7599
0.618	0.7577
0.500	0.7571
0.382	0.7564
LOW	0.7542
0.618	0.7507
1.000	0.7485
1.618	0.7450
2.618	0.7393
4.250	0.7300

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	0.7579	0.7620
PP	0.7575	0.7608
S1	0.7571	0.7595

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

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