CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 22-Jan-2018

Day Change Summary
	Previous	Current
	19-Jan-2018	22-Jan-2018	Change	Change %	Previous Week
Open	0.7999	0.7998	-0.0001	0.0%	0.7914
High	0.8037	0.8026	-0.0011	-0.1%	0.8037
Low	0.7981	0.7977	-0.0004	-0.1%	0.7905
Close	0.7999	0.8010	0.0011	0.1%	0.7999
Range	0.0056	0.0049	-0.0007	-12.5%	0.0132
ATR	0.0055	0.0054	0.0000	-0.8%	0.0000
Volume	94,133	82,879	-11,254	-12.0%	527,633

Daily Pivots for day following 22-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8130	0.8037
R3	0.8102	0.8081	0.8023
R2	0.8053	0.8053	0.8019
R1	0.8032	0.8032	0.8014	0.8043
PP	0.8004	0.8004	0.8004	0.8010
S1	0.7983	0.7983	0.8006	0.7994
S2	0.7955	0.7955	0.8001
S3	0.7906	0.7934	0.7997
S4	0.7857	0.7885	0.7983

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	0.7905	0.0132	1.6%	0.0065	0.8%	80%	False	False	122,102
10	0.8037	0.7805	0.0232	2.9%	0.0062	0.8%	88%	False	False	118,837
20	0.8037	0.7652	0.0385	4.8%	0.0051	0.6%	93%	False	False	91,859
40	0.8037	0.7498	0.0539	6.7%	0.0051	0.6%	95%	False	False	58,838
60	0.8037	0.7498	0.0539	6.7%	0.0050	0.6%	95%	False	False	39,309
80	0.8037	0.7498	0.0539	6.7%	0.0048	0.6%	95%	False	False	29,493
100	0.8100	0.7498	0.0602	7.5%	0.0051	0.6%	85%	False	False	23,601

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	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8234
2.618	0.8154
1.618	0.8105
1.000	0.8075
0.618	0.8056
HIGH	0.8026
0.618	0.8007
0.500	0.8002
0.382	0.7996
LOW	0.7977
0.618	0.7947
1.000	0.7928
1.618	0.7898
2.618	0.7849
4.250	0.7769

Fisher Pivots for day following 22-Jan-2018
Pivot	1 day	3 day
R1	0.8007	0.8003
PP	0.8004	0.7996
S1	0.8002	0.7989

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

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