CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 27-Dec-2017

Day Change Summary
	Previous	Current
	26-Dec-2017	27-Dec-2017	Change	Change %	Previous Week
Open	0.7716	0.7726	0.0010	0.1%	0.7644
High	0.7731	0.7779	0.0048	0.6%	0.7720
Low	0.7712	0.7724	0.0012	0.2%	0.7638
Close	0.7730	0.7776	0.0046	0.6%	0.7713
Range	0.0019	0.0055	0.0036	189.5%	0.0082
ATR	0.0046	0.0046	0.0001	1.4%	0.0000
Volume	17,995	66,718	48,723	270.8%	296,635

Daily Pivots for day following 27-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7925	0.7905	0.7806
R3	0.7870	0.7850	0.7791
R2	0.7815	0.7815	0.7786
R1	0.7795	0.7795	0.7781	0.7805
PP	0.7760	0.7760	0.7760	0.7765
S1	0.7740	0.7740	0.7771	0.7750
S2	0.7705	0.7705	0.7766
S3	0.7650	0.7685	0.7761
S4	0.7595	0.7630	0.7746

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	0.7779	0.7650	0.0129	1.7%	0.0036	0.5%	98%	True	False	51,868
10	0.7779	0.7549	0.0230	3.0%	0.0045	0.6%	99%	True	False	65,034
20	0.7779	0.7498	0.0281	3.6%	0.0049	0.6%	99%	True	False	35,577
40	0.7779	0.7498	0.0281	3.6%	0.0047	0.6%	99%	True	False	17,961
60	0.7884	0.7498	0.0386	5.0%	0.0047	0.6%	72%	False	False	11,998
80	0.8100	0.7498	0.0602	7.7%	0.0049	0.6%	46%	False	False	9,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7923
1.618	0.7868
1.000	0.7834
0.618	0.7813
HIGH	0.7779
0.618	0.7758
0.500	0.7752
0.382	0.7745
LOW	0.7724
0.618	0.7690
1.000	0.7669
1.618	0.7635
2.618	0.7580
4.250	0.7490

Fisher Pivots for day following 27-Dec-2017
Pivot	1 day	3 day
R1	0.7768	0.7764
PP	0.7760	0.7751
S1	0.7752	0.7739

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

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