CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 10-Jan-2018

Day Change Summary
	Previous	Current
	09-Jan-2018	10-Jan-2018	Change	Change %	Previous Week
Open	0.7835	0.7821	-0.0014	-0.2%	0.7812
High	0.7863	0.7865	0.0002	0.0%	0.7874
Low	0.7805	0.7806	0.0001	0.0%	0.7795
Close	0.7822	0.7835	0.0013	0.2%	0.7868
Range	0.0058	0.0059	0.0001	1.7%	0.0079
ATR	0.0046	0.0047	0.0001	2.0%	0.0000
Volume	114,403	131,728	17,325	15.1%	344,576

Daily Pivots for day following 10-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8012	0.7983	0.7867
R3	0.7953	0.7924	0.7851
R2	0.7894	0.7894	0.7846
R1	0.7865	0.7865	0.7840	0.7880
PP	0.7835	0.7835	0.7835	0.7843
S1	0.7806	0.7806	0.7830	0.7821
S2	0.7776	0.7776	0.7824
S3	0.7717	0.7747	0.7819
S4	0.7658	0.7688	0.7803

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.8054	0.7911
R3	0.8004	0.7975	0.7890
R2	0.7925	0.7925	0.7882
R1	0.7896	0.7896	0.7875	0.7911
PP	0.7846	0.7846	0.7846	0.7853
S1	0.7817	0.7817	0.7861	0.7832
S2	0.7767	0.7767	0.7854
S3	0.7688	0.7738	0.7846
S4	0.7609	0.7659	0.7825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7874	0.7805	0.0069	0.9%	0.0051	0.7%	43%	False	False	108,434
10	0.7874	0.7724	0.0150	1.9%	0.0048	0.6%	74%	False	False	85,609
20	0.7874	0.7516	0.0358	4.6%	0.0046	0.6%	89%	False	False	72,908
40	0.7874	0.7498	0.0376	4.8%	0.0047	0.6%	90%	False	False	37,650
60	0.7874	0.7498	0.0376	4.8%	0.0047	0.6%	90%	False	False	25,146
80	0.8077	0.7498	0.0579	7.4%	0.0049	0.6%	58%	False	False	18,872

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8116
2.618	0.8019
1.618	0.7960
1.000	0.7924
0.618	0.7901
HIGH	0.7865
0.618	0.7842
0.500	0.7836
0.382	0.7829
LOW	0.7806
0.618	0.7770
1.000	0.7747
1.618	0.7711
2.618	0.7652
4.250	0.7555

Fisher Pivots for day following 10-Jan-2018
Pivot	1 day	3 day
R1	0.7836	0.7838
PP	0.7835	0.7837
S1	0.7835	0.7836

Download as Excel Spreadsheet

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

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