CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 11-Jan-2018

Day Change Summary
	Previous	Current
	10-Jan-2018	11-Jan-2018	Change	Change %	Previous Week
Open	0.7821	0.7840	0.0019	0.2%	0.7812
High	0.7865	0.7893	0.0028	0.4%	0.7874
Low	0.7806	0.7836	0.0030	0.4%	0.7795
Close	0.7835	0.7891	0.0056	0.7%	0.7868
Range	0.0059	0.0057	-0.0002	-3.4%	0.0079
ATR	0.0047	0.0048	0.0001	1.6%	0.0000
Volume	131,728	116,337	-15,391	-11.7%	344,576

Daily Pivots for day following 11-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8044	0.8025	0.7922
R3	0.7987	0.7968	0.7907
R2	0.7930	0.7930	0.7901
R1	0.7911	0.7911	0.7896	0.7921
PP	0.7873	0.7873	0.7873	0.7878
S1	0.7854	0.7854	0.7886	0.7864
S2	0.7816	0.7816	0.7881
S3	0.7759	0.7797	0.7875
S4	0.7702	0.7740	0.7860

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	0.7893	0.7805	0.0088	1.1%	0.0052	0.7%	98%	True	False	112,170
10	0.7893	0.7768	0.0125	1.6%	0.0048	0.6%	98%	True	False	90,571
20	0.7893	0.7549	0.0344	4.4%	0.0046	0.6%	99%	True	False	77,802
40	0.7893	0.7498	0.0395	5.0%	0.0047	0.6%	99%	True	False	40,551
60	0.7893	0.7498	0.0395	5.0%	0.0048	0.6%	99%	True	False	27,085
80	0.8077	0.7498	0.0579	7.3%	0.0049	0.6%	68%	False	False	20,326

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8135
2.618	0.8042
1.618	0.7985
1.000	0.7950
0.618	0.7928
HIGH	0.7893
0.618	0.7871
0.500	0.7865
0.382	0.7858
LOW	0.7836
0.618	0.7801
1.000	0.7779
1.618	0.7744
2.618	0.7687
4.250	0.7594

Fisher Pivots for day following 11-Jan-2018
Pivot	1 day	3 day
R1	0.7882	0.7877
PP	0.7873	0.7863
S1	0.7865	0.7849

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

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