CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	0.7570	0.7586	0.0016	0.2%	0.7673
High	0.7599	0.7608	0.0009	0.1%	0.7705
Low	0.7542	0.7568	0.0026	0.3%	0.7542
Close	0.7583	0.7582	-0.0001	0.0%	0.7583
Range	0.0057	0.0040	-0.0017	-29.8%	0.0163
ATR	0.0066	0.0064	-0.0002	-2.8%	0.0000
Volume	123,331	75,057	-48,274	-39.1%	484,635

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7706	0.7684	0.7604
R3	0.7666	0.7644	0.7593
R2	0.7626	0.7626	0.7589
R1	0.7604	0.7604	0.7586	0.7595
PP	0.7586	0.7586	0.7586	0.7582
S1	0.7564	0.7564	0.7578	0.7555
S2	0.7546	0.7546	0.7575
S3	0.7506	0.7524	0.7571
S4	0.7466	0.7484	0.7560

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	0.7698	0.7542	0.0156	2.1%	0.0067	0.9%	26%	False	False	99,848
10	0.7738	0.7542	0.0196	2.6%	0.0061	0.8%	20%	False	False	88,119
20	0.7738	0.7542	0.0196	2.6%	0.0062	0.8%	20%	False	False	81,973
40	0.7738	0.7278	0.0460	6.1%	0.0067	0.9%	66%	False	False	85,722
60	0.7738	0.7146	0.0592	7.8%	0.0066	0.9%	74%	False	False	74,024
80	0.7754	0.7146	0.0608	8.0%	0.0072	0.9%	72%	False	False	55,796
100	0.7754	0.7146	0.0608	8.0%	0.0070	0.9%	72%	False	False	44,686
120	0.7754	0.7146	0.0608	8.0%	0.0068	0.9%	72%	False	False	37,248

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7778
2.618	0.7713
1.618	0.7673
1.000	0.7648
0.618	0.7633
HIGH	0.7608
0.618	0.7593
0.500	0.7588
0.382	0.7583
LOW	0.7568
0.618	0.7543
1.000	0.7528
1.618	0.7503
2.618	0.7463
4.250	0.7398

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	0.7588	0.7611
PP	0.7586	0.7601
S1	0.7584	0.7592

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

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