CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 22-Dec-2017

Day Change Summary
	Previous	Current
	21-Dec-2017	22-Dec-2017	Change	Change %	Previous Week
Open	0.7665	0.7700	0.0035	0.5%	0.7644
High	0.7706	0.7720	0.0014	0.2%	0.7720
Low	0.7652	0.7699	0.0047	0.6%	0.7638
Close	0.7704	0.7713	0.0009	0.1%	0.7713
Range	0.0054	0.0021	-0.0033	-61.1%	0.0082
ATR	0.0050	0.0048	-0.0002	-4.1%	0.0000
Volume	64,794	48,221	-16,573	-25.6%	296,635

Daily Pivots for day following 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7774	0.7764	0.7725
R3	0.7753	0.7743	0.7719
R2	0.7732	0.7732	0.7717
R1	0.7722	0.7722	0.7715	0.7727
PP	0.7711	0.7711	0.7711	0.7713
S1	0.7701	0.7701	0.7711	0.7706
S2	0.7690	0.7690	0.7709
S3	0.7669	0.7680	0.7707
S4	0.7648	0.7659	0.7701

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7936	0.7907	0.7758
R3	0.7854	0.7825	0.7736
R2	0.7772	0.7772	0.7728
R1	0.7743	0.7743	0.7721	0.7758
PP	0.7690	0.7690	0.7690	0.7698
S1	0.7661	0.7661	0.7705	0.7676
S2	0.7608	0.7608	0.7698
S3	0.7526	0.7579	0.7690
S4	0.7444	0.7497	0.7668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7638	0.0082	1.1%	0.0036	0.5%	91%	True	False	59,327
10	0.7720	0.7503	0.0217	2.8%	0.0047	0.6%	97%	True	False	60,444
20	0.7720	0.7498	0.0222	2.9%	0.0049	0.6%	97%	True	False	31,423
40	0.7722	0.7498	0.0224	2.9%	0.0047	0.6%	96%	False	False	15,845
60	0.7884	0.7498	0.0386	5.0%	0.0046	0.6%	56%	False	False	10,587
80	0.8100	0.7498	0.0602	7.8%	0.0050	0.6%	36%	False	False	7,949

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	0.0009
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7775
1.618	0.7754
1.000	0.7741
0.618	0.7733
HIGH	0.7720
0.618	0.7712
0.500	0.7710
0.382	0.7707
LOW	0.7699
0.618	0.7686
1.000	0.7678
1.618	0.7665
2.618	0.7644
4.250	0.7610

Fisher Pivots for day following 22-Dec-2017
Pivot	1 day	3 day
R1	0.7712	0.7704
PP	0.7711	0.7694
S1	0.7710	0.7685

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

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