CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 19-Jan-2018

Day Change Summary
	Previous	Current
	18-Jan-2018	19-Jan-2018	Change	Change %	Previous Week
Open	0.7955	0.7999	0.0044	0.6%	0.7914
High	0.8005	0.8037	0.0032	0.4%	0.8037
Low	0.7940	0.7981	0.0041	0.5%	0.7905
Close	0.7997	0.7999	0.0002	0.0%	0.7999
Range	0.0065	0.0056	-0.0009	-13.8%	0.0132
ATR	0.0055	0.0055	0.0000	0.2%	0.0000
Volume	119,439	94,133	-25,306	-21.2%	527,633

Daily Pivots for day following 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8174	0.8142	0.8030
R3	0.8118	0.8086	0.8014
R2	0.8062	0.8062	0.8009
R1	0.8030	0.8030	0.8004	0.8027
PP	0.8006	0.8006	0.8006	0.8004
S1	0.7974	0.7974	0.7994	0.7971
S2	0.7950	0.7950	0.7989
S3	0.7894	0.7918	0.7984
S4	0.7838	0.7862	0.7968

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8376	0.8320	0.8072
R3	0.8244	0.8188	0.8035
R2	0.8112	0.8112	0.8023
R1	0.8056	0.8056	0.8011	0.8084
PP	0.7980	0.7980	0.7980	0.7995
S1	0.7924	0.7924	0.7987	0.7952
S2	0.7848	0.7848	0.7975
S3	0.7716	0.7792	0.7963
S4	0.7584	0.7660	0.7926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8037	0.7846	0.0191	2.4%	0.0070	0.9%	80%	True	False	130,174
10	0.8037	0.7805	0.0232	2.9%	0.0061	0.8%	84%	True	False	121,172
20	0.8037	0.7650	0.0387	4.8%	0.0050	0.6%	90%	True	False	90,796
40	0.8037	0.7498	0.0539	6.7%	0.0051	0.6%	93%	True	False	56,778
60	0.8037	0.7498	0.0539	6.7%	0.0050	0.6%	93%	True	False	37,928
80	0.8037	0.7498	0.0539	6.7%	0.0048	0.6%	93%	True	False	28,459
100	0.8100	0.7498	0.0602	7.5%	0.0050	0.6%	83%	False	False	22,772

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8275
2.618	0.8184
1.618	0.8128
1.000	0.8093
0.618	0.8072
HIGH	0.8037
0.618	0.8016
0.500	0.8009
0.382	0.8002
LOW	0.7981
0.618	0.7946
1.000	0.7925
1.618	0.7890
2.618	0.7834
4.250	0.7743

Fisher Pivots for day following 19-Jan-2018
Pivot	1 day	3 day
R1	0.8009	0.7995
PP	0.8006	0.7992
S1	0.8002	0.7988

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

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