CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 07-Mar-2017

Day Change Summary
	Previous	Current
	06-Mar-2017	07-Mar-2017	Change	Change %	Previous Week
Open	0.7586	0.7578	-0.0008	-0.1%	0.7673
High	0.7608	0.7632	0.0024	0.3%	0.7705
Low	0.7568	0.7576	0.0008	0.1%	0.7542
Close	0.7582	0.7586	0.0004	0.1%	0.7583
Range	0.0040	0.0056	0.0016	40.0%	0.0163
ATR	0.0064	0.0063	-0.0001	-0.9%	0.0000
Volume	75,057	94,082	19,025	25.3%	484,635

Daily Pivots for day following 07-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7732	0.7617
R3	0.7710	0.7676	0.7601
R2	0.7654	0.7654	0.7596
R1	0.7620	0.7620	0.7591	0.7637
PP	0.7598	0.7598	0.7598	0.7607
S1	0.7564	0.7564	0.7581	0.7581
S2	0.7542	0.7542	0.7576
S3	0.7486	0.7508	0.7571
S4	0.7430	0.7452	0.7555

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%	0.0068	0.9%	28%	False	False	103,352
10	0.7738	0.7542	0.0196	2.6%	0.0062	0.8%	22%	False	False	90,079
20	0.7738	0.7542	0.0196	2.6%	0.0062	0.8%	22%	False	False	83,492
40	0.7738	0.7282	0.0456	6.0%	0.0067	0.9%	67%	False	False	85,812
60	0.7738	0.7146	0.0592	7.8%	0.0066	0.9%	74%	False	False	75,549
80	0.7748	0.7146	0.0602	7.9%	0.0071	0.9%	73%	False	False	56,967
100	0.7754	0.7146	0.0608	8.0%	0.0070	0.9%	72%	False	False	45,626
120	0.7754	0.7146	0.0608	8.0%	0.0067	0.9%	72%	False	False	38,032

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7870
2.618	0.7779
1.618	0.7723
1.000	0.7688
0.618	0.7667
HIGH	0.7632
0.618	0.7611
0.500	0.7604
0.382	0.7597
LOW	0.7576
0.618	0.7541
1.000	0.7520
1.618	0.7485
2.618	0.7429
4.250	0.7338

Fisher Pivots for day following 07-Mar-2017
Pivot	1 day	3 day
R1	0.7604	0.7587
PP	0.7598	0.7587
S1	0.7592	0.7586

Download as Excel Spreadsheet

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

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