CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	0.7586	0.7523	-0.0063	-0.8%	0.7673
High	0.7608	0.7534	-0.0074	-1.0%	0.7705
Low	0.7522	0.7491	-0.0031	-0.4%	0.7542
Close	0.7535	0.7506	-0.0029	-0.4%	0.7583
Range	0.0086	0.0043	-0.0043	-50.0%	0.0163
ATR	0.0065	0.0063	-0.0001	-2.3%	0.0000
Volume	120,331	134,696	14,365	11.9%	484,635

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7639	0.7616	0.7530
R3	0.7596	0.7573	0.7518
R2	0.7553	0.7553	0.7514
R1	0.7530	0.7530	0.7510	0.7520
PP	0.7510	0.7510	0.7510	0.7506
S1	0.7487	0.7487	0.7502	0.7477
S2	0.7467	0.7467	0.7498
S3	0.7424	0.7444	0.7494
S4	0.7381	0.7401	0.7482

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	0.7632	0.7491	0.0141	1.9%	0.0056	0.8%	11%	False	True	109,499
10	0.7718	0.7491	0.0227	3.0%	0.0062	0.8%	7%	False	True	98,610
20	0.7738	0.7491	0.0247	3.3%	0.0062	0.8%	6%	False	True	88,795
40	0.7738	0.7341	0.0397	5.3%	0.0066	0.9%	42%	False	False	88,454
60	0.7738	0.7146	0.0592	7.9%	0.0066	0.9%	61%	False	False	79,582
80	0.7738	0.7146	0.0592	7.9%	0.0068	0.9%	61%	False	False	60,132
100	0.7754	0.7146	0.0608	8.1%	0.0070	0.9%	59%	False	False	48,171
120	0.7754	0.7146	0.0608	8.1%	0.0068	0.9%	59%	False	False	40,157

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7717
2.618	0.7647
1.618	0.7604
1.000	0.7577
0.618	0.7561
HIGH	0.7534
0.618	0.7518
0.500	0.7513
0.382	0.7507
LOW	0.7491
0.618	0.7464
1.000	0.7448
1.618	0.7421
2.618	0.7378
4.250	0.7308

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	0.7513	0.7562
PP	0.7510	0.7543
S1	0.7508	0.7525

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

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