CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 16-Jan-2018

Day Change Summary
	Previous	Current
	12-Jan-2018	16-Jan-2018	Change	Change %	Previous Week
Open	0.7888	0.7914	0.0026	0.3%	0.7866
High	0.7922	0.7977	0.0055	0.7%	0.7922
Low	0.7846	0.7905	0.0059	0.8%	0.7805
Close	0.7910	0.7958	0.0048	0.6%	0.7910
Range	0.0076	0.0072	-0.0004	-5.3%	0.0117
ATR	0.0050	0.0052	0.0002	3.2%	0.0000
Volume	123,239	174,459	51,220	41.6%	577,862

Daily Pivots for day following 16-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8163	0.8132	0.7998
R3	0.8091	0.8060	0.7978
R2	0.8019	0.8019	0.7971
R1	0.7988	0.7988	0.7965	0.8004
PP	0.7947	0.7947	0.7947	0.7954
S1	0.7916	0.7916	0.7951	0.7932
S2	0.7875	0.7875	0.7945
S3	0.7803	0.7844	0.7938
S4	0.7731	0.7772	0.7918

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8230	0.8187	0.7974
R3	0.8113	0.8070	0.7942
R2	0.7996	0.7996	0.7931
R1	0.7953	0.7953	0.7921	0.7974
PP	0.7879	0.7879	0.7879	0.7890
S1	0.7836	0.7836	0.7899	0.7858
S2	0.7762	0.7762	0.7889
S3	0.7645	0.7719	0.7878
S4	0.7528	0.7602	0.7846

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7977	0.7805	0.0172	2.2%	0.0064	0.8%	89%	True	False	132,033
10	0.7977	0.7795	0.0182	2.3%	0.0055	0.7%	90%	True	False	109,689
20	0.7977	0.7634	0.0343	4.3%	0.0047	0.6%	94%	True	False	84,454
40	0.7977	0.7498	0.0479	6.0%	0.0049	0.6%	96%	True	False	47,972
60	0.7977	0.7498	0.0479	6.0%	0.0049	0.6%	96%	True	False	32,043
80	0.8014	0.7498	0.0516	6.5%	0.0049	0.6%	89%	False	False	24,047

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8283
2.618	0.8165
1.618	0.8093
1.000	0.8049
0.618	0.8021
HIGH	0.7977
0.618	0.7949
0.500	0.7941
0.382	0.7933
LOW	0.7905
0.618	0.7861
1.000	0.7833
1.618	0.7789
2.618	0.7717
4.250	0.7599

Fisher Pivots for day following 16-Jan-2018
Pivot	1 day	3 day
R1	0.7952	0.7941
PP	0.7947	0.7924
S1	0.7941	0.7907

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

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