CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	0.7826	0.7828	0.0002	0.0%	0.7716
High	0.7844	0.7866	0.0022	0.3%	0.7825
Low	0.7804	0.7814	0.0010	0.1%	0.7712
Close	0.7839	0.7864	0.0025	0.3%	0.7811
Range	0.0040	0.0052	0.0012	30.0%	0.0113
ATR	0.0045	0.0046	0.0000	1.1%	0.0000
Volume	76,130	97,657	21,527	28.3%	191,228

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8004	0.7986	0.7893
R3	0.7952	0.7934	0.7878
R2	0.7900	0.7900	0.7874
R1	0.7882	0.7882	0.7869	0.7891
PP	0.7848	0.7848	0.7848	0.7853
S1	0.7830	0.7830	0.7859	0.7839
S2	0.7796	0.7796	0.7854
S3	0.7744	0.7778	0.7850
S4	0.7692	0.7726	0.7835

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	0.7866	0.7768	0.0098	1.2%	0.0044	0.6%	98%	True	False	68,972
10	0.7866	0.7650	0.0216	2.7%	0.0040	0.5%	99%	True	False	60,420
20	0.7866	0.7498	0.0368	4.7%	0.0047	0.6%	99%	True	False	52,372
40	0.7866	0.7498	0.0368	4.7%	0.0046	0.6%	99%	True	False	26,559
60	0.7884	0.7498	0.0386	4.9%	0.0046	0.6%	95%	False	False	17,740
80	0.8077	0.7498	0.0579	7.4%	0.0049	0.6%	63%	False	False	13,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8087
2.618	0.8002
1.618	0.7950
1.000	0.7918
0.618	0.7898
HIGH	0.7866
0.618	0.7846
0.500	0.7840
0.382	0.7834
LOW	0.7814
0.618	0.7782
1.000	0.7762
1.618	0.7730
2.618	0.7678
4.250	0.7593

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	0.7856	0.7853
PP	0.7848	0.7842
S1	0.7840	0.7831

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

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