CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 29-Dec-2017

Day Change Summary
	Previous	Current
	28-Dec-2017	29-Dec-2017	Change	Change %	Previous Week
Open	0.7769	0.7796	0.0027	0.3%	0.7716
High	0.7809	0.7825	0.0016	0.2%	0.7825
Low	0.7768	0.7788	0.0020	0.3%	0.7712
Close	0.7796	0.7811	0.0015	0.2%	0.7811
Range	0.0041	0.0037	-0.0004	-9.8%	0.0113
ATR	0.0046	0.0045	-0.0001	-1.4%	0.0000
Volume	49,703	56,812	7,109	14.3%	191,228

Daily Pivots for day following 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7902	0.7831
R3	0.7882	0.7865	0.7821
R2	0.7845	0.7845	0.7818
R1	0.7828	0.7828	0.7814	0.7837
PP	0.7808	0.7808	0.7808	0.7812
S1	0.7791	0.7791	0.7808	0.7800
S2	0.7771	0.7771	0.7804
S3	0.7734	0.7754	0.7801
S4	0.7697	0.7717	0.7791

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8122	0.8079	0.7873
R3	0.8009	0.7966	0.7842
R2	0.7896	0.7896	0.7832
R1	0.7853	0.7853	0.7821	0.7874
PP	0.7783	0.7783	0.7783	0.7793
S1	0.7740	0.7740	0.7801	0.7762
S2	0.7670	0.7670	0.7790
S3	0.7557	0.7627	0.7780
S4	0.7444	0.7514	0.7749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7699	0.0126	1.6%	0.0035	0.4%	89%	True	False	47,889
10	0.7825	0.7634	0.0191	2.4%	0.0039	0.5%	93%	True	False	59,219
20	0.7825	0.7498	0.0327	4.2%	0.0048	0.6%	96%	True	False	40,830
40	0.7825	0.7498	0.0327	4.2%	0.0047	0.6%	96%	True	False	20,622
60	0.7884	0.7498	0.0386	4.9%	0.0047	0.6%	81%	False	False	13,772
80	0.8100	0.7498	0.0602	7.7%	0.0049	0.6%	52%	False	False	10,339

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7982
2.618	0.7922
1.618	0.7885
1.000	0.7862
0.618	0.7848
HIGH	0.7825
0.618	0.7811
0.500	0.7807
0.382	0.7802
LOW	0.7788
0.618	0.7765
1.000	0.7751
1.618	0.7728
2.618	0.7691
4.250	0.7631

Fisher Pivots for day following 29-Dec-2017
Pivot	1 day	3 day
R1	0.7810	0.7799
PP	0.7808	0.7787
S1	0.7807	0.7775

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

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