CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 03-Jan-2018

Day Change Summary
	Previous	Current
	02-Jan-2018	03-Jan-2018	Change	Change %	Previous Week
Open	0.7812	0.7826	0.0014	0.2%	0.7716
High	0.7844	0.7844	0.0000	0.0%	0.7825
Low	0.7795	0.7804	0.0009	0.1%	0.7712
Close	0.7830	0.7839	0.0009	0.1%	0.7811
Range	0.0049	0.0040	-0.0009	-18.4%	0.0113
ATR	0.0046	0.0045	0.0000	-0.9%	0.0000
Volume	64,561	76,130	11,569	17.9%	191,228

Daily Pivots for day following 03-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7949	0.7934	0.7861
R3	0.7909	0.7894	0.7850
R2	0.7869	0.7869	0.7846
R1	0.7854	0.7854	0.7843	0.7862
PP	0.7829	0.7829	0.7829	0.7833
S1	0.7814	0.7814	0.7835	0.7822
S2	0.7789	0.7789	0.7832
S3	0.7749	0.7774	0.7828
S4	0.7709	0.7734	0.7817

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	0.7844	0.7724	0.0120	1.5%	0.0044	0.6%	96%	True	False	62,784
10	0.7844	0.7644	0.0200	2.6%	0.0038	0.5%	98%	True	False	56,989
20	0.7844	0.7498	0.0346	4.4%	0.0047	0.6%	99%	True	False	47,618
40	0.7844	0.7498	0.0346	4.4%	0.0046	0.6%	99%	True	False	24,124
60	0.7884	0.7498	0.0386	4.9%	0.0046	0.6%	88%	False	False	16,114
80	0.8077	0.7498	0.0579	7.4%	0.0048	0.6%	59%	False	False	12,096

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8014
2.618	0.7949
1.618	0.7909
1.000	0.7884
0.618	0.7869
HIGH	0.7844
0.618	0.7829
0.500	0.7824
0.382	0.7819
LOW	0.7804
0.618	0.7779
1.000	0.7764
1.618	0.7739
2.618	0.7699
4.250	0.7634

Fisher Pivots for day following 03-Jan-2018
Pivot	1 day	3 day
R1	0.7834	0.7831
PP	0.7829	0.7824
S1	0.7824	0.7816

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

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