CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 28-Dec-2017

Day Change Summary
	Previous	Current
	27-Dec-2017	28-Dec-2017	Change	Change %	Previous Week
Open	0.7726	0.7769	0.0043	0.6%	0.7644
High	0.7779	0.7809	0.0030	0.4%	0.7720
Low	0.7724	0.7768	0.0044	0.6%	0.7638
Close	0.7776	0.7796	0.0020	0.3%	0.7713
Range	0.0055	0.0041	-0.0014	-25.5%	0.0082
ATR	0.0046	0.0046	0.0000	-0.8%	0.0000
Volume	66,718	49,703	-17,015	-25.5%	296,635

Daily Pivots for day following 28-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7896	0.7819
R3	0.7873	0.7855	0.7807
R2	0.7832	0.7832	0.7804
R1	0.7814	0.7814	0.7800	0.7823
PP	0.7791	0.7791	0.7791	0.7796
S1	0.7773	0.7773	0.7792	0.7782
S2	0.7750	0.7750	0.7788
S3	0.7709	0.7732	0.7785
S4	0.7668	0.7691	0.7773

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	0.7809	0.7652	0.0157	2.0%	0.0038	0.5%	92%	True	False	49,486
10	0.7809	0.7623	0.0186	2.4%	0.0040	0.5%	93%	True	False	60,517
20	0.7809	0.7498	0.0311	4.0%	0.0048	0.6%	96%	True	False	38,036
40	0.7809	0.7498	0.0311	4.0%	0.0047	0.6%	96%	True	False	19,202
60	0.7884	0.7498	0.0386	5.0%	0.0046	0.6%	77%	False	False	12,827
80	0.8100	0.7498	0.0602	7.7%	0.0049	0.6%	50%	False	False	9,629

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7983
2.618	0.7916
1.618	0.7875
1.000	0.7850
0.618	0.7834
HIGH	0.7809
0.618	0.7793
0.500	0.7789
0.382	0.7784
LOW	0.7768
0.618	0.7743
1.000	0.7727
1.618	0.7702
2.618	0.7661
4.250	0.7594

Fisher Pivots for day following 28-Dec-2017
Pivot	1 day	3 day
R1	0.7794	0.7784
PP	0.7791	0.7772
S1	0.7789	0.7761

Download as Excel Spreadsheet

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

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