CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 08-Mar-2017

Day Change Summary
	Previous	Current
	07-Mar-2017	08-Mar-2017	Change	Change %	Previous Week
Open	0.7578	0.7586	0.0008	0.1%	0.7673
High	0.7632	0.7608	-0.0024	-0.3%	0.7705
Low	0.7576	0.7522	-0.0054	-0.7%	0.7542
Close	0.7586	0.7535	-0.0051	-0.7%	0.7583
Range	0.0056	0.0086	0.0030	53.6%	0.0163
ATR	0.0063	0.0065	0.0002	2.6%	0.0000
Volume	94,082	120,331	26,249	27.9%	484,635

Daily Pivots for day following 08-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7760	0.7582
R3	0.7727	0.7674	0.7559
R2	0.7641	0.7641	0.7551
R1	0.7588	0.7588	0.7543	0.7572
PP	0.7555	0.7555	0.7555	0.7547
S1	0.7502	0.7502	0.7527	0.7486
S2	0.7469	0.7469	0.7519
S3	0.7383	0.7416	0.7511
S4	0.7297	0.7330	0.7488

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	0.7680	0.7522	0.0158	2.1%	0.0073	1.0%	8%	False	True	106,832
10	0.7738	0.7522	0.0216	2.9%	0.0066	0.9%	6%	False	True	93,759
20	0.7738	0.7522	0.0216	2.9%	0.0062	0.8%	6%	False	True	85,412
40	0.7738	0.7319	0.0419	5.6%	0.0067	0.9%	52%	False	False	87,155
60	0.7738	0.7146	0.0592	7.9%	0.0066	0.9%	66%	False	False	77,479
80	0.7738	0.7146	0.0592	7.9%	0.0070	0.9%	66%	False	False	58,456
100	0.7754	0.7146	0.0608	8.1%	0.0070	0.9%	64%	False	False	46,829
120	0.7754	0.7146	0.0608	8.1%	0.0068	0.9%	64%	False	False	39,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7973
2.618	0.7833
1.618	0.7747
1.000	0.7694
0.618	0.7661
HIGH	0.7608
0.618	0.7575
0.500	0.7565
0.382	0.7555
LOW	0.7522
0.618	0.7469
1.000	0.7436
1.618	0.7383
2.618	0.7297
4.250	0.7157

Fisher Pivots for day following 08-Mar-2017
Pivot	1 day	3 day
R1	0.7565	0.7577
PP	0.7555	0.7563
S1	0.7545	0.7549

Download as Excel Spreadsheet

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

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